Vous êtes sur la page 1sur 53

LAPLACE TRANSFORMS

Definitions:
Laplace Transform:
If f(t) is a function of t defined for all t 0 then the Laplace transform
of f(t) is denote as

L f t F S e -st f t dt
0

, s is the parameter L is called the

Laplace operator
Condition for existence of Laplace transforms
Let f(t) be defined for all t 0 such that
i) f(t) is piecewise continuous in every finite interval in the range t
0
ii) f(t) is of exponential order then L[f(t)] exists.
Piecewise continuous function
A function f(t) is said to be piecewise continuous in any closed
interval (a,b) if it is defined on that interval and is such that the interval
can be divided into a finite number of sub-intervals in each of which f(t) is
continuous.
Exponential order
A function f(t) is said to be of exponential order if

Lt e t f t a finite quantity

n
Show that t is of
tn
Lt e at t n Lt at
t
t e

Problem 1:

Solution:

exponentia l order as t , n 0

indetermin ate form

nt n1

indetermin ate form


t ae at

Apply LHospital Rule

Lt

n(n 1)......1
(repeat th e process)
t
a n e at
n!
n!
Lt n at 0

t a e
n
t is of exponentia l order as t , n 0
Hence
Lt

Problem 2: Write a function for which Laplace transformation does not


exist. Explain
why Laplace transform does not exist.

L e t do not exists
L(tan
t)
and
Solution:

L(tan t ) Lt e at tan t
t

t 3 2t 5

Lt e t
....
t
3 15

at

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

a 2t 5
t 3 2t 5

Lt 1 at
... t
...
t
21
3 15

t 3 2t 5
Lt t
at 2
t
3 15

L(e t ) Lt e at e t
2

Lt e t ( a t )
t

Lt e t ( t a )
t

Cos at
exist? Justify
t
3
:
Does
the
Laplace
transform
of
Problem
Cosat

Solution : L
does
not
exist

at
2 2
e
at
a 4t 4

at Cos at
Lt e
Lt
1

....

t
t
t
t
2!
4!

2 4

Cos 1 - 2! 4! ...

1 a 2t a 4t 3

Lt e

....
t
4!
t 2!

at

at a 2 t 2 1 a 2 t a 4 t 3
Lt 1
....

...
t
1!
2!
4!

t 2!
1 a 2t
Lt
....
t
t 2!
IMPORTANT RESULT

(3)

n e x x n 1 dx
0

(4) n 1 e x x n dx
0

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

(11) 2Sin A Cos B Sin(A B) Sin(A - B)


(12) 2Cos A Sin B Sin(A B) Sin(A - B)
(13) 2Cos A Cos B Cos(A B) Cos (A - B)
(14) 2SinA Sin B Cos (A B) - Cos(A - B)
TRANSFORMS OF ELEMENTARY FUNCTIONS

k
L(k ) , s 0, where k is a constant
s
1)

L[ f (t )] e st f (t )dt
0

L[ k ] ke st dt k e st dt
0

e
k

s
st

k
s

L[ k ]

e e 0
k

s
s
k

[e - 0]

In particular
L(0)=0
L(1)=1/s

L(e -at )

2)

1
, where a is a cconstant
sa

L[ f (t )] e st f (t )dt
0

L(e at ) e st e at dt
0

e ( s a ) t dt
0

e ( s a )t

(s a)

e
e 0
1

if s -a

(
s

a
)
s

a
s

1
L(e at )
if s a
sa
3)

In result 2 replace a by -a

L(cos at )

4)

s
s a2
2

L(cos at ) e st cos at dt
0

ax

e ax

cosbx dx 2
( s cos at a sin at )
2
a b

a = -s b=a

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

e0

0 2
( s cos0 a sin 0
2
s a

s
2
s a2

5)

a
s2 a2

L(sin at)

e ax

L(sin at) e Sinat dt e sin bx dx 2


(aSinbx bCosbx)
2
a b
0

st

a=-s

ax

b=a

e st

2
( sSinat aCosbt
2
s a

e 0
a

0 2
(
a
)

s2 a2
s a2

a
L(sin at ) 2
s a2
6)
e at e at 1
L(sin h at) L
L(e at ) L(e at )
2

2
1 1
1

2 s a s a
1 ( s a) ( s a)

2 ( s a )( s a)
1 s 2 as s a

2
s2 a2

1 2a
2
2 s a 2
a
2
s a2

7)

L(Coshat)

L(Coshat) L

8)

L(t n )

s
a2
e at e at 1
L(e at ) L(e at )
2
2
1 1
1

2 s a s a
1 ( s a) ( s a)

2 ( s a )( s a )
1 2s
2
2 s a 2
s
2
s a2

n1
if s 0 & n -1
s n1

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

L(t n ) e st t n dt

put st x t x/s

x dx
e
s s
0
n

x x dx
e n
s s
0

1
n 1 e x x n dx
s 0

dt 1

dx s
dx

x n 1
(n) 0 e x dx

In particular if n is a +ve integer

n1 n!

L(t n )

n!
if s 0 & n is a ve integer
s n1
STANDARD RESULTS IN LAPLACE TRANSFORM

L f (t ) F(s)
1
s
1
s2
2!
s3
n!
s n 1
(n 1)
s n1
1
sa
1
sa
a
2
s a2
s
2
s a2

f(t)
1.

2.

3.

t2

4.

t n ( 1,2,3,...)

5.

t n ( n ? 1

6.

e at

7.

e at

8.

Sin at

9.

Cos at

PROBLEM USING ELEMENTARY FUNCTIONS

Pr oblem 1. Find L(t 3 )

Solution : L(t n )

n!
s n 1

Pr oblem 2. Find L( t )

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

1
1
2
2
3
s2

n 1

nn

Pr oblem 3. Find L

1
2

L(t )
Pr oblem 4. Find L e

3t

1
s

1
2
1
1
2

1
s

2
1
2

Pr oblem 5. Find L Cos 2t

Pr oblem 6. Find L Sin2t

Pr oblem 7. Find L 2e 3t

Solution : We know that L(e -at )


L(2e -3t ) 2 L(e 3t )

2
s3

1
sa

HOME WORK
Problem

1. L(e

3t5

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

Answer
5

e
( s 3)

1
a (s a)

e at
2. L

a
3. L 2 t

1
s log 2
BASIC PROPERTIES

1) Linear property
Statement

L k1t1 (t ) k 2 t 2 (t ) k1 L f1 (t ) k 2 L f 2 (t )

Where k1 & k2 are constants

Proof

L k1t1 (t ) k 2 t 2 (t ) k1 f1 (t ) k 2 f 2 (t ) e st dt
0

k1 f1 (t )e dt k 2 f 2 (t )e st dt
st

k1 L f1 (t ) k 2 L f 2 (t )

L is a linear operator
Since

L f1 (t ) F1 ( s )

L f 2 (t ) F2 ( s )

k1 F 1( s) k 2 F2 (s)
2) Change of scale property


Statement If L f (t ) f ( s ) then
L f (at )
Proof:

1 s
F
a a

By definition

F ( s ) L f (t ) e st f (t )dt
0

L f (at ) e st f ( at )dt f (at) is a function of t


0

Put x = at

x
dt 1
t
a
dx a
s x
dx
e a f ( x).
a
0
x

1 s a
1
e
f ( x)dx e
a0
a0

s
t
a

f (t )dt

Changing x = t

1 s
F
a a

L f (t )

1 s
F
a a

3) First shifting property

if L f (t ) F ( s ) then
L(e -at f (t )) F ( s a)
L(e at f (t )) F ( s a )

Proof:
By definition

L f (t ) e st f (t )dt ......(1)
0

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

F (s)
L e

at

f (t ) e st e -at f (t )dt

Since e

-at

f (t ) is a function of t

e ( s a ) t f(t)dt .........(2)
0

F ( s a ) compare (1) & (2)


Change a to a

L e at f (t ) F ( s a)
PROBLEMS RELATED TO THE PROPERTIES

1. Find

L(e 2 t 3e 5t )

Solution : L(e 2t 3e 5t ) L(e 2t ) 3L(e 5t )

2. Find

1
1
3
s2
s5

L(e 2t 3e st 5Cost )

Solution : L(3e 5t 5Cost ) 3L(e 5t ) 5L(Cost )

3. Find

3
5s
2
s 5 s 1

L(Sin 2 2t )

1 - Cos4t

Solution : L(Sin 2 2t) L

2
Sin x

1 Cos 2 x

1
Cos 4t
L
2
2
1
1
L(1) - L Cos4t
2
2
1 1
s
1
s

. 2

2 s 2 s 4 2 2s 2( s 2 16)
L

4. Find L(Sin(t )), is a constant

Solution : L(Sin(t )) L Sin tCos CostSin

L Sin tCos L CoswtSin

Cos L Sint Sin L Coswt


Sin , Cos is a constant Cos 2 2 Sin . 2 s 2
s w
s w
5. Find L (Sinhat)

e at e at
Solution : L(Sinhat) L

1
L(e at ) L(e at )
2
Dept. of Mathematics, AAMEC
Unit V (Laplace Transform)

1 1
1

2 s - a s a
1 ( s a) ( s a)

2 ( s a )( s a)
1 s2 a s a

2
s2 - a 2

1 2a
2 s 2 a 2
a
2
s a2

6. Find L (Coshat)

e at e at
Solution : L(Coshat) L

1
L(e at ) L(e at )
2
1 1
1

2 s - a s a
1 s a s a

2 s 2 a 2
1 2s
2
2 s a 2
s
2 2
s -a
PROBLEMS [BASED ON FIRST SHIFTING THEOREM]

1. Find L e 3t Sin 2 t
Solution : we know that

L e at f (t ) F ( s a)
where f ( s ) L f (t )
L f (t ) L( Sin 2 t )
1 Cos 2t
L

1
L(1) L(Cos 2t )
2
1 1
s
2
2 s s 4
L e 3t Sin 2 t

1 1
s3

as s s 3

2
2 s 3 ( s 3) 4

2. Find L t 2 e 2 t

Solution : L (e at f (t )) F ( s a ) where F(s) L f(t)


L f (t ) L t 2

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

2
s3
9

L e 2 t t 2

2
as s s 2
( s 2) 3

3. Find L Cosht.Sin2t

e t e t

Solution : L Cosht.Sin2t L
Sin2t
2

1
1
L(e t Sin2t ) L (e t Sin2t )
2
2
2
L(Sin2t) 2
S 4

L(e t Sin2t)

2
as s s - 1
(S - 1) 2 4

L(e t Sin2t)

2
as s s 1
(S 1) 2 4

1
2
1
2
.
.
2
2 ( s 1) 4 2 ( s 1) 2 4
1
1

2
( s 1) 4 ( s 1) 2 4

L Cosht.Sin2t

4. Find the Laplace transfrom of e 2 t Sin5t


Solution
We know that
To find

L e at f (t ) F ( s a )

L e 2 t Sin5t

L f (t ) L Sin5t

5)Find

5
ss2
s 25
2

5
( s 2) 2 25

the laplace transform of

e t (3Sin h2t - 5Cos 2t )

Solution : L 3Sin h2t - 5Cos h2t 3L Sin h2t 5 L(Cos h2t)


6
5s
2
s 4 s 4
6 5s
2
s 4
6 5s
L e t (3Sin h2t - 5Cos h2t 2
as s s 1
s 4
6 5( s 1)

( s 1) 2 4

6)Find

5s 1
6 5s 5
2
s 2 s 1 4 s 2s 3
2

the laplace transform of

(e t Sin2t Cos3t )

Solution : L e t Sin 2t Cos3t L Sin 2tCos 3t s s 1

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

10

L Sin 5t Sin(t ) s s 1
2
Sin (A B) Sin (A - B)
By formula Sin A Cos B
2

1
L Sin5t S int s s 1
2
1
5
1
2
2

2 s 2 s s 1 s s 1

1
5
1

2
2
2 ( s 1) 2 s ( s 1) 1

1
5
1

2
2

2 s 2 s 26 s 2 s 2
HOME WORK

Problem

Answer

1.Find the laplace

s 1
1

( s 1) 2 4 ( s 1) 2 4

transform of

L e t Cosh 2t Sinh2t
2

2 .Find the laplace

2( s 3)
15

( s 3) 2 5 2 ( s 3) 2 25

transform of

e 3t 2 cos5t 3 sin 5t

3 .Find the laplace

s 2 18
s 2 ( s 2 36)

transform of

L Cos 2 3t

Using

Cos 2 x

1 Cos 2 x
2

4 .Find the laplace

2s 2 24
( s 2 36)( s 2 4)

transform of

L Sin2tCos 2t

5 .Find the laplace

3
s

transform of

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

11

6 .Find the laplace

1
1
2

s6 s6 s

transform of

L e 3t e 3t

7 .Find the laplace

1
s 2 2s 5

transform of

Find L e t Sin tCos t

DIFFERENTIATION OF TRANSFORMS

Transform of

L t ( f (t )

t f (t )

d
L f (t )
ds

L f (t ) F ( s ) e st f (t )dt
0

d
d
F ( s ) e st f (t )dt
ds
ds 0

e st f (t ) dt
0 s

te st f (t )dt
0

tf (t ) e st dt
0

d
F ( s ) tf (t ) e st dt
ds
0
d
F ( s ) L tf (t )
ds
F ( s ) L tf (t )

d2
F t f (t ) 2 F ( s ) F ( s )
ds
2

Similarly

dn
F ( s )
F t f (t ) (1)
ds n
n

In General

1.Find

L tSin 2t

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

12

d
L f (t )
ds

Solution : L t f (t )

d
L Sin2t
ds
d 2

ds s 2 4

( s 2 4) 0 2(2 s )

( s 2 4) 2
4s
2
( s 4) 2

L t Sin2t

2.Find

L tSint

d
L Sinat
ds
d
a

ds s 2 a 2

( s 2 a 2 ) 0 a 2s

(s 2 a 2 )2
2as
2
(s a 2 ) 2

Solution : L tSin t

3.Find the laplace transform of

te t S int

Solution : L te t S int L (tS int)


s s 1
d
L t f (t )
L f (t )
ds
We know that
d
L S int
ds
d 1

ds s 2 1

( s 2 1) 0 2s

( s 2 1) 2

2s
s s 1
( s 2 1) 2
2( s 1)

(s 1) 2 1 2

4.Find the laplace transform of


Dept. of Mathematics, AAMEC
Unit V (Laplace Transform)

t 2 e 2 t
13

Solution : L t e
2

d2
2
ds
d2
2
ds

2t

d2
2 L f (t )
ds

L e 2 t

1
s 2

d2
2 ( s 2) 1
ds

d
( s 2) 2
ds
d
1

ds ( s 2) 2

(2)( s 2)

2
( s 2) 3

5.Find the laplace transform of

e 3t tCos 2t

Solution : L e 3t (tCos 2t ) as s s - 3
-d
L t f (t )
F ( s)
ds
f (t ) Cos 2t
s
L(Cos 2t ) 2
F (s) s s - 3
s 4
-d
F ( s )
L(Cos 2t )
ds
-d s

ds s 2 4
( s 2 4) 1 s 2 s

( s 2 4) 2

s 2 4 2s 2

2
2
( s 4)
s2 4
2
2
( s 4)

Using first shifting property =

1
s2 4

s2 4
L(e tCos 2t )
2 as s s - 3
2
(s - 3) 4
3t

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

14

(s 3) 2 4

(s - 3) 2 4 2
s 2 6s 9 4
2
( s 6s 13) 2
6. Find the laplace transform of
Solution

t 2 e 2 t Cos 2t

L te 2 t Cos 2t L tCos 2t ss 2

d
L f (t )
ds
W.K.T
d
L tCos 2t ss 2
L Cos 2t ss 2
ds
d s

ds s 2 4 ss 2
( s 2 4) 0 s 2 s

( s 2 4) 2

L t f (t )

ss 2

2s
2( s 2)

2
2
( s 4)
( s 2) 2 4
2

HOME WORK

Problem

Answer

1.Find

6s 2 8
s 2 ( s 2 4)

L(tSin 2 t )

2
( s 4)3

2.Find

L(t 2 e 4 t )
3.Find the laplace transform of

te t Cost
4.Find the laplace transform of

te 2t Sin3t

s 2 2s
( s 2 2 s 2) 2
6( s 2)
(s 2) 2 9 2

INTEGRATION OF TRANSFORMS

Transform of

To prove

Lt

t0

f (t )
t

f (t )
L
F ( s )ds
t
s

f (t )
exists
t

If
Proof:
Dept. of Mathematics, AAMEC
Unit V (Laplace Transform)

15

F ( s ) e st f (t )dt

0
We know that
Integrate both sides w.r.to s over the limits s to

s 0

F ( s)ds e

st

f (t )dtds

f (t ) e st ds dt
0
s

e st
f (t )
dt

t
0

f (t )
0 e st s dt

0 t

f (t ) st

e dt
t
0
(t )
L
t

Problem 1:

1 - Cos t
t

Find the laplace transform of

1 Cost
f (t )
L
t

f (t )
L
F ( s )ds
t
s

Solution : L

Using the transform

f (t ) 1 Cost
L f (t ) F ( s) L(1 Cost )
L(1) L(1 Cost )

1
s
2
s s 1
1 Cost 1
s
2
ds
t
s
s

1 2s

log s 2
ds
2 s s 1

log s log( s 2 1)
2

log s log( s 2 1)

1
2

log 2

s 1

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

16

log

0 log

s2 1

s2 1
s

Problem 2:

Find the laplace transform of

Sinat
t

Sin at
f (t )
L
t

f (t )
L
F ( s )ds
t

s
Using the transform
Solution : L

f (t ) Sin at
L f (t ) L Sin at F ( s )

a
s a2
2

a 2ds
Sin at a
L
2
ds 2
2

t
s

a
2 s s a2

1
s
a tan 1
a
a s

s
a tan 1 () tan 1
a

-1
1
1 s
tan
x

Cot
x

tan

2

2
a

a
tan 1
s
Sin at
1 a
L

tan

t

s
put a 1, s 0

Sin t

1
dt

tan
(

0 t
2
Problem 3:

Find the laplace transform of

Cos 2t - Cos 3t
t

Cos 2t - Cos 3t
f (t )
L
t

Solution : L

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

17


f (t )
L
F ( s )ds
t
s

Using the transform

f (t ) Cos 2t Cos 3t
L f (t ) L Cos 2t L(Cos3t )

s
s

s2 4 s2 9

Cos 2t - Cos 3t s
s
ds 2
ds
2
t
s

4
s

s
s

1 2s
s

2
ds 2
ds
2 s s 4
s s 9

log ( s 2 4 log( s 2 9) s
2
1

log ( s 2 4 log( s 2 9) s
2

1
s2 4
log 2

2
s 9

s2 1 2
1
s
log
9
2 2
s 1 s2

as s

1
s 4
log 2

2
s

1 s2 4
log 2

2 s 9

1
s2 4
0 log 2

2
s

s2 4

log
2

s 9
Problem 4:

Find the laplace transform of

e 3t Sin 2t
t

e 3t Sin 2t
Sin 2t
Solution : L
L
t
t

f (t )
as s s 3
t

Using the transform

f (t )
L
F ( s )ds
t

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

18

f (t ) Sin 2t

2
s s3
s2 4

L f (t ) L Sin 2t

f (t )
Sin 2t
L
L
F ( s )ds s s 3
t
t

2
2
ds
s

4
s

ds
2. 2
ds
s s 4

1
s
2 tan 1
2
2

s
s s3
2

tan 1 () tan 1

s
tan 1 s s 3
2
2
s
Cot 1 s s 3
2
s
tan 1 s s 3
2

Problem 5:

e at e bt
t

Find the laplace transform of

e at e bt
Solution : L
L e at e bt ds

t
s

L e ds L(e bt )ds
at

1
1
ds
ds
s

a
s

b
s
s

log( s a ) log( s b) s

s a
log
s b

s (1 a )
s
log

s 1 b
s s

sa
log 1 log
sb

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

19

sb

sa

log

HOME WORK

s 2

1.Find the laplace transform

log

1 e 2 t
t

of
2.Find the laplace transform

1
s2 4
log

2
4
s

Sin 2t
t

of
3.Find the laplace transform

of

Sin 2tCos t
t

1 s
1

tan

tan
(
s
)

2
3

LAPLACE TRANSFORM OF DERIVATIVE AND INTEGRALS.


LAPLACE TRANSFORM OF DERIVATIVES.

L f (t ) SL f (t ) f (0)

Result 1.

Proof. By definition of laplace transformation

L f (t ) e st f (t )dt
0

e st d ( f (t ))
0

e f (t ) 0 f (t )e st ( s ) dt
st

0 f (0) s e st f (t )dt
0

f (0) SL f (t )
L f (t) SL f (t ) f (0)
Result 2.

L f (t ) S 2 L f (t ) sf (0) f (0)

Proof.

L f (t ) e st f (t )dt
0

e st d ( f (t ))
0

e st d ( f (t ))

e f (t ) 0 f (t )( s )e st dt
st

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

20

0 f (0) S e st f (t )dt
0

f (0) SL f (t )
L f (t ) SL f (t ) f (0)
S SF ( s ) f (0) f (0)
S 2 F ( s ) Sf (0) f (0)
TRANSFORMS OF INTEGRALS

Result.

L f (t )

f (t )dt
s

g (t ) f (t )dt
0

Let

g (t ) f (t )
L g (t ) SL g (t ) g (0)

L f (t ) SL

Corollary

f (t )dt

t t

f (t )dt

SL

f (t )dt

f (t )dt
0 0

1
L f (t )
s2

Problems

S int
1. Find L
dt
t
0

L f (t )
t

Solution : L f (t )dt
s
0

S int t
f (t )
t
S int
L
L( S int) ds

ds
1
2
tan ( s ) tan 1 ( s )
2
s s 1
s
t

Cot 1 ( s )
Sint
Cot 1 ( s )
L
dt
s
0 t

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

21

2.Find the Laplace transform of

te

S int dt

L(te t S int)
Solution : L te S int dt
......(1)
s
0

f (t ) e t Sin t

Consider

L f (t ) L e t Sin t ss 1
1

( s 1) 2 1
Lte t Sin t L t f (t )
d

L f (t )
ds

d
1

ds ( s 1) 2 1

d
1
ds ( s 1) 2 1
( s 1) 2 1.0 2( s 1)

2
2

(
s

1
)

12( s 1)
( s 2 2s 2) 2

1 2( s 1)
L te t S int dt
s ( s 2 2 s 2) 2
0

Substitute in (1)

3.Find

e t Sin t
L
dt
t
0

e t Sin t
L f (t )
Solution : L
dt
t
s
0

1
e t Sin t
L

ds L(e st Sin t )
2

t
s ( s 1) 1
s

L Sin t

tan
(
s

1
)
s as s s 1
2
s 1
tan 1 () tan 1 ( s 1)

tan 1 ( s 1)
2
Cot 1 ( s 1)

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

22

e t Sin t
Cot 1 ( s 1)
L
dt
t
s
0

We know that

dt

1
1

f ( x)dx F ( s ) L f (t )
s
s

t Cos t
0

4.Find the Laplace transform of

1
d

L tCos t dt L tCos t by formula L t f(t)


L f (t )
s
ds
0

Given

1
L tCos t
s
1 d

L(Cos t )
s ds

1 d s

s ds s 2 1
1 ( s 2 1) 1 s (2 s )


s
( s 2 1) 2

1 (s 2 1 2s 2 )


s
( s 2 1) 2

s2 1
L e tCostdt
2
2

s ( s 1)

s s 1

( s 1) 2 1

2
2
( s 1) ( s 1) 1
LAPLACE TRANSFORM OF PERIODIC FUNCTION
Definition

A function f(t) is said to be periodic if

f (t T ) f (t ) & t is true for some value of T .


In general

f (t nT ) f (t ) & t when T is called the period of the function f(t)


Example
Sin t , Cos t is a periodic function with period 2 since Sin (2 + t)=Sin t and Cos(2
+ t)=Cos t.
L.T of periodic function

If f(t) be a periodic function with period T then

1 T st
L f (t )
e f (t )dt
1 e TS 0
Dept. of Mathematics, AAMEC
Unit V (Laplace Transform)

23

Graph of Sin t
y
1
-2

3
x
0

/2

Graph of Cos t
y
1
-3/2

-/2

/2

3/2

5/2
x
0
-1

Problems
1) Fin the L.T of the function

y=Cos t

0ta
t
2a - t a t 2a

f (t )

Solution: The given function is periodic in the interval ( 0, 2a) with period 2a

1 T st
L f (t )
e f (t )dt
1 e ST 0
T=2a
a

2a

e t dt e -st (2a t )dt


st

2a

t (e dt ) e -st (2a t )e st dt
-st

e st
e st
t
1

e st
e st
(2a t )
(1) 2

e as e as
1
a
2 0 2
s
s
s
ae as e as 1 e 2 as

2 2 2
s
s
s
s

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

2a

e 2 as e as e as
0 s2 a s s2



e 2 as ae as e as
2
2
s
s
s
24

1 e as 2e as
2 2 2
s
s
s

1
1 2e as e 2as
2
s
1
2 (1 e as ) 2
s
(1 e as ) 2
(1 e as ) 2
2

s (1 e 2 as ) s 2 (1 e as )(1 e as )

1 e

1 (e as ) 2

2 as

as

1 e as
2
mutliply Nr & Dr by e 2
2 as
s (1 e )

as
2

as
2

1 e e
2 as
as
s 2
2
e e
1
as
2 tan h

s
2
2) Find the laplace transform of the square wave given by the equation

T
E
,
0

2
f (t )
E, T t T

2
f (t T ) f (t )

where

Solution : The given function is periodic in the interval ( 0, T) with period T


1 T st
L f (t )
e f (t ) dt
ST
1 e 0
T

T
1 2 st
st

Ee dt Ee dt

ST

1 e 0
T

2
T
st T2
E e
e ST

1 e ST s 0 s T
2

ST

ST
ST
2
E e 1 e e 2



1 e ST s s s s

ST
E

1 2e 2 e ST
ST
s (1 e )

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

25

ST
E

s (1 e ST )

ST
2

E 1 e
E (1 e ST ) 2

ST
ST
ST

ST
2
2
s 1 e 1 e
s 1 e 1 e 2

ST

E 1 e 2


ST

s 1 e 2

Multiply Nr & Dr by

E

s

ST
4

ST
4

e
e

ST
4

ST
4

ST
4

3) Find the laplace transform of the periodic function f(t) given

and its period is 2

t
2

Sin t

0t

f (t )

Solution : The given function is periodic in the interval ( 0,

L f (t )

1
1 e

s 2

1
1 e

e Sint dt e (0)dt

s 2

2 s

f (t )dt

1
1 e

st

st

st

e Sint dt

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

st

26

2
2
) with period

1 e

s 2

s 2

1
)

s2 2
s2 2

s 2

s 2


2
s 2


2
s 2

1
)

s2 2
s2 2

1
1 e

e
1

s
Sin

Cos

Cos
0

s2 2
s 2 2

1
1 e

2 s

1
1 e

s
Sin

Cos

t
s2 2

1
1 e

st

2
2
s

2
2
2
2
s s
s


1 e


s 2
1 e

1 e

s
s


1 e 1 e

1 e

4) Find the Laplace transform of the periodic function

kt
for 0 t T, f(t T) f(t)
T
1 T st
Solution : L f (t )
e f (t )dt
ST
1 e 0
T
1
kt

e st dt
ST
1 e 0
T
T
k

e st dt
ST
T (1 e ) 0
f (t )

e st
k
e st

t
1 2
T (1 e ST ) s
s
T ST e ST
k

e 2

T (1 e ST ) s
s
Dept. of Mathematics, AAMEC
Unit V (Laplace Transform)

0 2
s

27

k
T ST e ST 1

e 2 2
T (1 e ST ) s
s
s
k
1 e ST STe ST

T (1 e ST )
s2

HOME WORK

1.Find the Laplace Transform of the


function

for 0 t
t
T t for t 2
and f (t 2 ) f (t )
f (t )

2.Find the Laplace Transform of the


function

for 0 t a
k
for a t 2a
k
where f (t 2a) f (t )
f (t )

1
e -S
s
L f (t ) tan h -S
s
2 s(1 e )

k
as
tan h

s
2

EVALUATION OF THE DEFINITE INTEGRALS USING LAPLACE TRANSFORM


Problem 1.

Evaluate

2 t

t Sin 3t dt

Solution : Let
If

I e 2 t t Sin 3t dt
0

f (t ) t Sin 3t, then

I e 2t f (t ) dt F ( s ) s 2 F (2)
0

and

F ( s ) L f (t )

L tSin 3t
d
L Sin 3t
ds
d 3
2

ds s 9
3 1)

6s
2

2
s

( s 2 9) 2
( s 9)

6 2
12
F(2) 2

(2 9) 2 169
12
I F (2)
169

Problem 2:

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

28

3 t

t Sin t dt

Evaluate

Solution : Let
If

I e 2 t t Sin 3t dt
0

f (t ) t Sin t, then

I e 3t f (t ) dt F ( s) s 3 F (3)
0

and

F ( s ) L tSin t

d
L Sin t
ds
d 1
(1) 2 s
2s
2

ds s 1
( s 2 1) 2 ( s 2 1) 2
2.3
6
3
F(3) 2

(3 1) 2 100 50
3
I F (3)
50

Problem 3:

e 3t e 6
0 2 dt.

Evaluate

e 3t e 6t
Solution : If f (t )
, then
t

I f (t ) dt F ( s ) s 0 F (0)
0

But

e 3t e 6 t
F (s) L

1
1

ds

3
s

log( s 3) log( s 6) s

s 3
1 3/ s
log
log

s 6 s
1 6 / s

1 3/ s
log 1 log
1 6 / s

s 3
s 6
log

s 6
s 3
6
F(0) log log e 2
3
log

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

29

I F (0) log e 2.

INVERSE LAPLACE TRANSFORMS


If L[f(t)] = F(s), then f(t) is called an inverse Laplace transform of F(s) and is denoted
by

f (t ) L1 F ( s)

STANDARD INVERSE LAPLACE TRANSFORMS

1
1
s

L1
1)

tn
' n' is a ve integer 1

s n 1
n!
1
at
e
sa

2)

L1

3)

1
at
e
sa
1
1

L1 2

Sin at

2
a
s a
L1

4)

5)

s
Cos at
2
2
s a
s
1

L1 2

Sin h at

2
s

a
a

L1

6)

7)

s
Cos h at
2
2
s

L1
8)

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

30


1
e at

L
Sin bt
2
2
(
s

a
)

b
b

9)
.
at

1
e
L1

Sin h bt
2
2
b
( s a) b
10)
1

11)

12)

sa
e at Cos bt
2
2
( s a) b

sa
L1
e at Cos h bt
2
2
( s a) b
L1

13)

14)

2as
t Sin at
2
2 2
(
s

a
)

s2 a2
1
L 2
t Cos at
2 2
(
s

a
)

L1

FIRST SHIFTING PROPERTY

If f(t) L1 F ( s )

then e at f(t) L1 F ( s a )

e at L1 F ( s ) L1 F ( s a )

e -at L1 F ( s ) L1 F ( s a )
Problems

1
1
s
2
s 3 s s 4
s
1
1 1
1
Solution L1

s 2 4
s 3
s
e 3t 1 Cos h2t
1
1
s
1
2. Find L1 2
2
2
s 4 s 4 s 9
s

1. Find L1

Solution

1
s
1
1
1
1
L1

L
2
2
2
s 4
s 9
s
s a
Sin2t
t e 4t
Cos h3t
2

1
3. Find L1
2
( s 1)
L1

1
e t t
2
s

e t L1
Solution

2
( s 2) 1

4. Find L1

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

31

s22

2
( s 2) 1

L1
Solution

s2
1
1

2
L

( s 2) 2 1
2
( s 2) 1

L1

s
1
1

2
L
2
s 2 1 s s 2
s 1
e 2t Cos t 2e 2t Sin t
e 2 t L1

2
s 6 s 10

5. Find L1

1
Solution L1

2
( s 3) 1

1
s s 3

3t
e Sin t
1

6. Find L1 2
s 8s 16
e 3t L1

1
Solution L1
2
( s 4)

1
ss4
2
s
3s 2

7. Find L1 2
s 4s 20
e 4 t L1

3( s 2) 4
Solution L1
2
2
( s 2) 4

3s
4
2 t 1

e
L
2
2
s 2 4
s 4
3e 2 t Cos 4 t e 2t Sin 4t
e 2t (3Cos 4t Sin 4t)
e 2t L1

3s 7
2
s 2 s 3

8. Find L1

3s 7
Solution L1
2
2
( s 1) 2
3( s 1) 10
L1
2
2
( s 1) 2

s
1
t 1

10
e
L

2
2
2
2
s 2
s 2

3e t L1

3e t

Cos h2t 5e 2t Sin h2t


2
Dept. of Mathematics, AAMEC
Unit V (Laplace Transform)

32

HOME WORK
Problem
1.Find the inverse Laplace Transform of

s
( s 2) 3
2.Find the inverse Laplace Transforms of

e t t
2t

Answer

e 2 t Sin t

1
s 2 4s 5

3. Find the inverse Laplace Transform of

e 2t Cost

s2
s 2 4 s 5

4.Find the inverse Laplace Transform of

1
( s 2) 4
5.Find the inverse Laplace Transform of

1
5
s3
( s 4) 5 ( s 2) 2 5 2 ( s 3) 2 6 2

1 2t 3
e t
6
t4
e
e 2 t Sin5t e 3t Cost
4!
4t

Type 1:
METHOD OF PARTIAL FRACTION

An expression of the form

P( x)
Q( x)

is called a rational function, where

P(x) and Q(x) are polynomial in x.


Method 1:
Suppose Q(x) is factoriable into non-repeated (distinct) linear factors say
L1,L2,Ln .
i.e. Q(x)= L1,L2,Ln .

then

A
P( x) A1 A2

.... n
Q( x) L1 L2
Ln

EXAMPLE

3x 1
A
B
C

....
( x 1)( x 2)( x 1) ( x 1) ( x 2)
( x 1)

Method 2:

In

P( x)
Q( x)

, let the denominator Q(x) contain repeated linear factors of the

form (ax+b)5

then

A5
P( x)
A1
A2

....

Q( x) (ax b) (ax b) 2
( ax b) 5

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

33

x2 1
A
B
C

( x 1) 2 (2 x 1) (2 x 1) ( x 1) ( x 1) 2

EXAMPLE
Method 3:

In

P( x)
Q( x)

, let the denominator Q(x) contain a non-repeated quadratic factor

ax2+bx+c.

then

P( x)
Ax b
2
Q( x) ax bx c
x 1
A
Bx C

( x 1)( x 2 1) ( x 1) ( x 2 1)

EXAMPLE
Problem 1:

1
Find L1

( s 1)( s 3)
1
Let F( s )
( s 1)( s 3)
Splitting into partial fractions

1
A
B

( s 1)( s 3) s 1 s 3

A( s 3) B( s 1)
put s -1
1 A(1 3)

put s -3 B -

1
2

1
2

1
1

1
2 2
( s 1)( s 3) s 1 s 3

1 1 1 1 1 1
1
2 L s 1 2 L s 3

( s 1)( s 3)
1
1
e - t - e 3t
2
2
1
(e -t - e 3t )
2

L1

Problem 2:

1 s
Find L1

2
( s 1)( s 4s 13
1 s
A
BS C

2
2
( s 1)( s 4 s 13) s 1 s 4 s 13
1 - s A( s 2 4s 13) ( BS C )( s 1)
put s -1
2 A(1 4 13)
Dept. of Mathematics, AAMEC
Unit V (Laplace Transform)

34

2 10 A
2
A
10
1
A
5
equating coeff.of s2
A+B=0
B = -A

1
5

Equating Const.coeff.
13A + C = 1

1
13 C 1
5
8
C
5
1
1
8
S
1 s
5
5 2 5
2
( s 1)( s 4 s 13) s 1 s 4 s 13

1 1 1 1 1
1 s
s8
L
L 2

( s 1)( s 4s 13) 5 s 1 5 s 4 s 13

1
1 s 2 6 6 1
1
e t L1

L
5
5 ( s 2) 2 3 2 5 ( s 2) 2 3 2

1
1
s
6 2t 1
3
e t e 2t L1 2

e
L

s 2 32
5
5
(s 3 5 3
1
1
6 2t
e t e 2 t Cos3t
e Sin 3t
5
5
15

L1

Problem 3:

4s 5
Find L1

2
( s 1) ( s 2)
Solution : Given F ( s )

4s 5
( s 1) 2 ( s 2)

Splitting into partial fraction

4s 5
A
B
C

( s 1) 2 ( s 2) s 1 ( s 1) 2 s 2

4s 5 A( s 1)( s 2) B( s 2) C ( s 1) 2
put s 1, B((1 2) 4 5 B

9
3
3

put s 2, C (-2 - 1) 2 8 5 9C 3 C

1
3

Equating coefficien ts of s 2 , we get A C 0 A -C


F ( s)

1 1
1
1 1
3

2
3 s 1
( s 1) 3 s 2

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

35

1
3


1 1
1 1 1 1
L1 F ( s ) L1
3L1
L
2

3 s 1
(
s

1
)

3 s 2
1
1 1
e t 3e t L1 2 e 2t
3
s 3
1
1
e t 3e t t e 2 t
3
3
et
e 2t
(1 9t )
3
3
Problem 4:

s9
Find L1

2
( s 2)( s 3)
Solution : Given F ( s)

s9
( s 2)( s 2 3)

Splitting into partial fraction

s9
A
Bs C

2
2
( s 2)( s 3) s 2 ( s 3)

s 9 A( s 2 3) B( s C )( s 212

put s -2, A (-2) 2 3 2 9


A)4 3) 7 A 1
Equating constant terms , 3A 2C 9 2C 9 - 3A 9 - 3 6 c 3
Equating coefficien ts of x 2 , A B 0 B -A -1
1
s3
1
s3
2

2
s2 s 3 s2 s 3
s3
1
1
L1 F ( s ) L1

L
s 2 3
s 2
s
1
e 2 t L1 2
3 2

s 3
s 3
F ( s)

e 2 Cos 3 t

3Sin 3 t
3

HOME WORK
Problem

Solution

1
1. Find L1

s ( s 1)( s 2)

5s 3
2. Find L1

2
( s 1)( s 2 s 5)

1
(1 e 2 t ) e t
2

e t
2Cos2t 3Sin2t
e
2

2s 1
3. Find L1
2
2
( s 2) ( s 1)

t t
e e 2t
3

Type 2:
Inverse Laplace Transform of Logarithmic and Trigonometric Functions
Dept. of Mathematics, AAMEC
Unit V (Laplace Transform)

36

using the formula L t ( f (t )

d
L f (t )
ds

Problem 1:

1 s
Find L1 log 2
s

1 s
L1 log 2 f (t )
s

Since L1 F ( s ) f (t )
1 s
L f (t )
2
s

log

d
1 s
log 2

ds
s
d
log 1 s log s 2
ds
1 1

2s
1 s s2
2
1

s s 1
1
2
t. f (t ) L1
s s 1
1
1
2 L1 L1

s
s 1
2 1 e t
2 et
t
2 e f (t )
t
L f(t)

Problem 2:

s ( s 1)

Find L1 log 2
s 1

s( s 1)

L1 log 2
f (t ) L1 F ( s ) f (t )

s 1

To find f(t)

s ( s 1)
L f (t )
s2 1
log s(s 1) - log(s 2 1) L f(t)
-d
L t f(t) log s ( s 1) log( s 2 1)
ds
-d
log s log( s 1) log( s 2 1)
ds
-1
1
1

2
2s
s s 1 s 1
2s
1
1
2

s 1 s
s 1
2s
1
1
t. f (t ) L1 2 L1 L1
s 1
s
s 1
log

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

37

2Cos t - 1 - e -t
2Cost 1 e t
f (t )
t
Problem 3:

s 2 1
Find L log
2

s
1

s 2 1
L log
f (t )
2
s

L1 F (s) f (t )
1

to find f(t)
s 2 1
log
L f (t )
2
s

log s 2 1 log s 2 L f (t )

d
log( s 2 1) log s 2
ds
1
1

2
.2 s 2 .2s
s
s 1

L t. f (t )

2s
2s

2
2
s 1 s
2
2s 2
2s
2
2

s 1 s
s 1 s
2s
2
t. f (t ) L1 2 L1
s 1
s
s
1
2 L1 2 2 L1
s 1
s
2 cost 1
f t
t

Problem 4:

s
Find L1 tan 1
a

s
Solution : Let L1 tan 1 f (t )
a

s
tan 1 L f (t )
a
d
s
w.k .t L t(ft) tan 1
ds
a

1
1 s

a2
2
2
a s

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

1
2
a

1

a

38

a
2
2
a s
a

t f (t ) L1 2
2
a s
Sin at
Sin at
f (t )
t

Problem 5.

a
Find L1 Cot 1
s

a
Solution : Let L1 Cot 1
s

a
Cot 1 L f (t )
s
d

w.k .t L t(ft) Cot 1


ds

1
2
1 a
s
s2

s 2 a 2

f (t )

a
2
s

By formula

d
1
(Cot 1 x)
ds
1 x2

s2

a
2
s a
a

t f (t ) L1 2
2
s a
Sin at
Sin at
f (t )
t

HOME WORK
Answer

Problem

s5
Find L-1 log 2

s 9

s 2 1
-1
Find L log

s

s2 1

Find L log
s ( s 1)

-1

1
2Cos3t e 5t
t
1
1 2Cost
t
1 t
e 2Cost 1
t

TYPE 3:

L F ( s ) t L-1 F s - t f t

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

39

This formla used to find the inverse Laplace transform of a function, when the
function contains a linear factor in s in the numerator and the perfect square of a
quadratic in the denominator
Problem 1.

s
Find L1 2
2 2
(s a )

Solution Let F ( s)

s
(s 2 a 2 ) 2

d
s
F ( s) 2
ds
(s a 2 ) 2

F (s)

d
3
F ( s) 2
ds
ds
(s a 2 ) 2

s
ds
(s 2 a 2 ) 2

Put s 2 a 2 u
2sds du
du / 2 1
1
F ( s) 2

u
2u 2( s 2 a 2 )
L1 F ( s ) tL1 F ( s )

1
2)
2( s a

tL1

1
t L1 2
2 ( s a 2 )
t Sin hat
2a
Problem 2.

s3
Find L1 2
2
( s 6 s 13)
s3
Solution F ( s ) 2
( s 6s 13) 2

d
s3
F ( s) 2
ds
( s 6s 13) 2
F (s)

s3
ds
( s 2 6s 13) 2

s 2 6 s 13 u
2 s 6 du
2( s 3)ds du

ds

du
2( s 3)

du / 2
u2
1
1

2u 2( s 2 6s 13)
F ( s)

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

40

2( s 6s 13)

L1 F ( s ) tL1

t 1
1
L 2
2 ( s 6s 13)

t 1
1
L
2 ( s 3) 2 2 2

t
1

e 3t L1 2
2
2
s 2
t
2

e 3t L1 2
2
4
s 2
t
e 3t Sin 2t
4
Problem 3:

s2
Find L1 2
2
( s 4s 5)
w.k .t L-1 F(s) tL1 F ( s )......(1)

Let F ( s )

s2
( s 4s 5) 2

Then F ( s )

s2
ds
( s 2 4s 5) 2

Let u s 2 4 s 5
d u (2 s 4)ds
d u 2( s 2)ds
du

( s 2)ds
2
1 du 1 du 1 1
1
F (s)

2 u2 2 u2 2 u
2( s 2 4s 5)
Hence (1) becomes

s2
1
t L1

2
2
( s 4 s 5)
2( s 4 s 5)

L1

t 1
1
L 2

2
s 4 s 4 4 5)

t 1
1
L 2
2 s 4 s 4 1)

chaning s into s - 2 and multiplyin g


t 1
1
L
2 ( s 2) 2 12 the resulting function by e - 2t

t
1
e - 2t L1 2
2
s 1
t
e - 2t Sin t
2
HOME WORK
Problem
Dept. of Mathematics, AAMEC
Unit V (Laplace Transform)

Answer
41

s
1. Find L-1 2
2 2
(s a )

2( s 1)
2. Find L-1 2
2
( s 2s 2)

t
Sin at
2a
te t S int

CONVOLUTION THEOREM
Definition: The convolution of two functions f(t) and g(t) denoted by
t

f t g t is defined as f t g t f u g t u du f
0

CONVOLUTION THEOREM of Laplace Transform

Statement : If L F t F s and L g t g s then L f t g t F s G s where


t

f t g t f u g t u du
0

Proof : We know that L F t e -st f t dt

L f t g t e st f t g t dt

t=u

e st f u g t u du dt
t t

e st f u g t u du dt

0
On changing the order of integration. The above integral becomes
0 0

L f t g t

e f u g t u dt du
- st

0 U

Put t-u = v when t= then v=


dt =dv when t=u, then v=0
t

L f t g t f u e s u v ) g v dvdu
t

f u e du g v e -sv dv
- su

Changing the dummy variables suitably


t

f t e dt g t e -st dt
0

- st

L f t . L g t
F S.G S

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

42

Problems

1.Using convolution theorem, find

1
2
S 5 S

L1

Solution: By convolution theorem


t

L-1 . F S .G S L-1 F S L1 G S f u g t u du
0

1
-1
-1 1

L
2
S 5
S 2
S 5 S
e -5t t

L-1

e -5u (t u )du
0

e -5u
t - u
-5

e -5u
-
- du
-5
0
t

1 1
0 - - e -5u du
5 5 0

1 1 e -5u
-
5 5 - 5

1 1
e -5t 1
5 25

Problem 2: Using convolution theorem, find

S 1 s 4

L1

Solution: By convolution theorem


t

L . F S .G S L F S L G S f u g t u du
-1

-1

2
2

1
L1 2
L1

S 4
S 1
S 1 s 4

L1

sin 2t e t
t

sin2u e - t - u du
0

e - t - u sin2u du
0

e t e - u sin2u du
0

e

t

eu
sin 2u 2 cos 2u
2
2
1 2

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

43

e ax
a sinbx - bcosbx
a 2 b 2

e ax sinbx dx

a=1 ,b=2

et
sin 2t 2 cos 2t 1 2
e
5
5

1
2
2
sin2t - cos2t e - t
5
5
5
1
sin2t - 2cos2t 2e - t
5

2
s 2 s 5

Problem3: Using convolution theorem, find

L1

4
-1

L
2
2
2
2
s 2 s 5
S 2 S 1 1 5

Solution:

L1

L1
e t

e - t L-1

SS 1
2
2
S 1 2 2

4
L1 2

2 2
S 2
2

e - t L-1 2
2
2
2
S 2
S 2

e sin2t e -t sin2t
t

By convolution theorem
t

L . F S .G S L F S L G S f u g t u du
-1

-1

e u sin 2u..e t u sin 2 t u du


2
2
s 2 s 5 0

L1

e t sin 2u.. sin 2t 2u du


0

Cos(A - B) - Cos(A B)
2
t
cos 4u - 2t cos 2t
e t
du
2
0
t
e t t

cos 4u 2t du - cos2t 0 du
2 0

By formula sinASinB

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

44

e t

e t
2

e t

sin 4u 2t

- cos2t u 0
t

sin 2t sin 2t cos 2t t 0


4

sin 2t sin 2t t cos 2t


4

e t

sin 2t 2t cos 2t
4

L1

Problem4: Using convolution theorem, find


Solution: By convolution theorem

2
s 1
2

L . F S .G S L F S L G S f u g t u du
-1

-1

1
1
1
L1 2
L 2

S 1
S 1
s 1
sint sint
1

L1

sinu sin t - u tdu


0

using
sin A sin B

COS ( A B COS A B
HereA u & B t - u
2
1t
cos 2u t cos t du
20
t
1 sin 2u t
t

cos
t
u
0

2
2
0

1 1
sint - sin - t cos t t 0

2 2

1 1
sint sin t t cos t

2 2

1 1
2 sin t t cost

2 2

1
sint - tcost
2
1

Problem5: Using convolution theorem, find

S2

L 2
2
2
2
S a s b

Solution: By convolution theorem


t

L . F S .G S L F S L G S f u g t u du
-1

-1

S 1
S

L1 2
.L 2

2
2
S a
S b
S a s b
cosat cosbt

L1

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

45

cosau cosb t - u du
0

1t
cos au bt - bu cos au - bt bu du
20
1 sin a - b u bt sin a b u bt

2
ab
ab

1 1
1
sin bt sin bt
sin at
sin at



2 a-b
ab
ab ab
1
1
1
1
1
sin at

sin bt

2
a b a b
a b a b

1
a b a b
a b a b
sin bt

sin at
2
2
2
a b
a2 b2


1
2a
2b

sin at 2
sin bt 2
2
2
2
a b
a b

a sin at b sin bt
a2 b2

HOME WORK
Problem
1.Using convolution
theorem, find

L1

Answer

e t
sin 2t 2t cos 2t
4

2
s 2 s 5
2

.2.Using convolution
theorem, find

2
s 9 3s 1

3 1
1 3t
cos 3t 3 sin 3t e
82 3
3

L1

3. .Using convolution
theorem, find

e t e 2 t

s 1) s 2

L1

Application of Laplace Transforms for Solving Differential Equations


Using Laplace transform we can solve the ordinary differential equation with
constant coefficients, without finding the general solution and then evaluating the arbitrary
constants.

Procedure to solve differential equations


Dept. of Mathematics, AAMEC
Unit V (Laplace Transform)

46

1 Take Laplace transform of both sides of the given differential equation using
initial conditions. This gives an algebraic equations
2 Solve the algebraic equation and get Y or LY in terms of s and let the
solution Y =F(S)
3 Take inverse Laplace transform on both sides. This gives
the required solution

L1 y L1 F S ,

Important Results

dy
L Y SL y y 0
dt

1.
d 2 y
L
L Y S 2 L y Sy 0 Y , 0
2
dt
2.
L

d 3 y
L
L Y ''' S 3 L y S 2 y 0 SY , 0 Y '' 0
3
dt
3.
PROBLEM:1
Solve by using laplace transform (D2 + 9)y = cos2t given that if y(0) =

1,y(
) = -1.
2
SOLUTION:
Given that
(D2+9)y = cos2t
d2 y
(or)
+ 9y = cos2t
dt2
i.e
y
+ 9y = cos2t
Taking Laplace transform on both sides , we get
L(Y") + 9Y = L (cos2t)
S
S2L(Y) SY(0) - Y'(0) + 9L(Y) =
.. (1)
2
S +22

Using I.Cs
y(0) = 1 , y(
) = -1
2
The given that y(0) = 1 , and y(0) is not given so we take y(0) =
K. then (1) becomes
S
S2L(Y) S K + 9L(Y) =
2
S +22
S
S +22

(S2 + 9) L(Y) =
S

L(Y) =

s
2

( S +2 ) ( S +9 )

Y = L-1

Let

( s + 2 ) ( s + 9)

[(

+ S +K

S
2

S +2 ) ( S +9

)]

( As+ B )

( S 2+ 9 )

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

(S + K )

( S 2+9 )
+ L-1

[ ]
S
S +9
2

( Cs+ D )

( S2 +4 )

+ KL-1

[ ]
1
S +9
2

.. (2)

..(3)
47

(As+B)(S2+9)

S=

+ (Cs+D)(S2+4) (4)

Put s = 0 in (1), we get


0 = 4B + 9D (5)
Taking co.eff of s2,we

get
0 = B+D (6)

(5) =>
(6) 4 =>

4B + 9D = 0
B + 9D =0
(-)
(-)
B =0
and D = 0
3
Equating co.eff of S ,we get
1 = A +C (7)
Equating the co.eff of S, we get
2 = 4A + 9C ..(8)
(5) =>
4A + 9C = 1
(6) 4 = >
4A + 4C = 1
(-)
(-)
5C = 1
1
C =
5
Put

1
5

c=

in (7), we get

1
5
1
A = 5
Hence, (2) becomes
1 = A+

[ ( ) ( )] ( )

1
S
1
S
S
1
+
+ L1 2 2 + K L1 2 2
2
2
2
2
5 S +3
5 S +2
S +3
S +3

Y = L-1

=-

1
5

4
5

Y(t) =

( 2 )

-1 =

-1

1
5

=-

1
5

1
5

cos3

cos2t + cos3t +

k
3

1
5

)+

4
5

cos3t +

Put t =
y

cos3t +

= cos3t (1-

( S +S 3 )+ 15 L ( S S+2 )+ L ( S +S 3 )+ K3 L ( S 3+3 )

L-1

1
5

= -

k
3

cos2t +

cos2t +

k
3

sin3t

sin3t

sin3t

( 2 )+ 15 cos 2( 2 )+ k3 sin 3( 2 )

4
1
k
( 0 ) + (1 )+ (1)
5
5
3
1
5

k
3

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

48

1
k
1=
5
3
-

4 k
=
5 3

12
5

=> k =

(9) can be written as


4
1
12
cos 3 t + cos 2t + sin 3t
Y(t) =
5
5
5
PROBLEM:2
Solve using laplace transform y 3y+2y = 4 ,
y(0) = 2,
y(0)=3 .
SOLUTION:
Given
y 3y+2y = 4
Taking L.T on both sides, we get
L(Y) 3L(Y) + 2L(Y) = 4L(1)
1
S2L(Y) SY(0) Y(0) 3[SL(Y) Y(0)]+2L(Y) = 4.
S
4
S2L(Y) SY(0) Y(0) 3SL(Y) + 3Y(0)+ 2L(Y) =
S
Using I.C y(0) = 2, y(0) = 3,The above equation becomes
4
(S2 3S + 2)L(Y) 2S -3 + 6 =
S
4
(S2 3S +2) L(Y) 2S + 3 =
S
4+ (2 S3 ) S 4+2 S 23 S
4 (
(S-1) (S-2)L(Y) =
+ 2 S3 )=
=
S
S
S
2

L(Y) =

Let

2 S 3 S+ 4
S ( S1 ) (S2)

(2 s2 3 s+ 4)
s ( s1 ) (s2)

(1)
A
B
C
+
+
S ( S1) (S2)

2S2 3S +4 = A(s-1)(s-2) + B(S)(S-2) +C(S)(S-2) (I)


Put S = 0 in (I), we get
4 = 2A
A=2
Put s = 1 in (I),we get
2 3 + 4 = -B
3= -B
B=-3
Put S=2 in (I), we get
8 6 + 4 = c(2)(1)
6 = 2c
=> c = 3
1
Becomes
1
1
1
)
L(Y) = 2 (
)3(
)+3 (
S
S1
S2
Y = 2 L-1(

1
1
1
3 L1
+3 L1
S
S1
S2

( )

( )

y = 2 3et + 3e2t
PROBLEM:3
Dept. of Mathematics, AAMEC
Unit V (Laplace Transform)

49

Solve y+4y+4y = e-t , given that y(0) = 0, y(0) = 0


SOLUTION :
Given y + 4y + 4y = e-t
Taking L.T on both sides,we get
L(Y) + 4L(Y) + 4L(Y) = e-t
S2L(Y) SY(0) Y(0) + 4[SL(Y) Y(0)] + 4L(Y) =

1
S+1

Using I.C. Y(0) = 0,Y(0) = 0, the above becomes


S2L(Y) + 4SL(Y) + 4L(Y) =

L(Y) [ S2 +4S + 4 ] =

L(Y) =

1
S+1

1
( S+1 )( S+2 )2

1
( S+1 ) ( S +2 )2
1
A
B
C
=
+
+
2
( s+1 )( s+2 ) ( S+ 1 ) ( S +2 ) ( S +2 )2

Let

1
S+1

Y = L-1

(1)

1= A(S+2)2 + B(S+1)(S+2) + C(S+1) ..(2)


Put s = -1 in (2), we get
1 = A
A = 1
Put s = -2 in (2), we get
1= -c
=> c = -1
Put s = 0 in (2), we get
1 = 4A+2B+C
1 = 4 + 2B -1
1 = 3 + 2B => - 2 = 2 B => B = -1
Hence,(1) becomes
1
1
1

Y = L-1
( S+1 ) ( S+ 2 ) ( s+2 )2

as ss2

1
1
1
-1
-1
L
L
as ss2

2
s 2

S 1

L1

1
e - t - e - 2t - e - 2t L-1 2
s
-t
-2t
-2t
e -e -e t
Problem:4
Dept. of Mathematics, AAMEC
Unit V (Laplace Transform)

50

Solve by using laplace transform y-2y+y=et, y(0)=2, y(0)=1.


Solution :
Given y-2y+y=et
Taking L.T on both sides, we get
L(y)-2L(y)+L(y)=L(et)
1
S2L(y)-sy(0)-y(0)-2[sL(y)-y(0)]+L(y)=
s1
1
S2L(y)-sy(0)-y(0)-2sL(y)+2y(0)+L(y)=
s1
Using IC y(0)=2 , y(0)=1
1
L(y)(s2-2s+1)-2s-1+4=
s1
1
L(y)(s-1)2-2s+3=
s1
1
L(y)(s-1)2=
+(-2s+3)
s1
1
s
1
L(y)=
3 +2
2 -3
(s1)
(s1)
(s1)2
1
s
1
-1
-1
y=L-1[
[
[
3 ]+2 L
2 ]-3 L
2 ]
(s1)
(s1)
(s1)

s+1

1
s+1
1
t -1
[
]-3 et L-1 [
3 ]+2 e L
2
2 ]
(s )
(s)
(s )
1
1
1
t
+ 2etL-1[
]+ 2et L-1 [
]
2 ]-3e [
s
(s )
(s )2

y=et L-1[

t2
=e
2
t2
=et
+ 2et+2ett-3ett
2
t2
= et
+ 2et-ett
2
Problem: 5
Using laplace transform solve y+y=t2+2t given that y=0 and y=-2 when
t=0
Solution
Given y+y=t2+2t
Taking L.T on both sides, we get
L(y) +L (y)=L(t2)+2L(t)
2!
1
S2L(Y)-sy(0)-y(0)+sL(y)-y(0)= 3 +2 2
s
s
Using I.cs. y(0)=0 , y(0)=-2
2
1
S2L(Y)+2+sL(y)= 3 +2 2
s
s
2
1
2+2 s2 s3
(s2+s)L(y)= 3 +2 2 -2=
s
s
s3
3
2+2 s2 s
L(y)=
4
(s +1) s
3
2+2 s2 s
-1
Y=L [ (s +1) s4 ]
1
3
C
D
E
A
B
2+2 s2 s
+
Let
=
+ 2 + 3 + 4
4
s
(s +1)
s
s
s
(s +1) s
t

2+2s-2s3=As4+B(s+1)s3+C(s+1)s2+D(s+1)s+E(s+1)
Put s=-1 in 3, we get
2-2+2=A
A=2
Equating the coefficient of s4 in 2, on both side
0=A+B
0=2+B
B=-2
Equating the coefficient of s3 in 2, on both side
-2=B+C
Dept. of Mathematics, AAMEC
Unit V (Laplace Transform)

51

-2=-2+c
C=0
2
Equating the coefficient of s in 2, on both side
0=C+D
0=0+D
D=0
Equating the coefficient of s in 2, on both side
2=D+E

E=2

2=0+E
(1) becomes

2
2 2
+ 4 ]
(S +1) s s
1
1
1
2 L1 + 2 L1 4
=2L-1
s
(S +1)
s
3
2t
=2e-t-2+
3!
t3
=2e-t-2+
3!
Problem
Answer
2 -3t
1 -3t 4
1. Solve y+6y+9y=6t e with
Y=
e t
y(0)=0=y(0)
2
2
2+3 sin 3 t
2. Solve y+9y=18t with
sin 3 t +
Y(t)=2t
3
2
y(0)=y(
)
2
1 -t 1 -3t +14 50
3. Solve the differential eqn
+
Y(t)=
e
e
t
y+3y+2=e-t, y(0)=1,y(0)=0
2
18
9
9
Y=L-1[

Solution of integral equations


Problem:1
t

Solve y+

dt=t2+2t by using laplace transform.

Solution:
t

Given that y+

dt=t2+2t

Taking L.T on both side , we get


t

L(y)+L[

dt]=L( t2)+2L(t)

We know that L[

f (x)

dx]=

1
1
F(s)=
L[f(t)]
s
s
t

(or)
n!
L(tn)= n+1
s
2
2
1
L(y)+
L(y)= 3 + 2
s
s
s
2
2
1
L(y)[1+
]= 3 + 2
s
s
s
s+1
s+1
L(y)(
)=2(
)
3
s
s
s+1
2
s
L(y)=2(
)(
)= 2
3
s+1
s
s
1
Y=2L-1( 2 )
s
Y=2t
Problem:2

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

y
0

dt=

1
L(y)
s

52

Solve the integral equation using laplace transform method


(t)dt=0 given that y(0)=1.
Solution:
t
dy
+2 y + y (t)dt=0
Given that
dt
0
t

y ' + 2 y + y (t)dt=0

(or)

Taking L.T on both side , we get


t

L(y)+2L(y)+L(

(t)dt)=0

1
L(y)=0
s
using I.Cs y(0)=1 in the above, we get
1
sL(y)-1+2L(y)+
L(y)=0
s
1
L(y)[s+
+2]-1=0
s
1+2 s+ s2
L(y)[
]=1
s
s
L(y)=
2
1+2 s+s
s
L(y)=
(s +1)2
s
Y=L-1[
2 ]
(s +1)
Changing s into s-1
s1
Y=e-tL-1[
]
s2
1
1
=e-t[L-1(
)- L-1( 2 )]
s
s
-t
=e [1-t]
sL(y)-y(0)+2L(y)+

Problem

Answer
-t

Y= e t

1. Solve y+

dt=1-e-t

t
2

2. Solve y(t)=t +

Y=t2+

(x) sin ( t s ) dx

Dept. of Mathematics, AAMEC


Unit V (Laplace Transform)

53

t4
12

dy
+2 y + y
dt
0