Laplace Transforms in Differential Equations
Laplace Transforms in Differential Equations
AND TRANSFORMS
Course Handout
Module 4: Laplace Transforms
4 .1 Laplace Transforms
Introduction
Laplace transform techniques provide powerful tools in numerous fields of
technology where knowledge of the system transfer function is essential and where
the Laplace transform comes into its own.
4.1.1 Definition
The Laplace transform of an expression 𝑓(𝑡) is denoted by 𝐿{𝑓(𝑡)} and is defined
∞
as the semi-infinite integral 𝐿{𝑓(𝑡)} = ∫𝑡=0 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡.
The parameter s is assumed to be positive and large enough to ensure that the integral
converges. In more advanced applications s may be complex and in such cases the
real part of s must be positive and large enough to ensure convergence.
1 ∞ 1
⇒ 𝐿{𝑒 𝑎𝑡 } = − [𝑒 −𝑡(𝑠−𝑎) ]0 = − {0 − 1}
(𝑠 − 𝑎) (𝑠 − 𝑎)
1
⇒ 𝐿{𝑒 𝑎𝑡 } = (𝑠 > 𝑎)
(𝑠−𝑎)
t 1 s0
𝑠2
𝑡𝑛 𝑛! n = positive
𝑠 𝑛+1
integer
𝑡2 2!
𝑠3
𝑒 𝑎𝑡 1
𝑠−𝑎
where a = −3 .
4.2.5 Example: Determine the Laplace transform of 𝑠𝑖𝑛 3 𝑡 + 𝑐𝑜𝑠 3 𝑡.
Solution:
𝐿{𝑠𝑖𝑛 3 𝑡 + 𝑐𝑜𝑠 3 𝑡} = 𝐿{𝑠𝑖𝑛 3 𝑡} + 𝐿{𝑐𝑜𝑠 3 𝑡}
= 𝐿{𝑠𝑖𝑛 3 𝑡} + 𝐿{𝑐𝑜𝑠 3 𝑡}
3 𝑠
=[ 2 ] + [ ]
𝑠 + 32 𝑠 2 + 32
3 𝑠
=[ 2 ] + [ ]
𝑠 + 32 𝑠 2 + 32
3+𝑠
=[ 2 ]
𝑠 +9
4.2.6 Example: Determine the Laplace transform of 𝑡 7.
7! 7! 7×6×5×4×3×2×1 5040
Solution: 𝐿{𝑡 7 } = = = = .
𝑠 7+1 𝑠8 𝑠8 𝑠8
4.2.8 Exercise:
i) Find the Laplace transform 𝐿{𝑠𝑖𝑛 4 𝑡} for𝑓(𝑡) = 𝑠𝑖𝑛 4 𝑡.
ii) Find the Laplace transform 𝐿{𝑡 3 + 2𝑡 2 − 𝑡 + 4} for𝑓(𝑡) = 𝑡 3 + 2𝑡 2 − 𝑡 + 4.
iii) Find the Laplace transform 𝐿{𝑡 3 + 4𝑡 2 + 5} for𝑓(𝑡) = 𝑡 3 + 4𝑡 2 + 5.
iv) Find the Laplace transform 𝐿{𝑐𝑜𝑠 3 𝑡} for𝑓(𝑡) = 𝑐𝑜𝑠 3 𝑡.
v) Find the Laplace transform 𝐿{𝑐𝑜𝑠 2 𝑡 + 𝑒 7𝑡 } for𝑓(𝑡) = 𝑐𝑜𝑠 2 𝑡 + 𝑒 7𝑡 .
vi) Find the Laplace transform 𝐿{5𝑒 −𝑡 + 𝑐𝑜𝑠 3 𝑡} for𝑓(𝑡) = 5𝑒 −𝑡 + 𝑐𝑜𝑠 3 𝑡.
vii) Find the Laplace transform 𝐿{3𝑒 −4𝑡 − 5𝑒 4𝑡 } for𝑓(𝑡) = 3𝑒 −4𝑡 − 5𝑒 4𝑡 .
viii) Find the Laplace transform 𝐿{2 𝑠𝑖𝑛 3 𝑡 − 4𝑒 −4𝑡 } for𝑓(𝑡) = 2 𝑠𝑖𝑛 3 𝑡 − 4𝑒 −4𝑡 .
ix) Find the Laplace transform 𝐿{9𝑡𝑒 −7𝑡 }for𝑓(𝑡) = 9𝑡𝑒 −7𝑡 .
x) Find the Laplace transform 𝐿{𝑠𝑖𝑛 4 𝑡 + 𝑐𝑜𝑠 4 𝑡} for𝑓(𝑡) = 𝑠𝑖𝑛 4 𝑡 + 𝑐𝑜𝑠 4 𝑡.
∞
𝐿{𝑒 −𝑎𝑡 𝑓(𝑡)} = ∫𝑡=0 𝑒 −𝑎𝑡 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
∞ ∞
= ∫𝑡=0 𝑓(𝑡)𝑒 −𝑎𝑡−𝑠𝑡 𝑑𝑡 = ∫𝑡=0 𝑓(𝑡)𝑒 −(𝑠+𝑎)𝑡 𝑑𝑡
⇒ 𝐿{𝑒 −𝑎𝑡 𝑓(𝑡)} = 𝐹(𝑠 + 𝑎).
∞
as 𝐿{𝑓(𝑡)} = ∫𝑡=0 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = 𝐹(𝑠)
Note: We know that 𝐿{𝑒 −𝑎𝑡 𝑓(𝑡)} = 𝐹(𝑠 + 𝑎) and we know that 𝐿{𝑓(𝑡)} =
𝐹(𝑠) therefore the transform 𝐿{𝑒 −𝑎𝑡 𝑓(𝑡)} is thus the same as L f (t ) with s
everywhere in the result replaced by(𝑠 + 𝑎).
2
4.3.1 Example: Given 𝐿{𝑠𝑖𝑛 2 𝑡} = , find𝐿{𝑒 −3𝑡 𝑠𝑖𝑛 2 𝑡}.
𝑠 2 +4
1 2
Solution: We know that 𝐿{𝑒 𝑎𝑡 } = and 𝐿{𝑠𝑖𝑛 2 𝑡} = .
𝑠−𝑎 𝑠 2 +4
2
4.3.2 Example: Given 𝐿{𝑡 2 } = find𝐿{𝑡 2 𝑒 4𝑡 }.
𝑠3
1 2
Solution: We know that 𝐿{𝑒 𝑎𝑡 } = , 𝐿{𝑡 2 } = and𝑎 = 4.
𝑠−𝑎 𝑠3
2
Therefore 𝐿{𝑡 2 𝑒 4𝑡 } = .
(𝑠−4)3
Therefore
2 4 2+4(𝑠−3)2
𝐿{𝑒 3𝑡 (𝑡 2 + 4)} = (𝑠−3)3 + (𝑠−3) = (𝑠−3)3
4.3.5
i) Find the Laplace transform for𝑓(𝑡) = 𝑒 4𝑡 𝑐𝑜𝑠 2 𝑡.
ii) Find the Laplace transform for𝑓(𝑡) = 𝑒 −5𝑡 𝑐𝑜𝑠 7 𝑡.
iii) Find the Laplace transform for𝑓(𝑡) = 𝑒 −2𝑡 𝑐𝑜𝑠 5 𝑡.
iv) Find the Laplace transform for𝑓(𝑡) = 𝑒 𝑡 𝑠𝑖𝑛 5 𝑡.
4.4 Theorem 2: Multiplying by t and tn
If 𝐿{𝑓(𝑡)} = 𝐹(𝑠) then 𝐿{𝑡𝑓(𝑡)} = −𝐹 ′ (𝑠)
∞
𝐿{𝑡𝑓(𝑡)} = ∫ 𝑡𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
𝑡=0
𝑑𝑛
4.4.1 In general if 𝐿{𝑓(𝑡)} = 𝐹(𝑠) then 𝐿{𝑡 𝑛 𝑓(𝑡)} = (−1)𝑛 {𝐹(𝑠)}.
𝑑𝑠 𝑛
2
4.4.2 Example: Given 𝐿{𝑠𝑖𝑛 2 𝑡} = , find 𝐿{𝑡 𝑠𝑖𝑛 2 𝑡}.
𝑠 2 +4
𝑑 2
Solution: From 𝐿{𝑡𝑓(𝑡)} = −𝐹 ′ (𝑠) therefore𝐿{𝑡 𝑠𝑖𝑛 2 𝑡} = − ( ).
𝑑𝑠 𝑠 2 +4
𝑑 2
NB: To find (
𝑑𝑠 𝑠 2 +4
) use quotient rule for differentiation:
2
𝑧=( )
𝑠 2 +4
𝑎 𝑑𝑎 𝑑𝑏
𝑧= , 𝑎 = 2, 𝑏 = 𝑠 2 + 4, = 0, = 2𝑠
𝑏 𝑑𝑠 𝑑𝑠
𝑑𝑎 𝑑𝑏
𝑑𝑧 𝑏 𝑑𝑠 − 𝑎 𝑑𝑠 (𝑠 2 + 4)(0) − (2)(2𝑠) −4𝑠
= = =
𝑑𝑠 𝑏2 (𝑠 2 + 4)2 (𝑠 2 + 4)2
d 2
Lt sin 2t = −
4s
Therefore 2 =
ds s + 4 s + 4
2
( )
2
differentiation:
𝑠
𝑧=( )
𝑠 2 −9
𝑎 𝑑𝑎 𝑑𝑏
𝑧= , 𝑎 = 𝑠, 𝑏 = 𝑠 2 − 9, = 1, = 2𝑠
𝑏 𝑑𝑠 𝑑𝑠
𝑑𝑎 𝑑𝑏
𝑑𝑧 𝑏 𝑑𝑠 − 𝑎 𝑑𝑠 (𝑠 2 − 9)(1) − (𝑠)(2𝑠) (𝑠 2 − 9) − 2𝑠 2
= = =
𝑑𝑠 𝑏2 (𝑠 2 − 9)2 (𝑠 2 − 9)2
𝑑𝑧 −𝑠 2 − 9
⇒ =
𝑑𝑠 (𝑠 2 − 9)2
Therefore we know that
𝑑 𝑠 −𝑠 2 −9 𝑠 2 +9
𝐿{𝑡 𝑐𝑜𝑠ℎ 3 𝑡} = − ( ) = − ((𝑠2−9)2) = (𝑠2 −9)2
𝑑𝑠 𝑠 2 −9
2
𝑑2 𝑑2 2
⇒ 𝐿{𝑡 𝑠𝑖𝑛 𝑡} = (−1) {𝐹(𝑠)} = 2 {𝐹(𝑠)}
𝑑𝑠 2 𝑑𝑠
2
𝑑2 1
⇒ 𝐿{𝑡 𝑠𝑖𝑛 𝑡} = 2 ( 2 )
𝑑𝑠 𝑠 + 1
1
as𝐿{𝑠𝑖𝑛 𝑡} = .
𝑠 2 +1
𝑎 𝑑𝑎 𝑑𝑏
𝑧= , 𝑎 = 1 − 𝑠 2 , 𝑏 = (𝑠 2 + 1)2 , = −2𝑠, = 4𝑠 3 + 4𝑠 = 4𝑠(𝑠 2 + 1)
𝑏 𝑑𝑠 𝑑𝑠
𝑑𝑎 𝑑𝑏
𝑑𝑧 𝑏 𝑑𝑠 − 𝑎 𝑑𝑠 ((𝑠 2 + 1)2 )(−2𝑠) − (1 − 𝑠 2 )(4𝑠(𝑠 2 + 1))
= =
𝑑𝑠 𝑏2 ((𝑠 2 + 1)2 )2
𝑑𝑧 −2𝑠(𝑠 2 + 1)2 − 4𝑠(1 − 𝑠 2 )(𝑠 2 + 1) −2𝑠(𝑠 2 + 1)1 − 4𝑠(1 − 𝑠 2 )
⇒ = =
𝑑𝑠 (𝑠 2 + 1)4 (𝑠 2 + 1)3
−2𝑠 3 − 2𝑠 − 4𝑠 + 4𝑠 3 2𝑠 3 − 6𝑠
= = 2
(𝑠 2 + 1)3 (𝑠 + 1)3
(1 − e t )
4.5.1. Example: Find L t
1 1
Solution: since L {1- et } = s − s − 1 = f (s)
(1 − e t )
1 1
Now L t = f ( s ) ds = s − s − 1 ds = Log s − Log ( s − 1)S
S S
s
= Log s − 1
S
1
Log
=− 1− 1
s
(Cos at − Cos bt) s s
L = f ( s ) ds = 2 − 2 2
ds
t S S s + a 2
s + b
1 1
= Log ( s 2 + a 2 ) − Log ( s 2 + a 2 )
2 2 S
1 (s 2 + a 2 ) (s 2 + a 2 )
=0− Log 2 = Log
2 (s + b 2 ) (s 2 + b 2 )
t e
−2 t
4.5.3: Find Sin t dt and evaluate at s = 2
0
t e
−2 t
Solution : Let Sin t dt
0
d 1 2s 4
= e (t Sin t ) dt = - 1. ds s 2 + 1 = s 2 + 1 at s = 2
−2 t
t e
−2 t
Sin t dt =
0 0
25
2s 4
t e Sin t dt = s 2 + 1 and s = 2 value is 25
−2 t
Is required solution.
0
Sin mt
4.5.4: Find
0
t
dt
m
Solution: L { Sin mt } = s 2 + m 2
Sin mt s
0
t
dt = − tan −1 ( ) as s → 0
2 m
= 2 if m > 0
=− 2 if m < 0
e t Sin t
4.5.5 Find L dt
0 t
Sin t ds
Solution: since L { t } = s
S
2 2
+1
= [ tan −1( s )] S = − Tan−1 s = Cot −1 s
2
Sin t
L { et
t } =L { e Cot s} = Cot (s – 1) [ by shifting lemma ]
t -1 -1
e t Sin t 1
L dt = .Cot-1 (s − 1). Hence the solution.
0 t s
F (s) f (t )
𝒂 𝒂
𝒔
𝟏 𝒆−𝒂𝒕
𝒔+𝒂
1
4.6.2 Example: From the table find𝐿−1 { }?
𝑠−2
1
Solution: L−1 − at
=e .
s + a
1 1
where we have a = −2 therefore 𝐿−1 { } = 𝐿−1 { } = 𝑒 2𝑡
𝑠−2 𝑠+(−2)
𝑠
4.6.3 Example: From the table find𝐿−1 { }?
𝑠 2 +25
𝑠
Solution: 𝐿−1 { } = 𝑐𝑜𝑠 𝑎 𝑡.
𝑠 2 +𝑎2
1
We know that 𝐿−1 { } = 𝑒 −𝑎𝑡
𝑠+𝑎
1 1 4⁄ )𝑡 4⁄ 𝑡
therefore𝐿−1 { } = 𝐿−1 { } = 𝑒 −(− 3 =𝑒 3 .
𝑠−4⁄3 𝑠+(−4⁄3)
2 2 4⁄ 𝑡
Hence𝐿−1 {− }=− 𝑒 3
3𝑠−4 3
4.6.8
3
i) Find the inverse Laplace transform for𝐹(𝑠) = .
𝑠 2 +9
5𝑠
ii) Find the inverse Laplace transform for𝐹(𝑠) = .
𝑠 2 +16
27
iii) Find the inverse Laplace transform for𝐹(𝑠) = .
𝑠 2 +81
3𝑠+1
4.6.9 Example: Determine 𝐿−1 { }.
𝑠 2 −𝑠−6
3𝑠+1
Solution: Write as the sum of two simpler functions,
𝑠 2 −𝑠−6
3𝑠+1 1 2
i.e. = +
𝑠 2 −𝑠−6 𝑠+2 𝑠−3
3𝑠+1 1 2
𝐿−1 { } = 𝐿−1 { + }
𝑠 2 −𝑠−6 𝑠+2 𝑠−3
5𝑠 + 1 = 𝐴(𝑠 + 3) + 𝐵(𝑠 − 4) = 𝐴𝑠 + 3𝐴 + 𝐵𝑠 − 4𝐵
5𝑠 = 𝐴𝑠 + 𝐵𝑠 ⇒ 5 = 𝐴 + 𝐵
1 = 3𝐴 − 4𝐵
We have 2 equations and 2 unknowns therefore find A and B:
20 = 4𝐴 + 4𝐵 , 1 = 3𝐴 − 4𝐵
by adding these two together we get:
21 = 7𝐴 ⇒ 𝐴 = 3
1 = 3𝐴 − 4𝐵 ⇒ 1 = 3(3) − 4𝐵 ⇒ 𝐵 = 2
This gives us
5𝑠+1 3 2
= +
(𝑠−4)(𝑠+3) (𝑠−4) (𝑠+3)
9𝑠 − 8 = 𝐴(𝑠 − 2) + 𝐵𝑠 = 𝐴𝑠 − 2𝐴 + 𝐵𝑠
9𝑠 = 𝐴𝑠 + 𝐵𝑠 ⇒ 9 = 𝐴 + 𝐵
−8 = −2𝐴 ⇒ 𝐴 = 4
9=𝐴+𝐵 ⇒𝐵 =9−4=5
9𝑠−8 4 5
This gives us = + .
𝑠(𝑠−2) 𝑠 (𝑠−2)
4 1
= 𝐿−1 { } + 5𝐿−1 { }.
𝑠 (𝑠 + (−2))
𝑎 1
We know that 𝐿−1 { } = 𝑎 and 𝐿−1 { } = 𝑒 −𝑎𝑡 and have 𝑎 = 4 and 𝑎 = −2
𝑠 𝑠+𝑎
9𝑠−8
respectively which gives: 𝐿−1 { } = 4 + 5𝑒 −(−2)𝑡 = 4 + 5𝑒 2𝑡 .
𝑠 2 −2𝑠
8𝑠−4
4.7.3 Example: Determine𝐿−1 { }.
(𝑠−3)(𝑠+7)
1 1
= 2𝐿−1 { } + 6𝐿−1 { }
(𝑠 − 3) (𝑠 + 7)
1 1
= 2𝐿−1 { } + 6𝐿−1 { }.
(𝑠 + (−3)) (𝑠 + (7))
1
We know that 𝐿−1 { } = 𝑒 −𝑎𝑡
𝑠+𝑎
1 1
= 6𝐿−1 { } + 7𝐿−1 { }
(𝑠 − 1) (𝑠 + 3)
1 1
= 6𝐿−1 { } + 7𝐿−1 { }.
(𝑠 + (−1)) (𝑠 + (3))
1
We know that 𝐿−1 { } = 𝑒 −𝑎𝑡
𝑠+𝑎
−𝑠 − 26 = 𝐴(𝑠 − 2) + 𝐵(𝑠 + 5) = 𝐴𝑠 − 2𝐴 + 𝐵𝑠 + 5𝐵
−𝑠 = 𝐴𝑠 + 𝐵𝑠 ⇒ −1 = 𝐴 + 𝐵
−26 = −2𝐴 + 5𝐵
We have 2 equations and 2 unknowns therefore find A and B:
−2 = 2𝐴 + 2𝐵
1 1
= 3𝐿−1 { } − 4𝐿−1 { }
(𝑠 + 5) (𝑠 − 2)
1 1
= 3𝐿−1 { } − 4𝐿−1 { }.
(𝑠 + (5)) (𝑠 + (−2))
1
We know that 𝐿−1 { } = 𝑒 −𝑎𝑡
𝑠+𝑎
4.7.8
2𝑠−6
i) Find the inverse Laplace transform for .
(𝑠−2)(𝑠−4)
5𝑠−8
ii) Find the inverse Laplace transform for .
𝑠(𝑠−4)
5𝑠+1
iii) Find the inverse Laplace transform for .
𝑠 2 −𝑠−12
s2 + s − 2
4.7.7 Evaluate L-1 s ( s + 3)( s − 2)
s2 + s − 2
Solution: To find L-1 s ( s + 3)( s − 2)
s2 + s − 2 A B C
By partial fractions, L-1 s ( s + 3)( s − 2) = L-1 + L-1 + L-1
s (s + 3) (s − 2)
s2 + s − 2 1 4 2
L-1 s ( s + 3)( s − 2) = L-1 3s + L-1 15( s + 3) + L-1 5( s − 2)
1 1 4 1 2 1
= 3 L-1 s + 15 L-1 ( s + 3) + 5 L-1 ( s − 2)
1 4 2
= 3 + 15 e-3t + 5 e2t
s2 + s − 2 1 4 2
L-1 s ( s + 3)( s − 2) = 3 + 15 e-3t + 5 e2t is required solution.
s 2 − 10 s + 13
4.7.8: Evaluate L-1 ( s − 7)( s 2 − 5s + 6
s 2 − 10 s + 13 ( s − 7)( s − 3) − 8
Solution: L-1 ( s − 7)( s 2 − 5s + 6 = L-1 ( s − 7)( s − 3)( s − 2)
( s − 7)( s − 3) − 8 A B C
By partial fractions ( s − 7)( s − 3)( s − 2) = (s − 7) + ( s − 3) + (s − 2)
2 3
We get, A = − 5 ; B = 2 ; C = − 5
( s − 7)( s − 3) − 8 −2 1 3 1
L-1 ( s − 7)( s − 3)( s − 2) = L-1 5( s − 7) + 2 L-1 ( s − 3) − 5 L-1 ( s − 2)
( s − 7)( s − 3) − 8 2 1 1 3 1
L-1 ( s − 7)( s − 3)( s − 2) = − 5 L-1 ( s − 7) + 2 L-1 ( s − 3) − 5 L-1 ( s − 2)
2 3
= − 5 e7t + 2 e3t − 5 e2t
𝑡 𝐹(𝑠) 𝑡 𝐹(𝑠)
If 𝐿(𝑓(𝑡)) = 𝐹(𝑆) then 𝐿{∫0 𝑓(𝜏)𝑑𝜏} = 𝑠
and ∫0 𝑓(𝜏)𝑑𝜏 = 𝐿−1 [ 𝑠
]
1
4.8.1: Evaluate L-1 2 2
s(s + a )
1 sin at
Solution: Since, L-1 2 2 =
(s + a ) a
t
dt = 2 (− Cos at )0 = 2 (1 − Cos at )
1 sin at 1 1
t
L-1 2 2 =
s(s + a ) 0
a a a
1 1 − Cos at
L-1 s ( s 2 + a 2 ) = is required solution.
a2
1
4.8.2: Evaluate L-1 3
s( s + a)
1 1 1
Solution: L-1 3 = L-1 3 = e-at L-1 3
s( s + a) [( s + a ) − a ]( s + a ) ( s − a) s
1 t
e at 1
0 = t −a ;
at
Here we have, L s ( s − a ) =
-1 e dt
1
− 1) dt = 2 (e at − at − 1) and
t
1 1
(e
at
-1
L s ( s − a) = a
2
0 a
1 1
t
1 at a 2 t 2
0 (e − at − 1) dt = a 3 e − − at − 1
at
L s ( s − a) = a 2
-1 3
2
1 e − at at a 2 t 2 1 a 2t 2
L-1 3 =
e − − at − 1 = 3 1 − e − at − e − at − at.e − at
s( s + a) a3 2 a 2
s
Solution: Let F (t) = L-1 s 2 + a 2 ) 2
F (t ) s 1 1 1 1
Hence, L t = s 2 + a 2 ) 2 ds = − 2 s 2 + a 2 ) = 2 s 2 + a 2 since, after
0 s
F (t ) 1 −1 1 1
applying limits. So, t = 2 L s 2 + a 2 =
2a
t sin at
s 1
L-1 s 2 + a 2 ) 2 = 2a t sin at is required solution.
1
4.8.4: Evaluate L-1 2 2 2
(s − a )
1
Solution: L-1 2 2 2
(s − a )
s
= L-1 s ( s 2 − a 2 ) 2
t
= F (t ) dt
0
t
t Sin at
=
0
2a
dt
= 2a
t . − 1. dt
a 0 0 a
1 − cos at Sin at
= 2a t. + 2
a a
= 2a 3 Sin at − Cos at
1
s +1
4.8.5: Evaluate L-1 Log ( s − 1)
s +1
Solution: Let F (t) = L-1 Log ( s − 1)
d s + 1
So, t. F(t) = - L-1 ds Log ( s − 1)
d s + 1
= - L-1 ds Log ( s − 1)
d 1
= - L-1 ds Log (s + 1) − Log ( s − 1)
d d 1
= - L-1 ds Log (s + 1) + L-1 ds Log ( s − 1)
1 1
= - L-1 s +1 + L-1 s −1
= - e-t + et
t. F(t) = - e-t + et
s +1 Sinht
F(t) = L-1 Log =2 is required solution.
( s − 1) t
s2 +1
4.8.6: Evaluate L-1 Log
s ( s + 1)
d s 2 + 1
Solution: t. F(t) = L-1 − Log
ds s( s + 1)
d
= − L-1 ds Log ( s + 1) − Log s − Log ( s + 1)
2
ds
2s 1 1
= − L-1 s 2 + 1 + L-1 s + L-1 s +1
−2 1
F(t) = Cos t + e-t +
t t
F(t) =
1
t
(
t e −t + 1 − 2 Cos t ) is required solution.
−1 2
4.8.7: Evaluate L-1 Tan 2
s
𝒅−𝟏 𝟐 −𝟏 𝒅 𝟐
Solution: t F(t) = L-1 {− 𝒅𝒔 [𝑻𝒂𝒏 (𝒔𝟐 )]} = − L-1 {𝒅𝒔 [𝑻𝒂𝒏 (𝒔𝟐 )]}
1 − 22 4s
= − L-1
. 3 = L-1 (s 4 + 2 2 )
2
1 + s
2
s 4
4s ( s 2 + 2 + 2s) − ( s 2 + 2 − 2s)
2 2 = L-1
= L-1 (
s + 2) − ( 2 s )
2
) (
s 2 + 2) 2 − (2s ) 2 )
( s 2 + 2 + 2s) − ( s 2 + 2 − 2s)
2
= L-1 (
s + 2 + 2s )( s + 2 − 2s)
2
)
( s 2 + 2 + 2s) (s 2 + 2 − 2s)
2 −
= L-1 (
s + 2 + 2s )( s + 2 − 2s)
2
) (
s + 2 + 2s )( s + 2 − 2s )
2 2
)
( s 2 + 2 + 2s) ( s 2 + 2 − 2s)
2 − L-1 2
= L-1 (
s + 2 + 2s )( s + 2 − 2 s )
2
) (
s + 2 + 2s )( s + 2 − 2s )
2
)
1 1 1 1
= L-1 s 2 + 2 − 2 s − L-1 s 2 + 2 + 2s = L-1 ( s − 1) 2 + 1 − L-1 ( s + 1) 2 + 1
2 Sinht Sin t
F(t) = t
is required solution.
𝑦(𝑡 = 0) = 𝑘0 , 𝑦1 (𝑡 = 0) = 𝑘1
………………………………………………………………… (2)
Where 𝑎, 𝑏, 𝑘0 , 𝑘1 are all constants and 𝑟(𝑡) is a function of 𝑡.
Solution: Using L.T. On applying Laplace transform we get the given differential
1
equation as, (s2Y - 0 - 1) + 2( sY – 0 ) = L{ e-t Sin t } = (𝑠+1)2 +12
𝑠2 +2𝑠+3
On solving Y = (𝑠2 +2𝑠+5)(𝑠2 +2𝑠+2)
𝑠2 +2𝑠+3 𝐴𝑠+𝐵 𝐶𝑠+𝐷
By partial fractions, = +
(𝑠2 +2𝑠+5)(𝑠2 +2𝑠+2) (𝑠2 +2𝑠+5) (𝑠2 +2𝑠+2)
Using L.T. On applying Laplace transform we get the given differential equation
as,
𝑛 𝑛
[s2Y – sy(0) - y(0)] + n2Y = .𝑎. 𝐶𝑜𝑠 2 + . 𝑎. 𝑆𝑖𝑛 2
𝑠2 +𝑛2 𝑠2 +𝑛2
𝑛 𝑛
Solving Y, 𝑌(𝑠) = . 𝑎. 𝐶𝑜𝑠 2 + . 𝑎. 𝑆𝑖𝑛 2
(𝑠2 +𝑛2 )2 (𝑠2 +𝑛2 )2
1 1
y(t) = n. a. Cos 2. L-1 {(𝑠2 +𝑛2)2}+ a. Sin 2. L-1 {(𝑠2 +𝑛2)2}…… (1) From I.L.T. tables,
𝑠 𝑡.𝑆𝑖𝑛𝑛𝑡
L-1 {(𝑠2 +𝑛2 )2 }= ……………………………………………………………… (2) to find
2𝑛
first term in R.H.S.
1 1 𝑠 1 𝑡 1
L-1{(𝑠2 +𝑛2 )2 }=L-1{𝑠 . (𝑠2 +𝑛2)2}=2𝑛 . ∫0 𝑡. 𝑆𝑖𝑛𝑡. 𝑛𝑡𝑑𝑡 =2𝑛3 . [−𝑛𝑡𝐶𝑜𝑠𝑛𝑡 + 𝑆𝑖𝑛𝑛𝑡] ….(3)
1 𝑆𝑖𝑛𝑛𝑡
𝑦(𝑡) = 𝑎. 𝑛. 𝐶𝑜𝑠 2. 2𝑛3 . [−𝑛𝑡𝐶𝑜𝑠𝑛𝑡 + 𝑆𝑖𝑛𝑛𝑡] + 𝑎 𝑆𝑖𝑛 2 2𝑛
𝑡
1{𝑓(𝑠)𝑔(𝑠) } = ∫0 𝑓(𝑢). 𝑔(𝑡 − 𝑢). 𝑑𝑢= F * G is called the convolution or falting of F
and G.
𝑠
4.10.1 Evaluate L-1 {(𝑠2 +𝑎2)2}
𝑠 𝑠 1
Solution: L-1 {(𝑠2 +𝑎2)2}= L-1 {(𝑠2 +𝑎2) . (𝑠2 +𝑎2)}
𝑠 1 1
[Since, L-1 {(𝑠2 +𝑎2) . } = 𝐶𝑜𝑠𝑎𝑡and L-1 {(𝑠2 +𝑎2) . } = 𝑎 𝑆𝑖𝑛𝑎𝑡]
By convolution theorem,
𝑠 1 𝑡 1 1 𝑡
L-1 { . (𝑠2 +𝑎2)}= ∫0 𝐶𝑜𝑠𝑎(𝑡 − 𝑢) 𝑎 . 𝑆𝑖𝑛𝑎𝑢. 𝑑𝑢= ∫ [𝑆𝑖𝑛𝑎𝑡 − 𝑆𝑖𝑛(2𝑎𝑢 − 𝑎𝑡)𝑑𝑢
(𝑠2 +𝑎2 ) 2a 0
1 1 𝑡
= 2a [[𝑢𝑆𝑖𝑛𝑎𝑡 − 2𝑎 𝐶𝑜𝑠(2𝑎𝑢 − 𝑎𝑡)]0
𝑠 1 1 𝑡 1
L-1 {(𝑠2 +𝑎2)2}= 2a [[𝑢𝑆𝑖𝑛𝑎𝑡 − 2𝑎 𝐶𝑜𝑠(2𝑎𝑢 − 𝑎𝑡)]0 = 2a t Sin at
𝑠 1
L-1 {(𝑠2 +𝑎2)2 }= 2a t Sin at is required solution
𝑠2
4.10.2 Evaluate L-1 { }
(𝑠2 +𝑎2 )(𝑠2 +𝑏2 )
𝑠2
Solution: To find L-1 {(𝑠2 +𝑎2)(𝑠2 +𝑏2)}
𝑠 1
Since, L-1 {(𝑠2 +𝑎2) . } = 𝐶𝑜𝑠𝑎𝑡and L-1 {(𝑠2 +𝑏2) . } = 𝐶𝑜𝑠𝑏𝑡
by convolution theorem,
𝑡 1 𝑡
=∫0 𝐶𝑜𝑠𝑎(𝑡 − 𝑢)𝐶𝑜𝑠𝑏𝑢. 𝑑𝑢= 2 ∫0 [𝐶𝑜𝑠[𝑎(𝑡 − 𝑢) + 𝑏𝑢] + 𝐶𝑜𝑠[𝑎(𝑡 − 𝑢) − 𝑏𝑢]]𝑑𝑢
1 [𝑆𝑖𝑛𝑎𝑡+(𝑏−𝑎)𝑡]−𝑆𝑖𝑛𝑎𝑡 𝑆𝑖𝑛[𝑎𝑡−(𝑏+𝑎)𝑡]−𝑆𝑖𝑛𝑎𝑡
= 2{ 𝑏−𝑎
}−{
𝑏+𝑎
}
1
= 2(𝑏2−𝑎2) (2𝑏𝑆𝑖𝑛𝑏𝑡 − 2𝑎𝑆𝑖𝑛𝑎𝑡)
1
= (𝑏𝑆𝑖𝑛𝑏𝑡 − 𝑎𝑆𝑖𝑛𝑎𝑡)
(𝑏 2 −𝑎2 )
𝑠2 1
L-1 {(𝑠2 +𝑎2)(𝑠2 +𝑏2)}= (𝑏𝑆𝑖𝑛𝑏𝑡 − 𝑎𝑆𝑖𝑛𝑎𝑡) is required solution.
(𝑏 2 −𝑎2 )
a e-bs
4.11.2 𝐿{ 𝑠𝑖𝑛 𝑎(𝑡 − 𝑏) 𝑢(𝑡 − 𝑏) } = 𝑒 −𝑏𝑠 𝐿{ 𝑠𝑖𝑛 𝑎𝑡 } = s2 + a2
1 − e-s/2
−1
−1 1 −1 e
-s/2
4.11.4 𝐿 2 = 𝐿 2 −𝐿 2
1+s
s + 1 s +1
= 𝑠𝑖𝑛 𝑡 − 𝑢( 𝑡 − 𝜋/2) 𝑠𝑖𝑛 ( 𝑡 − 𝜋/2)
4.11.6 Staircase
𝑓(𝑡) = 𝑢(𝑡 − 𝑎) + 𝑢(𝑡 − 2𝑎) + 𝑢(𝑡 − 3𝑎) + . ..
𝐿{ 𝑓(𝑡) } = 𝐿{ 𝑢(𝑡 − 𝑎) } + 𝐿{ 𝑢(𝑡 − 2𝑎) } + 𝐿{ 𝑢(𝑡 − 3𝑎)} +. ...
Definition:
1
𝑖𝑓 𝑎 ≤ 𝑡 ≤ 𝑎 + 𝑘
Let 𝑓𝑘 (𝑡) = {𝑘 and 𝐼𝑘 =
𝑓𝑘 (𝑡) 𝑑𝑡 = 1
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 0
Define:𝛿(𝑡 − 𝑎) = 𝑙𝑖𝑚𝑘→0 𝑓𝑘 (𝑡)
The Laplace transform of 𝐿{ 𝛿(𝑡 − 𝑎) } = −𝑠𝑡
𝑒 𝛿(𝑡 − 𝑎) 𝑑𝑡 = 𝑒
−𝑎𝑠
𝑦 = 2 𝑒 −𝑡 + 5 𝑡 𝑒 −𝑡 + ( 𝑡 − 1 ) 𝑒 −(𝑡−1) 𝑢(𝑡 − 1)
= 𝑒 −𝑡 [2 + 5 𝑡 + 𝑒 ( 𝑡 − 1 ) 𝑢(𝑡 − 1) ]
Now take the Laplace transforms on both sides of the differential equation, we have
− − 1 − e-s
s2 y − 1 + y = s
− 1 + s − e-e 1 s−1 e-s 1
or y = s ( s2 + 1 ) = s - s2 + 1 − s s2 + 1
t
But the convolution 𝑠𝑖𝑛𝑡 ∗ 𝑢(𝑡 − 1) =
sin (𝑡 − 𝜏) 𝑢(𝜏 − 1) 𝑑𝜏
0
For 𝑡 < 1, 𝑢(𝑡 − 1) = 0, 𝑠𝑖𝑛𝑡 ∗ 𝑢(𝑡 − 1) = 0
and for 𝑡 > 1, 𝑢(𝑡 − 1) = 1,
t t
𝑠𝑖𝑛(𝑡 − 𝜏) 𝑢(𝜏 − 1) 𝑑𝜏 =
𝑠𝑖𝑛(𝑡 − 𝜏) 𝑑𝜏
0 1
--------------------------------------------
TUTORIAL QUESTIONS
ASSIGNMENT QUESTIONS
----------------
The convolution theorem states that the inverse Laplace transform of a product of two Laplace-transformed functions $F(s)G(s)$ is the convolution of their corresponding time-domain functions $f(t)$ and $g(t)$, expressed as $(f*g)(t) = \int_{0}^{t}f(\tau)g(t-\tau)d\tau$. In solving differential equations, this theorem allows one to handle the product of transforms by converting it back into a time-domain operation, which can be more intuitive to handle or provide physical insights, especially for non-homogeneous linear equations where the input function is complex. The convolution theorem is often applied when a term in a transformed differential equation is a product of transforms that doesn't readily simplify via partial fraction decomposition or other simplification techniques. This makes it invaluable for analyzing systems where the input and impulse response functions are convolved.
S-shifting, or the shifting property, is crucial in solving systems described by differential equations with initial conditions via Laplace transforms because it allows for the incorporation of time delays in the system response. By manipulating the expression $L\{e^{at}f(t)\} = F(s-a)$, where $F(s)$ is the Laplace transform of $f(t)$, the shifting theorem deals with frequency domain representations of time-delayed signals without directly solving in the time domain. This capability is vital for systems where input forces activate at non-zero initial times, facilitating step functions and impulse responses' treatment in differential equation solutions. S-shifting transforms the problem of non-homogeneous terms due to forced vibrations or step inputs into algebraic manipulations that are easier to handle and solve, while directly relating s-domain modifications to time-domain behaviors.
Partial fraction decomposition is a method used to break down complex rational functions into simpler terms that can be individually inverted using standard inverse Laplace transform pairs. For a given rational function in the form of a quotient of polynomials, you first decompose it into a sum of simpler fractions, typically linear or quadratic terms in the denominator. Each of these simpler terms corresponds to a Laplace transform of a basic function (e.g., exponential, sine, cosine), allowing for straightforward inversion into the time domain. This approach is particularly effective when dealing with repeated roots or higher-order polynomials in the denominator, as it simplifies complex algebraic expressions into manageable parts.
The shifting lemma is crucial when dealing with the Laplace transform of functions that involve the exponential term $e^{-at}$. It states that for a function $f(t)$ with a known Laplace transform $L\{f(t)\} = F(s)$, the transform of $e^{-at}f(t)$ becomes $F(s+a)$. This property is particularly useful in solving linear differential equations, where the terms often include exponentials due to forcing functions or initial conditions applied at non-zero time. By applying the shifting lemma, one can easily adjust the s-domain solution to account for these temporal shifts, thereby simplifying the solution process.
Unit step functions are essential in modeling piecewise functions within the framework of Laplace transforms, particularly in control systems and signal processing. These functions are used to represent signals that change values at specific instances in time. By using unit step functions, you can define the components of a signal that turn on and off at certain moments, essentially breaking down a complex piecewise function into segments that can each be transformed separately. This ability to model inputs precisely is crucial when analyzing systems that are subject to switch-like, or discontinuous inputs, and is often used in control systems to model start-up, shut-down, or changeover scenarios. In Laplace transforms, this is reflected as a simple multiplication operation which provides a powerful way to handle such temporal changes mathematically in the s-domain.
Expressing piecewise functions using Heaviside step functions for calculating their Laplace transforms offers several benefits, particularly in temporal signal processing. Heaviside step functions provide a concise and powerful way to express signals that have discontinuities at specified time points. This makes it easier to formulate and compute the Laplace transform since the step functions can be manipulated algebraically to reflect changes in signal at various times. Within temporal signal processing, these transformations allow for the modeling of systems and processes that undergo sudden shifts, such as switching, on-off cycles, or delayed starts. Moreover, using step functions in the Laplace domain simplifies convolution operations and aids in deriving system responses under non-continuous driving functions, enhancing the robustness and accuracy of signal analyses.
The existence theorem for Laplace transforms provides conditions under which a function $f(t)$ has a well-defined Laplace transform $L\{f(t)\}$. A key aspect of this theorem involves ensuring that $f(t)$ is piecewise continuous and of exponential order, meaning that there exists constants $M$ and $k$ such that $|f(t)| \leq Me^{kt}$ as $t \to \infty$. This condition ensures that the function does not grow faster than an exponential function, which guarantees the convergence of the improper integral used to define the transform. The theorem's criteria are crucial in practical applications, particularly for systems described by functions with growth behavior confined to realistic bounds, ensuring that their corresponding Laplace transforms are finite and useful for further analysis in the s-domain.
To determine the Laplace transform of $2e^{-t} + t$, you can utilize the linearity property of the Laplace transform, which allows you to take the transform of each term separately and then sum them. The Laplace transform of an exponential function $e^{-at}$ is $\frac{1}{s+a}$, so for $L\{2e^{-t}\}$, it becomes $2L\{e^{-t}\} = \frac{2}{s+1}$. For a polynomial term like $t$, the Laplace transform $L\{t\} = \frac{1}{s^2}$. Thus, combining these, $L\{2e^{-t} + t\} = \frac{2}{s+1} + \frac{1}{s^2}$. Simplifying this expression further gives you $\frac{2s^2 + (s+1)}{s^2(s+1)} = \frac{2s^2 + s + 1}{s^3 + s^2}$.
The use of Laplace transforms simplifies the analysis and solution of second-order linear differential equations with constant coefficients by converting differential equations into algebraic equations. This transformation leverages the properties of Laplace transforms, which replace differentiation operations with powers of the complex variable $s$. As a result, the problem of solving differential equations reduces to solving linear algebraic equations where initial conditions are easily incorporated without requiring secondary calculations. By analyzing the resulting algebraic equations, inverse Laplace transformation techniques enable the direct recovery of the solution in the time domain. This is particularly advantageous in engineering fields such as control theory, where consistent initial conditions and constant coefficients are common, facilitating systematic procedures for stable and reproducible solutions.
The Laplace transform of periodic functions can be determined using the results for non-periodic functions by employing the formula for the Laplace transform of periodic functions $f(t)$ with period $T$: $L\{f(t)\} = \frac{1}{1 - e^{-sT}} \int_{0}^{T} e^{-st} f(t) dt$. This method effectively reduces the problem to evaluating the Laplace transform over one period and scaling it appropriately. This approach is particularly significant in signal processing, where analyzing periodic signals like AC waveforms and other recurring signals are essential. By converting these periodic time-domain signals to the frequency domain using the Laplace transform, you can easily analyze signal stability, frequency content, and response characteristics systematically while facilitating operations like filtering, convolution, and modulation effectively.