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Inverse Laplace Transform Methods

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0% found this document useful (0 votes)
18 views24 pages

Inverse Laplace Transform Methods

Uploaded by

Youssef ETV
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Helwan University

Faculty of Engineering
Engineering Physics & Mathematics Department

GEN2804:Complex Analysis
Topic#7
Inverse Laplace Transform

DR. MOHAMED AHMED IBRAHIM


Definition of Inverse Laplace

Let 𝐹(𝑠) be a given function of s. If there sxist a function


𝑓(𝑡) such that 𝐿{𝑓(𝑡)} = 𝐹(𝑠) then we say that 𝑓(𝑡) is the
inverse Laplace transform of 𝐹(𝑠) and we write
𝑓 𝑡 = 𝐿−1 {𝐹(𝑠)}

2
Inverse Laplace Transform

Methods of obtaining the inverse Laplace transform


1- By using Table of Laplace :

1 𝑡 𝑛−1
𝑠𝑛 (𝑛 − 1)!
Inverse Laplace Transform
Linearity

If 𝐹1(𝑠) and 𝐹2(𝑠) are, respectively, the Laplace Transforms of


𝑓1(𝑡) and 𝑓2(𝑡)

𝐿−1 {𝑐1 𝐹 𝑠 + 𝑐2 𝐺 𝑠 } = 𝑐1 𝐿−1 {𝐹 𝑠 } + 𝑐2 𝐿−1 {𝐺 𝑠 }

5
Example 1
Find the inverse Laplace of the following:
𝟏 𝟏 𝒔 𝟏
a) 𝑭 𝒔 = + 𝟓 b) 𝑭 𝒔 = 𝟐 + 𝟐
𝒔−𝟒 𝒔 𝒔 −𝟒 𝒔 +𝟒
Solution:
1 1 1 1
a) 𝐿−1 𝐹 𝑠 = 𝐿−1 + = 𝐿−1 + 𝐿−1
𝑠−4 𝑠5 𝑠−4 𝑠5

𝑡 4
𝐿−1 𝐹 𝑠 = 𝑒 4𝑠 +
4!
𝑠 1 𝑠 1
b) 𝐿−1 𝐹 𝑠 = 𝐿−1 + 2 = 𝐿−1 + 𝐿−1
𝑠 2 −4 𝑠 +4 𝑠 2 +4 𝑠 2 +4

1
𝐿−1 𝐹 𝑠 = 𝑐𝑜𝑠ℎ2𝑡 + 𝑠𝑖𝑛2𝑡
2

6
Inverse Laplace Transform
2- By using Method of Partial Fractions :
Example 2
𝟐
Find the inverse Laplace transform of 𝑭 𝒔 =
(𝒔𝟐 −𝒔)(𝒔𝟐 +𝟏)
Solution:
2 𝐴 𝐵 𝐶𝑠 + 𝐷
𝐹 𝑠 = 2
= + + 2
𝑠(𝑠 − 1)(𝑠 + 1) 𝑠 𝑠 − 1 𝑠 + 1

2 = 𝐴 𝑠 − 1 𝑠 2 + 1 + 𝐵𝑠 𝑠 2 + 1 + 𝐶𝑠 + 𝐷 𝑠(𝑠 − 1)

𝑠 = 0 ⇒⇒ 𝐴 = −2, 𝑠 = 1 ⇒⇒ 𝐵 = 1,
𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 𝑠 3 ⇒⇒ 𝐶 = 1, 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 𝑠 2 ⇒⇒ 𝐷 = −1
2 1 𝑠−1
𝐹 𝑠 =− + + 2
𝑠 𝑠−1 𝑠 +1

8
Example 2

2 1 𝑠−1
𝐿−1 𝐹 𝑠 = 𝐿−1 − + + 2
𝑠 𝑠−1 𝑠 +1
1 1 𝑠 1
𝐿−1 𝐹 𝑠 = −2𝐿−1 +𝐿−1 +𝐿−1
2
−𝐿−1
𝑠 𝑠−1 𝑠 +1 𝑠2 + 1

𝐿−1 𝐹 𝑠 = −2 + 𝑒 𝑡 + 𝑐𝑜𝑠𝑡 − 𝑠𝑖𝑛𝑡

9
Example 3
𝟐𝟒
Find the inverse Laplace transform of 𝑭 𝒔 =
𝒔(𝒔+𝟏)(𝒔𝟐 +𝟐𝒔−𝟑)
Solution:
2 𝐴 𝐵 𝐶 𝐷
𝐹 𝑠 = = + + +
𝑠(𝑠 + 1)(𝑠 − 1)(𝑠 + 3) 𝑠 𝑠 + 1 𝑠 − 1 𝑠 + 3
24 = 𝐴 𝑠 + 1 𝑠 − 1 𝑠 + 3 + 𝐵𝑠 𝑠 − 1 𝑠 + 3
+𝐶𝑠 𝑠 + 1 𝑠 + 3 + 𝐷𝑠(𝑠 + 1)(𝑠 − 1)
𝑠 = 0 ⇒⇒ 𝐴 = −8, 𝑠 = −1 ⇒⇒ 𝐵 = 6,
𝑠 = 1 ⇒⇒ 𝐶 = 3, 𝑠 = −3 ⇒⇒ 𝐷 = −1

8 6 3 1
𝐹 𝑠 =− + + −
𝑠 𝑠+1 𝑠−1 𝑠+3

10
Example 3
8 6 3 1
𝐿−1 𝐹 𝑠 = 𝐿−1 − + + −
𝑠 𝑠+1 𝑠−1 𝑠+3
1 1
𝐿−1 𝐹 𝑠 = −8𝐿−1
+ 6𝐿−1
𝑠 𝑠+1
−1
1 −1
1
+3𝐿 −𝐿
𝑠−1 𝑠+3

𝐿−1 𝐹 𝑠 = −8 + 6𝑒 −𝑡 + 3𝑒 𝑡 − 𝑒 −3𝑡

11
Theorem 1 : First Shifting

3- By using Basic Theorem:

(First Shifting, s-shift) ⟹ 𝑒 𝑎𝑡 ⊗ 𝑓 𝑡

If 𝐿 𝑓 𝑡 = 𝐹(𝑠), then for any constant a

𝐿−1 𝑭(𝒔 − 𝒂) = 𝑒 𝑎𝑡 𝐿−1 {𝑭(𝒔)} = 𝑒 𝑎𝑡 𝑓(𝑡)

12
Example 4
Find the inverse Laplace of the following:
𝟏 𝟏
a)𝑭 𝒔 = 𝟐 b)𝑭 𝒔 = 𝟐
(𝒔−𝟓) +𝟏 𝒔 +𝟖𝒔+𝟐𝟓

Solution:
1 1
a) 𝐿−1 𝐹 𝑠 = 𝐿−1 = 𝑒 5𝑡 𝐿−1 = 𝑒 5𝑡 𝑠𝑖𝑛𝑡
(𝑠−5)2 +1 𝑠 2 +1
1 1
b)𝐹 𝑠 = =
𝑠 2 +8𝑠+25 (𝑠+4)2 +9

1 1
𝐿−1 𝐹 𝑠 = 𝐿−1 2
−4𝑡
=𝑒 𝐿 −1
(𝑠 + 4) +9 𝑠2 + 9
−1
1 −4𝑡
𝐿 𝐹 𝑠 = 𝑒 𝑠𝑖𝑛3𝑡
3

13
Example 5
Find the inverse Laplace of the following:
𝒔 𝟏
a)𝑭 𝒔 = 𝟐 b)𝑭 𝒔 = 𝟏𝟎
𝒔 −𝟏𝟒𝒔+𝟔𝟓 (𝒔−𝟔)
Solution: a)𝐹 𝑠 = 2 𝑠 =
𝑠
𝑠 −14𝑠+65 (𝑠−7)2 +16
𝑠 𝑠−7+7
𝐿−1 𝐹 𝑠 = 𝐿−1 2
=𝐿 −1
(𝑠 − 7) +16 (𝑠 − 7)2 +16
−1 −1
𝑠−7 −1
7
𝐿 𝐹 𝑠 =𝐿 2
+𝐿
(𝑠 − 7) +16 (𝑠 − 7)2 +16
−1 7𝑡 −1
𝑠 7𝑡 −1
1
𝐿 𝐹 𝑠 =𝑒 𝐿 2
+ 7𝑒 𝐿
𝑠 + 16 𝑠 2 + 16
−1 7𝑡
7 7𝑡
𝐿 𝐹 𝑠 = 𝑒 𝑐𝑜𝑠4𝑡 + 𝑒 𝑠𝑖𝑛4𝑡
4
−1 −1 1 6𝑡 −1 1 6𝑡 𝑡9
b)𝐿 𝐹 𝑠 = 𝐿 10 = 𝑒 𝐿 10 = 𝑒
(𝑠−6) 𝑠 9!
14
Theorem 2:derivative of LT
(Derivatives of LT) 𝐹 ′ ⟹ −(𝑡 ⊗ 𝑓 𝑡 )
If 𝐿−1 𝐹 𝑠 = 𝑓 𝑡 , then
𝐿−1 𝐹 ′ 𝑠 = −𝑡(𝐿−1 𝐹 𝑠 = −𝑡𝑓(𝑡)

Remark: The last theorem which can be rewritten in the form

−1
−1 −1 ′
𝐿 𝐹 𝑠 = 𝐿 𝐹 𝑠
𝑡
Then , the last form can be used as follow:

IF 𝐿−1 𝐹 𝑠 = 𝑓 𝑡 is difficult

But 𝐿−1 𝐹 ′ 𝑠 = 𝑔 𝑡 is known

15
Example 6
Find the inverse Laplace transform of 𝑭 𝒔 = tan−𝟏 𝒔

Solution:
1
𝐹′ 𝑠 = 2
𝑠 +1
1
𝐿−1 𝐹′ 𝑠 = 𝐿−1 2
= 𝑠𝑖𝑛𝑡
𝑠 +1
−1 −1 ′
𝐿−1 𝐹 𝑠 = 𝐿 𝐹 𝑠
𝑡
−1
𝐿−1 𝐹 𝑠 = 𝑠𝑖𝑛𝑡
𝑡
16
Example 7
𝒔𝟐 +𝒔−𝟐
Find the inverse Laplace transform of 𝑭 𝒔 = 𝒍𝒏
𝒔𝟐 +𝟗
Solution:
𝑠2 + 𝑠 − 2 (𝑠 + 2)(𝑠 − 1)
𝐹 𝑠 = 𝑙𝑛 2
= 𝑙𝑛
𝑠 +9 𝑠2 + 9
𝐹 𝑠 = 𝑙𝑛 𝑠 + 2 + 𝑙𝑛 𝑠 − 1 − 𝑙𝑛 𝑠 2 + 9

1 1 2𝑠
𝐹 𝑠 = + − 2
𝑠+2 𝑠−1 𝑠 +9
𝐿−1 𝐹 ′ 𝑠 = 𝑒 −2𝑡 + 𝑒 𝑡 − 2𝑐𝑜𝑠3𝑡
−1 −1 ′
𝐿−1 𝐹 𝑠 = 𝐿 𝐹 𝑠
𝑡
−1 −2𝑡
𝐿−1 𝐹 𝑠 = (𝑒 + 𝑒 𝑡 − 2𝑐𝑜𝑠3𝑡)
𝑡
17
Example 8
Find the inverse Laplace transform of 𝑭 𝒔 = 𝒔 tan−𝟏 𝒔

Solution:
1
𝐹′ 𝑠 =𝑠 2 + 𝑡𝑎𝑛−1 𝑠
𝑠 +1
−1 ′ −1
𝑠 −1 𝑡𝑎𝑛−1 𝑠
𝐿 𝐹 𝑠 =𝐿 + 𝐿
𝑠2 + 1

𝐿−1 𝐹 ′ 𝑠
= 𝑐𝑜𝑠𝑡 + 𝑔(𝑡)−−−−−(1)
Where 𝑔 𝑡 = 𝐿−1 𝑡𝑎𝑛−1 𝑠 = 𝐿−1 𝐺(𝑠) =? ? ?

1
Since 𝐺 ′ 𝑠 = (𝑡𝑎𝑛−1 𝑠) =
𝑠 2 +1

18
Example 8
1
𝐿−1 𝐺′ 𝑠 = 𝐿−1 2
= 𝑠𝑖𝑛𝑡
𝑠 +1
−1 −1 −1
Then 𝐿−1 𝐺 𝑠 = 𝐿 𝐺′ 𝑠 = 𝑠𝑖𝑛𝑡 = 𝑔(𝑡)-----(2)
𝑡 𝑡

(2) In (1) we get


𝑠𝑖𝑛𝑡
𝐿−1 𝐹′𝑠 = 𝑐𝑜𝑠𝑡 + 𝑔 𝑡 = 𝑐𝑜𝑠𝑡 −
𝑡
Now we can find the inverse Laplace of 𝐹 𝑠 = 𝑠 tan−1 𝑠
as follows:
−1 −1 ′ −1 𝑠𝑖𝑛𝑡
𝐿−1 𝐹 𝑠 = 𝐿 𝐹 𝑠 = 𝑐𝑜𝑠𝑡 −
𝑡 𝑡 𝑡
𝑠𝑖𝑛𝑡 − 𝑡𝑐𝑜𝑠𝑡
𝐿−1 𝐹 𝑠 =
𝑡2
19
Theorem 3:Integral of LT
𝐹
(Transform of the Integral) ⟹‫׬‬
𝑠

If 𝐿−1 𝐹 𝑠 = 𝑓 𝑡 , then

𝑡
𝐹 𝑠
𝐿−1 = න 𝑓 𝑧 𝑑𝑧
𝑠 0

20
Example 9
𝟏
Find the inverse Laplace transform of 𝑭 𝒔 =
𝒔𝟑 +𝒔
Solution: 1
1 𝑡
(𝑠 2 +1) −1
𝐹 𝑠
𝐹 𝑠 = 2
= 𝐿 = න 𝑓 𝑧 𝑑𝑧
𝑠(𝑠 + 1) 𝑠 𝑠 0

−1 −1
1
𝐿 𝐹 𝑠 =𝐿 2
= 𝑠𝑖𝑛𝑡 = 𝑓(𝑡)
(𝑠 +1)
1
𝑡
𝐹 𝑠 (𝑠 2 +1)
𝐿−1 = 𝐿−1 = න 𝑓 𝑧 𝑑𝑧
𝑠 𝑠 0
𝑡
𝑡
= න 𝑠𝑖𝑛𝑧 𝑑𝑧 = −𝑐𝑜𝑠𝑧 ቚ = −𝑐𝑜𝑠𝑡 + 𝑐𝑜𝑠0
0 0

= 1 − 𝑐𝑜𝑠𝑡
21
Inverse Laplace Transform
4- By using the convolution Theorem:
Sometimes it is possible to identify a Laplace transform 𝐻(𝑠) as
the product of two other transforms 𝐹(𝑠) and 𝐺(𝑠) whose
inverses 𝑓 and 𝑔 we known, and we would like to calculate the
inverse of product 𝐻(𝑠) = 𝐹(𝑠) 𝐺(𝑠) from those known
inverses 𝑓(𝑡) and 𝑔(𝑡). How can we find 𝐿−1 𝐹 𝑠 𝐺 𝑠 from
𝑓 and 𝑔? This is stated in the following theorem.
Definition: (convolutions)
The convolution of two functions 𝑓(𝑡) and 𝑔(𝑡) is
𝑡
𝑓 ⊗ 𝑔 = න 𝑓 𝑡 𝑔 𝑡 − 𝑧 𝑑𝑧
0
And L 𝑓 ⊗ 𝑔 = 𝐿 𝑓 𝐿 𝑔 = 𝐹 𝑠 𝐺(𝑠)
From this definition, we can prove that 𝑓 ⊗ 𝑔 = 𝑔 ⊗ 𝑓
22
The convolution Theorem

If 𝐿−1 𝐹 𝑠 = 𝑓 𝑡 , and 𝐿−1 𝐺 𝑠 =𝑔 𝑡


Then

𝑡
𝐿−1 𝐹 𝑠 𝐺 𝑠 = 𝑓 ⊗ 𝑔 = න 𝑓 𝑧 𝑔 𝑡 − 𝑧 𝑑𝑧
0

Remark

𝐿−1 𝐹 𝑠 𝐺 𝑠 ≠ 𝐿−1 𝐹 𝑠 } 𝐿−1 {𝐺 𝑠

23
Example 10
−𝟏 𝒔
Find 𝑳
(𝒔𝟐 +𝟗)𝟐
Solution:
𝑠 1 1
𝐿−1 2 2
= 𝑐𝑜𝑠3𝑡 ⊗ 𝑠𝑖𝑛3𝑡
(𝑠 + 9) (𝑠 + 9) 3
1 𝑡
න cos(3𝑧) sin 3(𝑡 − 𝑧)𝑑𝑧
3 0
𝑡
1 1
න sin 3 𝑡 − 2𝑧 + sin 3 𝑡 𝑑𝑧
3 2 0

1 𝑐𝑜𝑠3(𝑡 − 2𝑧) 𝑡
[− + (𝑠𝑖𝑛3(𝑡))𝑧 ฬ
6 −6 0
1 𝑐𝑜𝑠3(−𝑡) 𝑐𝑜𝑠3(𝑡) 𝑡
− + 𝑡 𝑠𝑖𝑛3 𝑡 + = 𝑠𝑖𝑛3 𝑡
6 −6 −6 6
24

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