MODULE NO.
10
TOPIC 3 LAPLACE TRANSFORM
LAPLACE TRANSFORM
The Laplace transform of the function 𝑓(𝑡) is defined as
∞
ℒ 𝑓(𝑡) = 𝐹 𝑠 = න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
0
where 𝑡 > 0, s is any number real or complex and ℒ is called
the Laplace transform operator and is a linear operator such
that
ℒ 𝑐1 𝑓1 𝑡 + 𝑐2 𝑓2 (𝑡) = 𝑐1 ℒ 𝑓1 (𝑡) + 𝑐2 ℒ 𝑓2 (𝑡) .
EXAMPLES
Find the Laplace Transform of the following functions:
a. 𝑓 𝑡 = 3
Solution:
∞
ℒ 3 = න 𝑒 −𝑠𝑡 3 𝑑𝑡
0 𝑥
= 3 lim න 𝑒 −𝑠𝑡 𝑑𝑡
𝑥→∞ 0
1 −𝑠𝑡 𝑥
= 3 lim − 𝑒
𝑥→∞ 𝑠 0
3
= − lim 𝑒 −𝑠𝑥 − 𝑒 −𝑠(0)
𝑠 𝑥→∞
3 −𝑠𝑥
3
= − lim 𝑒 + lim 𝑒 0
𝑠 𝑥→∞ 𝑠 𝑥→∞
3 3
= − 0 + (1)
𝑠 𝑠
3
ℒ 3 = ← 𝐴𝑛𝑠𝑤𝑒𝑟
𝑠
b. 𝑓 𝑥 = 2𝑥
Solution:
∞
ℒ 2𝑥 = න 𝑒 −𝑠𝑥 2𝑥 𝑑𝑥
0 𝑡
= 2 lim න 𝑥𝑒 −𝑠𝑥 𝑑𝑥
𝑡→∞ 0
𝑢=𝑥 න 𝑑𝑣 = න 𝑒 −𝑠𝑥 𝑑𝑥
1 −𝑠𝑥
𝑑𝑢 = 𝑑𝑥 𝑣=− 𝑒
𝑠
𝑡
𝑥 −𝑠𝑥 1 −𝑠𝑥
= 2 lim − 𝑒 − න − 𝑒 𝑑𝑥
𝑡→∞ 𝑠 𝑠
0
𝑡
2 −𝑠𝑥 𝑡
2
= − lim 𝑥𝑒 + lim න 𝑒 −𝑠𝑥 𝑑𝑥
𝑠 𝑡→∞ 0 𝑠 𝑡→∞ 0
2 −𝑠𝑡 −𝑠(0)
2 1 −𝑠𝑥 𝑡
= − lim 𝑡𝑒 − (0)𝑒 + lim − 𝑒
𝑠 𝑡→∞ 𝑠 𝑡→∞ 𝑠 0
2 −𝑠𝑡
2 2 −𝑠𝑥 𝑡
= − lim 𝑡𝑒 + lim 0 − 2 lim 𝑒
𝑠 𝑡→∞ 𝑠 𝑡→∞ 𝑠 𝑡→∞ 0
2
= 0 + 0 − 2 lim 𝑒 −𝑠𝑡 − 𝑒 −𝑠(0)
𝑠 𝑡→∞
2 −𝑠𝑡
2
= − 2 lim 𝑒 + 2 lim 𝑒 0
𝑠 𝑡→∞ 𝑠 𝑡→∞
2 −𝑠𝑡
2
= − 2 lim 𝑒 + 2 lim 𝑒 0
𝑠 𝑡→∞ 𝑠 𝑡→∞
2
=0+ 2 1
𝑠
2
ℒ 2𝑥 = 2 ← 𝐴𝑛𝑠𝑤𝑒𝑟
𝑠
EXERCISE NO.1
Find the Laplace Transform.
a. 𝑓(𝑡) = 3𝑡 2 + 2𝑒 4𝑡
b. 𝑓(𝑥) = 4𝑒 −3𝑥 − 3 sinh 5𝑥
c. 𝑓(𝑡) = 2 sin 4𝑡
d. 𝑓 𝑥 = 5 cosh 2𝑥
e. 𝑓(𝑡) = 2𝑡 3 + 4 cos 3𝑡
f. 𝑓(𝑥) = 6 sin 2𝑥 cos 2𝑥
4 0<𝑡<5
g. 𝑓(𝑡) = ቊ
0 𝑡>5
−2 𝑥≤3
h. 𝑓(𝑥) = ቊ
2 𝑥>3
𝑡 0≤𝑡≤3
i. 𝑓(𝑡) = ൜
3 𝑡>3
2 0≤𝑥≤2
j. 𝑓(𝑥) = ቐ𝑒 −𝑥 2<𝑥≤6
0 𝑥>6
LAPLACE TRANSFORM OF 𝑓 𝑡 USING TABLE
For easy evaluation of Laplace Transform of some
elementary functions, consider the table shown:
𝑓 𝑡 𝐹 𝑠
1
a 1 𝑠>0
𝑠
1
b 𝑡 𝑠>0
𝑠2
𝑛!
c 𝑡 𝑛 𝑛 = 1, 2, 3 … 𝑠>0
𝑠 𝑛+1
Γ 𝑝+1
d 𝑡 𝑝 𝑝 in fraction 𝑠>0
𝑠 𝑝+1
𝜋
e 𝑡 3 𝑠>0
2𝑠 2
𝑓 𝑡 𝐹 𝑠
1 𝜋
f 𝑠>0
𝑡 𝑠
1
g 𝑒 𝑎𝑡 𝑠>𝑎
𝑠−𝑎
𝑎
h sin 𝑎𝑡 𝑠>0
𝑠 2 + 𝑎2
𝑠
i cos 𝑎𝑡 𝑠>0
𝑠 2 + 𝑎2
𝑎
j sinh 𝑎𝑡 𝑠> 𝑎
𝑠 2 − 𝑎2
𝑓 𝑡 𝐹 𝑠
𝑠
k cosh 𝑎𝑡 𝑠> 𝑎
𝑠 2 − 𝑎2
2𝑎𝑠
l 𝑡 sin 𝑎𝑡 𝑠>0
𝑠 2 + 𝑎2 2
𝑠 2 − 𝑎2
m 𝑡 cos 𝑎𝑡 𝑠>0
𝑠 2 + 𝑎2 2
𝑎
n 𝑒 𝑏𝑡 sin 𝑎𝑡 𝑠>𝑏
𝑠 − 𝑏 2 + 𝑎2
𝑠−𝑏
0 𝑒 𝑏𝑡 cos 𝑎𝑡 𝑠>𝑏
𝑠 − 𝑏 2 + 𝑎2
𝑓 𝑡 𝐹 𝑠
2𝑎2
p sin2 𝑎𝑡 𝑠>0
𝑠 𝑠 2 + 4𝑎2
2𝑎2
q sinh2 𝑎𝑡 𝑠> 𝑎
𝑠 𝑠 2 − 4𝑎2
𝑡 𝑛 −1 𝑒 𝑎𝑡 𝑛 = 𝑛−1 !
r 𝑠> 𝑎
1, 2, 3, … 𝑠−𝑎 𝑛
2𝑎𝑠
s 𝑡 sinh 𝑎𝑡 𝑠> 𝑎
𝑠 2 − 𝑎2 2
𝑠 2 + 𝑎2
t 𝑡 cosh 𝑎𝑡 𝑠> 𝑎
𝑠 2 − 𝑎2 2
In letter d, the Gamma Function of 𝑝 + 1 is defined by
∞
Γ 𝑝 + 1 = න 𝑡 𝑝 𝑒 −𝑡 𝑑𝑡
0
or
∞
𝑝 −1
Γ 𝑝 =න 𝑡 𝑒 −𝑡 𝑑𝑡
0
The properties of Gamma Function are
i. Γ 𝑝 + 1 = 𝑝Γ 𝑝
ii. Γ 𝑛 + 1 = 𝑛! 𝑛 = 1, 2, 3, …
iii. Γ 1 = 1
1
iv. Γ = 𝜋
2
EXAMPLES
Find the Laplace Transform.
a. ℒ 2𝑡 4 − 3𝑡 2 + 5
Solution:
ℒ 2𝑡 4 − 3𝑡 2 + 5 = 2ℒ 𝑡 4 − 3ℒ 𝑡 2 + 5ℒ 1
4! 2! 1
= 2 4+1 − 3 2+1 + 5
𝑠 𝑠 𝑠
4 2
48 6 5
ℒ 2𝑡 − 3𝑡 + 5 = 5 − 3 + ← 𝐴𝑛𝑠𝑤𝑒𝑟
𝑠 𝑠 𝑠
b. ℒ [ 3𝑒 −3𝑡 + 4cos 4𝑡 ]
Solution:
ℒ [ 3𝑒 −3𝑡 + 4 cos 4t ] = 3ℒ [e−3t ] + 4ℒ cos 4𝑡
3 4𝑠
= + 2
𝑠 − (−3) 𝑠 + 42
−3𝑡
3 4𝑠
ℒ 3𝑒 + 4 cos 4𝑡 = + 2 ← 𝐴𝑛𝑠𝑤𝑒𝑟
𝑠 + 3 𝑠 + 16
c. ℒ 4𝑡 5/2
Solution:
ℒ 4𝑡 5/2 = 4ℒ 𝑡 5/2
Γ(5/2 + 1)
= 4 5/2 + 1
𝑠
(5/2)Γ (5/2)
=4
𝑠 7/2
Γ(3/2 + 1)
= 10
𝑠 7/2
(3/2)Γ(3/2)
= 10
𝑠 7/2
Γ(1/2 + 1)
= 15 7/2
1 𝑠 1
Γ
= 15 2 2
7
𝑠2
15 𝜋
5/2
ℒ 4𝑡 = 7/2 ← 𝐴𝑛𝑠𝑤𝑒𝑟
2𝑠
FUNCTION MULTIPLIED BY THE POWER OF AN
INDEPENDENT VARIABLE
∞
If ℒ 𝑓(𝑡) = න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 = 𝐹 𝑠 , then
0
∞
ℒ 𝑡 𝑛 𝑓(𝑡) = න 𝑒 −𝑠𝑡 𝑡 𝑛 𝑓(𝑡) 𝑑𝑡
0 𝑛 𝐹(𝑠)
𝑑
= (−1)𝑛 𝑛
𝑑𝑠
ℒ 𝑡 𝑛 𝑓 𝑡 = −1 𝑛 𝐹 𝑛 𝑠 ; where 𝑛 = 1, 2, 3, …
FIRST SHIFTING PROPERTY
∞
If ℒ 𝑓(𝑡) = න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 = 𝐹 𝑠 , then
0 ∞
ℒ 𝑒 𝑎𝑡 𝑓(𝑡) = න 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑓(𝑡) 𝑑𝑡
0∞
= න 𝑒 − 𝑠 − 𝑎 𝑡 𝑓(𝑡) 𝑑𝑡
0
ℒ 𝑒 𝑎𝑡 𝑓 𝑡 =𝐹 𝑠−𝑎
EXAMPLES
Evaluate:
a.ℒ [𝑡 2 𝑒 −2𝑡 ]
Solution:
ℒ 𝑡 2 𝑒 −2𝑡 = −1 2 𝐹 ′′ 𝑠 = 𝐹 ′′ (𝑠)
where:
𝐹 𝑠 = ℒ 𝑒 −2𝑡
1
𝐹 𝑠 =
𝑠+2
′
1 1
𝐹 𝑠 =−
𝑠+2 2
′
1
𝐹 𝑠 =−
(𝑠 + 2)2
−1 2 𝑠 + 2 1 2
𝐹 ′′ 𝑠 =− 4
= 3
𝑠+2 𝑠+2
hence
2 −2𝑡
2
ℒ 𝑡 𝑒 = ← 𝐴𝑛𝑠𝑤𝑒𝑟
(𝑠 + 2)3
b. ℒ 𝑡 cos 3t
Solution:
ℒ 𝑡 cos 3𝑡 = −1 1 𝐹 ′ 𝑠 = −𝐹′ 𝑠
where
s
𝐹 𝑠 = ℒ cos 3𝑡 = 2
s +9
(𝑠 2 +9) 1 − 𝑠(2𝑠)
𝐹′ 𝑠 =
(𝑠 2 + 9)2
−𝑠 2 + 9
𝐹′ 𝑠 = 2
(𝑠 + 9)2
hence
−𝑠 2 + 9
ℒ 𝑡 cos 3𝑡 = − 2
(𝑠 + 9)2
𝑠2 − 9
ℒ 𝑡 cos 3𝑡 = 2 2
← 𝐴𝑛𝑠𝑤𝑒𝑟
(𝑠 + 9)
c. ℒ [𝑡 3 𝑒 −2𝑡 ]
Solution:
ℒ 𝑡 3 𝑒 −2𝑡 = 𝐹 𝑠 − (−2) = 𝐹 𝑠 + 2
where
3
3!
𝐹 𝑠 =ℒ 𝑡 =
𝑠3 + 1
6
𝐹 𝑠 = 4
𝑠
hence
3 −2𝑡
6
ℒ 𝑡 𝑒 = ← Answer
(𝑠 + 2)4
d. ℒ 𝑡𝑒 −4𝑡 cos 2𝑡
Solution:
ℒ 𝑡𝑒 −4𝑡 cos 2𝑡 = 𝐹 𝑠 − (−4) = 𝐹(𝑠 + 4)
where:
𝐹 𝑠 = ℒ [𝑡 cos 2t]
𝑠 2 − 22 𝑠2 − 4
𝐹 𝑠 = 2 2 2
= 2
𝑠 +2 (𝑠 + 4)2
hence
2
−4𝑡
(𝑠 + 4) −4
ℒ 𝑡𝑒 cos 2𝑡 =
(𝑠 + 4)2 +4 2
𝑠 2 + 8𝑠 + 16 − 4
= 2
(𝑠 + 8𝑠 + 16 + 4)2
2
𝑠 + 8𝑠 + 12
ℒ 𝑡𝑒 −4𝑡 cos 2𝑡 = 2 2
← 𝐴𝑛𝑠𝑤𝑒𝑟
(𝑠 + 8𝑠 + 20)
e. ℒ 𝑒 3𝑡 sinh 4𝑡
Solution:
ℒ 𝑒 3𝑡 sinh 4𝑡 = 𝐹(𝑠 − 3)
where
4
F 𝑠 = ℒ sinh 4𝑡 = 2
𝑠 − 42
4
F 𝑠 = 2
𝑠 − 16
hence
3𝑡
4
ℒ 𝑒 sinh 4𝑡 =
(𝑠 − 3)2 −16
4
= 2
𝑠 − 6𝑠 + 9 − 16
4
ℒ 𝑒 3𝑡 sinh 4𝑡 = 2 ← 𝐴𝑛𝑠𝑤𝑒𝑟
𝑠 − 6𝑠 − 7
EXERCISE NO. 2
Evaluate:
a. ℒ [2𝑥 5 + 3𝑥 3 − 10𝑥 2 − 4]
b. ℒ[2 sin 3𝑡 − 3 cosh 4𝑡]
c. ℒ[5 − 3𝑒 −2𝑥 + 4 sinh 2𝑥]
d. ℒ[3𝑥 7/2 ]
e. ℒ[6𝑡10/3 ]
f. ℒ[𝑥 3 sinh 4𝑥]
g. ℒ[𝑡 sin2 2𝑡]〗
h. ℒ[𝑥 4 cosh 3𝑥]
i. ℒ[𝑥 5 𝑒 −3𝑥 ]
j. ℒ[4𝑒 3𝑡 cos 2𝑡]
k. ℒ[𝑒 −4𝑥 cosh 3𝑥]
l. ℒ[𝑡 2 𝑒 2𝑡 cos 2𝑡]
m. ℒ[𝑥 3 𝑒 3𝑥 sinh 3𝑥]
n. ℒ[𝑡 2 𝑒 −4𝑡 cosh 3𝑡]
o. ℒ[𝑥 2 𝑒 −3𝑥 sinh 4𝑥]