CHAPTER 7

LAPLACE TRANSFORMS: Laplace transform is a special type of linear integral transform and its defined as Laplace transform has many properties that make it very useful in solving linear initial value problems Definition: Let f be a function defined for
L{ f (t )} = e s t f (t ) dt
0

t 0

then the integra

is said to be the Laplace Transform of f , provided that the integral converges

Laplace Transform for Some basic functions: (1) (2) (3)

L{1} =

L{t n } =

1 s

n! s n +1
1 s a

n = 1,2,3,

L{e at } =

(4) L{sin kt} = s + k s (5) L{ cos kt} = s + k k (6) L{sinh kt} = s k s (7) L{cosh kt} = s k
2 2 2 2 2 2 2

f(t)

Q. (a) (b) (c)

Evaluate
4 f (t) = 0 t2
2t + 1 0 t < 1 f (t ) = t 1 0

L{ f (t )}

0 t<2

where (c)

c a b X

f (t ) = t 2e 2t

Solution (a) L{ f (t )} = (b) L{ f (t )} =

e
0

st

4 st 4 dt + 0dt = e s 2

=
0

4 2 s (e 1) s

e
0

st

( 2t +1) dt + 0dt =
1

1 2 (1 3e s ) + 2 (1 e s ) s s

(c) (d)

0 f (t ) = c 0

0 <t <a a <t <b t b

a b

L{ f (t )}

0 dt + e
0 a

st

c dt + 0dt =
b

c sa (e e sb ) s

L{ f (t )}

2 2t st 2 (s+ 2 )t dt t e e dt = t e 0 0

1 2 ( s +2 ) t 2 2 = t e te ( s +2 ) t e ( s +2 ) t s +2 ( s + 2) 2 ( s + 2) 3

=
0

2 ( s + 2) 3

Q. Find L{ f (t )} where a) f (t ) = (2t 1) b) f (t ) = 4t 5 sin 3t Sol: a) L{ (2t 1) } = L{ 8t 12t + 6t 1 } = 8L{ t

3 2

} 12L{ t } + 6L{ t } L{ 1 }
2

=8

b)

L{ f (t )}

L 4t 2 5 sin 3t )

3! 2! 1 1 12 3 + 6 2 4 s s s s

}=

4 L{ t 2

}+

5 L{ sin 3t

2 3 5 2 3 s s +9

SECTION 7.2: INVERSE TRANSFORMS

If

represents the Laplace transform of a function f (t ) , that is, L{ f (t )} = F (s) , we then say f (t ) is the inverse Laplace transform of F (s) and we write f (t ) = L {F (s)}
F ( s)
1

F(s) 1
1 s
H (t )

f(t)

(t )
(i.e. 1 for t > 0) (for n = 1, 2, 3)
e at
t n e at n! cos(t )
sin(t )

1 s n+1
1 s +a

tn n!

1 ( s + a ) n+1 s 2 s + 2 2 s + 2 s 2 s a2 a 2 s a2
s (s + a 2 )2
2

cosh(at ) sinh( at )
t sin(t ) 2 1 (sin(t ) t cos(t )) 2

2 (s 2 + 2 )2

Inverse Laplace Transform for Some basic functions (1) (3)

1 1 = L1 s 1 e at = L1 s a

(2) (4)

n! t n = L1 n +1 n = 1,2,3, s k sin kt = L1 2 2 s + k

(5) (7) Q.

s cos kt = L1 2 2 s + k s cosh kt = L1 2 2 s k

(6)

k sinh kt = L1 2 2 s k

1 4 6 1 1 L1 + 5 = L 4 s + 8 s s s

1 4! L1 5 4 s

1 L1 s + 8

4+

1 4 t e 8t 4

Q. Evaluate Sol;
s +1 L1 2 s + 2

s +1 L1 2 ( s + 2)

L{ cos kt} =

s s + k2
2

L{ sin kt} =

k s + k2
2

s 1 L1 2 + 2 s + 2

2 s +2
2

cos 2t +

sin 2

2t

Summary Partial Fraction Expansions

Denominator containing a. Linear factor Expression Form of Partial Fractions

b. Repeated linear factors

c. Quadratic term (which cannot be factored)

Note: In each of the above cases f(x) must be of less degree than the relevant denominator.

s +1 A B Expand into a term for each = + factor in the denominator. (s + 2) (s + 3) s + 2 s + 3

A (s + 3) + B ( s + 2 ) s +1 = (s + 2) (s + 3) (s + 2) (s + 3)

Recombine RHS

Equate terms in s and constant terms. Solve. A + B = 1 3A + 2B = 1 Each term is in a form so s +1 1 2 that inverse Laplace = + transforms can be (s + 2) (s + 3) s + 2 s + 3 applied.

Q. Evaluate Sol. Using partial fraction decomposition, Y(s) can be rewritten:

2s + 13 L 1 (s + 3)(s + 2)

2s + 13 A B = + ( s + 3) ( s + 2 ) ( s + 3) ( s + 2 )

2s + 13 = A ( s + 2 ) + B ( s + 3) 2s + 13 = (A + B )s + (2A + 3B ) A + B = 2, 2A + 3B = 13 A = 7, B = 9

2s + 13 7 9 = + ( s + 3) ( s + 2 ) ( s + 3) ( s + 2 )

y (t ) = 9e

2t

7e

3t

LAPLACE TRANSFORM OF DERIVATIVE AND SOLVING DIFFERENTIAL EQUATIONS

Note: (1) L( y) = Y (s) (2) L( y' ) = sY (s) y(0) (3) L( y' ' ) = s Y (s) sy(0) y(0) (4) L( y ) = s Y (s) s y(0) sy (0) y (0) (5) L( y ) = s Y (s) s y(0) s y (0) ... y
2 3 2

(n)

n 1

n 2

( n 1)

( 0)

L{ cos kt} =

s s + k2
2

Q.

y + 3 y = 13sin 2t , y (0) = 6

Using Laplace Transforms, solve

Sol.

L ( y ) + 3L ( y ) = 13L (sin 2t )

L ( y ' ) = sY ( s ) y (0)

and L {13sin 2t } = 13

2 s2 +4

2 sY y (0) + 3Y = 13 2 s +4 26 sY 6 + 3Y = 2 s +4 Y (s + 3) 6 = 26 s2 +4 Y (s + 3) = 26 +6 2 s +4

26 6 6s 2 + 50 Y = + = 2 (s + 3)(s + 4) s + 3 (s + 3)(s 2 + 4)

A Bs + C 6s 2 + 50 = + 2 = 2 (s + 3)(s + 4) (s + 3) (s + 4)
6s 2 + 50 = A (s 2 + 4) + ( Bs + C )(s + 3)

6s 2 + 50 = As 2 + 4A + Bs 2 + 3Bs + Cs + 3C 6s 2 + 50 = s 2 (A + B ) + s (3B + C ) + 3C + 4A A +B =6 3B + C = 0 4A + 3C = 50
A =8 B = 2 C =6

A Bs + C 8 2s + 6 Y (s ) = + 2 = + 2 (s + 3) (s + 4) (s + 3) (s + 4)
s 2 8 1 1 y (t ) = 8L 1 2 L + 3 L 2 2 s + 3 s + 4 s + 4

y = 8e 3t 2 cos 2t + 3sin 2t Q. Using Laplace Transforms, solve

y + 9 y = e t , y (0) = 0, y(0) = 0

Sol.

L ( y + 9 y ) = L(e t )

) + 9 L( y ) = L(e t ) L( y

L( y ' ' ) = s 2Y ( s ) sy (0) y (0) = s 2Y ( s )

1 and L (e ) = s 1
t
Y (s) =

Hence, y=

1 1 1 1 1 s = ( 2 + 2 ) 2 ( s 1)( s + 9) 10 s 1 10 s + 9 s + 9 1 1 1 1 s 1 1 1 L1 ( ( 2 + 2 ) y = e t sin 3t cos 3t 10 30 10 10 s 1 10 s + 9 s + 9

s 2Y ( s ) + 9Y ( s ) =

1 s 1

SECTION 7.3: TRANSLATION THEOREMS

First Translation Theorem

If

L{ f (t )} = F ( s )

and a is any real number, then

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

Proof
(s a )t L{e at f (t )} =e st e at f (t ) dt = f (t ) dt = F ( s a ) e 0 0

-----------------------------------------------------------------Note: For calculation we use the following symbolism

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

L1F ( s a ) = e at L1{F ( s )}

Example 1 Evaluate

(a)

L{e5t t 3 }

(b)

L{e 2t cos 4t}

(a)
t

L{e5t t 3} =

6 ( s 5) 4

(b)
{

L{e 2t cos 4t} =

Example 2 Evaluate 3 L{e sin 3t } = ( s 1) + 9

2

L e t sin 3t

s+2 ( s + 2) 2 + 16 3 L{ sin 3t } = 2 s +9

Example 2 Evaluate L

2s + 5 ) s + 6s + 34
2

) = ( L (2 (s + 3) + 5 5 (s + 3) + 5 ) ) 1 = 2e cos 5t 5 e sin 5t
1 2 2 2 2 3t 3t

s +3

Example (3) Evaluate

2s + 5 A B 2 11 = + = + 2 2 ( s 3) s 3 ( s 3) s 3 ( s 3) 2

2s + 5 L1 2 ( s 3)

2s + 5 1 1 1 L1 = 2 L1 = 2e 3t + 11e 3t t + 11L 2 2 ( s 3 ) s 3 ( s 3 )

Q. Solve :

y 4 y + 4 y = t 3 , y (0) =1, y (0) = 0

Sol. Applying Laplace transform on both side, we get ) 4 L( y ) + 4 L( y ) L( y = L(t ) [ s Y (s) - sy(0) y(0) ] -4[ sY (s) y(0) ] + 4Y (s) = 6 / s [ s Y (s) - s ] -4[ sY (s) 1 ] + 4Y (s) = 6 / s s 4s + 6 3 1 9 1 3 2 1 3! 1 1 13 1 Y ( s) = = + + + + s ( s 2) 4s 8s 4s 4s 4 s 2 8 ( s 2) , Applying inverse Laplace transform, we get;
3 2 4 2 4

y=

3 9 3 1 1 13 + t + t 2 + t 3 + e 2t te 2t 4 8 4 4 4 8
U (t a )

The unit step function

0, 0 t < a U (t a ) = t a 1,

is defined to be

L{U (t a )} =

e as s

and

e as L1 = U (t a ) s

Example: Evaluate L{ f (t )} where Sol. L{ f (t )} = 2L{1} 3L{U (t 2)} + L{U (t 3)}

F (s) = 2 e 2 s e 3 s 3 + s s s

f (t ) = 2 3U (t 2) +U (t 3)

Second Translation Theorem If F (s) = L{ f (t )} and a > 0 , then

L{ f (t a )U (t a )} = e as F ( s )

Note: For calculation we use the following symbolism

L{ f (t a )U (t a )} = e as L{ f (t )} = e as F ( s )

The Inverse form of theorem

L1{e as F ( s )} = f (t a )U (t a )

Example (1) Evaluate

I.

1 L{e U (t 2) = e L{e } = e s 4
4(t 2) 2s 4t 2s
L{cos 3(t

II.

)U (t

)} = e

s 2

s s +9
2

Alternative form of the second theorem

as L{ g (t )U (t a )} = e L{ g (t + a )}

Evaluate
a=

L{cos t U (t )}

L{cos tU (t )} = e s L{cos(t + )} = e s L{cos t}

= e s

s s +1
2

Evaluate

(1 + e 2 s ) 2 L1 s +2

(1 + e 2 s ) 2 2e 2 s e 4 s 1 1 2 t 2 ( t 2 ) L1 + + U (t 2) + e 2( t 4)U (t 4) = L = e + 2e s + 2 s + 2 s + 2 s + 2