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Laplace Transform.
Inverse Laplace transform.
Dirac delta and unit step function.
Solution of initial value problems.
Algebraic
Problem
Solving
AP
Solution
Of
IVP
Definition
The Laplace Transform of a function f t defined on
F s
f t e st dt L f t
where s > 0.
Integrating by parts
f t e st dt
Ate st dt A te st dt
0
st
Ae
F s A t e
1 e dt A 0 0 A e st dt
s
s s
s 0 0 s
0
0
st
st
Ae
s s
st
A
s2
4
f t e st dt
F s eat e st dt e( s a )t dt
0
( s a )t s
( s a )
s 0
0
1
( s a ) ( s a )
1
F ( s) L eat
sa
(Only if s > a)
(n) x n 1e x dx, n 0
0
(1) e x dx 1
0
(n 1) n(n)
(n 1) x e dx e x
0
n x
n
0
n x n 1e x dx
0
f t e st dt
F s t n e st dt
Put st = x then s dt = dx
x
x dx
F s e
s
s
0
F s
n 1
s
n 1
f (t ) t
x n
e
x dx
s n 1 0
1/ 2
F s
1/ 2
s1/ 2
s
7
eat e at
f (t ) cosh at
2
1 at
at
L{ f (t )} L (e e )
2
1
( L{eat } L{e at })
2
1 1
1
(
)
2 sa sa
s
1 s a s a
2
s2 a2
s2 a2
8
f (t )
1
t
t
at
teat
n at
t e
s2
n!
sin at
s n 1
1
sa
1
s a
cos at
sinh at
2
n!
s a n 1
cosh at
a
s2 a2
s
s2 a2
a
s2 a2
s
s2 a2
9
L{a f (t ) b g (t )} [a f (t ) b g (t )]e st dt
0
a f (t )e st dt b g (t )e st dt
aL{ f (t )} bL{g (t )}
aF ( s ) bG ( s)
10
we obtain
1
(sin 3t sin t )
2
1
F ( s ) L{sin 2t cos t} ( L{sin 3t} L{sin t})
2
1
3
1
2
2 s 9 s 2 1
f (t ) sin 2t cos t
1 3( s 2 1) s 2 9
2
2
2 ( s 9)( s 1)
2s 2 6
( s 2 9)( s 2 1)
11
L{eat f (t )} e at f (t )e st dt
f (t )e( s a )t dt F ( s a )
By definition, we have
L{ f (at )}
f (at )e st dt
Put at = u then a dt = du
L{ f (at )}
su
du
a
f (u )e
1
a
su
f (u )e a du
1
F
a
12
F ( s)
s
2
s b
and F ( s a )
L[e
at
(s a)
( s a )2 b 2
(s a )
cos(bt )]
2
2
(s a ) (b )
13
dt
L d f t sF s f (0)
2
d2
L 2 f t s F s sf 0 f 0
dt
Proof:
L d f t e st d f t dt e st f t
dt
dt
0
se st f t dt
0
0 f 0 sL f t sL f t f (0)
14
2
d d
d
L 2 f t L
f (t )
dt
dt dt
sL
f (t ) f (0)
dt
s sL f (t ) f (0) f (0)
s L f (t ) sf (0) f (0)
2
dn
dt n
f t
s L f (t ) s
n
s F (s) s
n 1
n 1
( n 1)
n2
f (0) s
f (0) ....... f
(0)
( n 1)
n2
f (0) s
f (0) ....... f
(0)
15
F (s)
f (t )e st dt
2
st
cos
t
e
dt
1 1
s
1 cos 2t st
e dt
s
2
2
2
2
s 4
0
Second Approach: Using known results
We shall solve it by two ways.
(a)
F ( s ) L{ f (t )} L{cos 2 t}
s
1
1 1
L (1 cos 2t )
s
2
2
2
2
s 4
16
(b)
f (t ) cos 2 t
f (0) 1
L{ f (t )} sL{ f (t )} f (0)
L{ sin 2t} sL{ f (t )} 1
2
2
s 4
sL{ f (t )} 1
sL{ f (t )} 1
2
s 2 4 2
L{cos 2 t}
s 2 4 2 2 2
s 2 4 2
s 2 2 2
s s 2 4 2
s 2 2 2
s 2 4 2
17
f (0) 0
f (t ) sin at at cos at
f (0) 0
L f (t ) L 2a cos at a 2 f (t )
L f (t ) 2aL cos at a 2 L f (t )
s L f (t ) sf (0) f (0) 2a
L f (t ) s2 a2
2as
F ( s ) L f (t )
s2 a2
2as
2 2
a 2 L f (t )
18
L t f t
n
n
d
n
1
F s
n
ds
Proof:
F ( s) L{ f (t )}
f (t )e st dt
0
Differentiating both sides with respect to s
d
d
F (s)
ds
ds
tf (t )e
0
st
dt
f (t )e
st
dt
d st
f (t ) e dt
ds
L{tf (t )}
19
d
L{tf (t )} F ( s )
ds
d
L{t f (t )} L{t[tf (t )]} L{tf (t )}
ds
2
d
d d
L{ f (t )}
F (s)
ds ds
ds 2
2
L t f t
n
n
d
n
1
F s
ds n
20
21
f (t )
F s ds
t
s
Proof:
F ( s) L{ f (t )}
f (t )e st dt
st
F
(
s
)
ds
f
(
t
)
e
dt ds
s
s 0
f (t )e st ds dt
0 s
22
f (t ) e st ds dt
s
0 e st
f (t )
dt
t t
f (t )
L
st
e
f (t )
t
dt
f (t ) st
e dt
t
f (t )
L
F s ds
t
s
23
L(sin t )
sin t
f (t )
t
1
s2 1
sin t
L
1
2
ds
s 1
s
1
tan s
1
tan s
2
24
If L f t F ( s ) , show that L
Let
dg (t )
f (t )
dt
Then
F ( s)
f u du
s
f u du g (t ) g (0)
0
f u du L g (t ) g (0)
L g (t ) L g (0)
g (0)
L g (t )
s
(1)
25
dg (t )
L
L f (t )
dt
sL g (t ) g (0) F ( s )
g (0) F ( s)
L g (t )
s
s
(2)
F (s)
f u du
s
26
sin t
dt
t
0
f (t )
sin t
1
L
tan
s
2
t
tan 1 s
s 2
27
then
f (t ) L1 F s
28
29
L1 {F(s )}
1
2
s a
n!
(s a ) n 1
a
s2 a2
s
s2 a2
f(t)
te at
t n e at
sin( at )
cos(at )
30
1
L
2t
1
5
1
sin 5t
L
2
2
2
5
5
s 25
s (5)
1
31
4 s 16
F s 2
s 4s 5
4( s 2) 8
2
( s 2) 1
s2
1
4
8
2
2
( s 2) 1
( s 2) 1
2 t
f (t ) e [4 cos t 8sin t ]
32
d
f (t )
If L{ f (t )} F s and f (0) 0, then L {sF s }
dt
1
F
s
1
If L{ f (t )} F s , then L
f (u )du
0
s
If L{ f (t )} F s , then
L F ( s ) tf (t )
ds
33
1
s(s a)2
F
s
L1
f (u )du
0
s
L1
t
1
1
1
1
at
L
dt
Q
L
te
2
s
(
s
a
)
(
s
a
)
(
s
a
)
1
L
1
at
2 te dt
s(s a)
0
t
34
Example
Solve the following initial value problem using Laplace
Transform
t
y 2 y 5 y e sin t
Solution:
y (0) 0, y(0) 1
L{ y 2 y 5 y} L{e sin t}
t
1
s L{ y} sy (0) y (0) 2[ sL{ y} y (0)] 5 L{ y}
( s 1) 2 1
2
35
1
( s 2s 5) L{ y} 1 2
s 2s 2
2
1
1
L{ y} 2
2
2
( s 2 s 5) ( s 2 s 2)( s 2 s 5)
1
1
1
1
L{ y} 2
2
2
( s 2 s 5) 3 s 2 s 2 ( s 2 s 5)
1
2
1
1
L{ y}
2
2
3 ( s 1) 2 ) 3 ( s 1) 2 1
36
1 1
2
1 1
1
y L
L
2
2
2
3
( s 1) 2 ) 3
( s 1) 1
1 t
1 t
y e sin 2t e sin t
3
3
1 t
y e (sin 2t sin t )
3
37
y y 2t ,
y( ) ,
4
2
y ( ) 2 2
4
Solution:
In this problem the initial conditions refer to some
later instant t = t0.
Such problems are called Shifted Data Problems.
As the values y and its derivatives occurring in Laplace transform
are not readily available, we may proceed to solve such problems in
two ways:
First method: Taking Laplace transform of DE we get
s L{ y} sy (0) y (0) L{ y}
2
s2
( s 2 1) L{ y} sy (0) y (0)
2
s2
38
sy (0) y(0)
2
L{ y} 2
2
2 2
s 1 s 1 s ( s 1)
s
1 1
y (t ) y (0) L 2 y (0) L
2
s
1
s
1
s
1
y (0) L1 2 y(0) L 1 2
s 1
s 1
2
L
2 2
s
( s 1)
1 1
L1 2 2 2
s s 1
1
y ( ) 2 2
4
2
4
1
1
1
y (0)
y(0)
2 2
2
4
2
2
2
1
1
1
2 2 y (0)
y(0)
22
2
2
2
39
y (0) y(0) 1
y (t ) 2t cos t sin t
then for t , t1 0
4
dy (t ) dy1 (t1 )
dy1 (t1 ) dt1
dy1 (t1 )
y1
dt
dt
dt1 dt
dt1
y y1
y1 (0)
,
2
y1(0) 2 2
40
dx
t
ye ,
dt
dy
x sin t
dt
1
sL{x} x(0) L{ y}
s 1
1
L{x} sL{ y} y (0) 2
s 1
41
1
sL{x} L{ y}
1
s 1
1
L{x} sL{ y} 2
s 1
1 s
1
L{x} 2
s 2
s 1 s 1
s 1
1 s
1
L{ y} 2 2
1
s 1 s 1 s 1
42
s
s
1
L{x}
2
2
2
2
( s 1)( s 1) s 1 ( s 1)( s 1)
s
1
1
L{ y} 2
2
2
2
( s 1)( s 1) ( s 1)( s 1) s 1
1
1
1
1
L( x)
2
2( s 1) 2( s 1) 2( s 1) 2( s 2 1)
1
1
1
1
xL
2
2
2( s 1) 2( s 1) 2( s 1) 2( s 1)
1
1 t t t
x te e e sin t
2
43
s
1
1
L{ y} 2
2
2
2
( s 1)( s 1) ( s 1)( s 1) s 1
s
1
1
2
2
( s 1)( s 1)( s 1) ( s 1)( s 1) ( s 1)( s 1)
1
1
2
2
2( s 1) 2( s 1) 2( s 1)
1
1
yL
2
2
2( s 1) 2( s 1) 2( s 1)
1
1
y cos t tet e t
2
44
te
3t
sin tdt
L f (t ) f (t )e st dt
0
te
3t
d 1
(1)
2
ds s 1 s 3
d
(1) L sin t
ds
s 3
50
2s
s 3
2
s 3
45
0 for t a
u (t a )
1 for t a
where a 0.
e .0dt e .1dt
0
st
st
st
e
0
s
46
L{u (t a )}
as
47
0 for 0 t a
f (t ) u (t a ) u (t b) 1 for a t b
0 for b t
f(t)
48
L{ f (t a) u (t a )} f (t a)
u (t a )e st dt
0
f (t a )e dt
st
Put t a = u
f (u )e
0
s (u a )
du e
as
f (u )e
su
du e
as
F (s)
50
Applications:
Find the Laplace transform of
f (t ) 0
sin t
0t
t 2
t 2
f (t ) 2u (t ) 2u (t ) u (t 2 ) sin t
2 2 s
1 2 s
F ( s ) L{ f (t )} e 2 e
s s
s 1
51
F ( s)
se
s
s
2
F (s) 2
e 2
e
2
2
s
s
e s
2
2
s
2
F ( s ) f (t a ) u (t a )
s
L 2
cos t
2
s
1
as
L 2
sin t
2
s
1
52
s
s
s
1
2
f (t ) L F ( s ) L 2
e L
e
2
2
2
s
s
1
1
cos t u t sin t 1 u t
1
2
1
sin t u t sin t u t
1
2
1
u t u t 1 sin t
2
53
f k (t a ) k
0
a t a k, k 0
otherwise
lim f k (t a ) (t a)
k 0
54
for t a
(t a )
0 otherwise.
(t a)dt 1
0
1
f k (t a) [u (t a) u (t {a k})]
k
1 as ( a k ) s 1 e as [1 e ks ]
L{ f k (t a)} [e e
]
ks
ks
Taking limit as k 0, we get
L{ (t a)} e as
55
y 3 y 2 y r (t ),
y (0) 0, y (0) 0
(a )
r (t ) u (t 1) u (t 2)
Square wave
(b)
r (t ) (t 1)
Unit impulse
( s 3s 2) L{ y} L{r (t )}
2
1
L{ y} 2
L{r (t )}
s 3s 2
(1)
56
(a)
r (t ) u (t 1) u (t 2)
s
2 s
e
e
L{r (t )}
s
s
1
s
2 s
s
2 s
L{ y}
(
e
e
)
F
(
s
)(
e
e
)
2
s ( s 3s 2)
1
1
F ( s)
2
s ( s 2)( s 1)
s ( s 3s 2)
1
1
1
2 s s 1 2( s 2)
57
1 t 1 2t
f (t ) L {F ( s )} e e
2
2
1
y L1 F ( s )(e s e 2 s ) f (t 1) u (t 1) f (t 2)
u (t 2)
0
f (t 1)
f (t 1) f (t 2)
0 t 1
1 t 2
t2
0
0 t 1
1 ( t 1) 1 2( t 1)
y e
e
1 t 2
2
2
1 2( t 1) (t 2) 1 2( t 2)
( t 1)
e
e
e
t2
e
2
2
58
(b)
r (t ) (t 1)
L{r (t )} e
1
s
s
L{ y} 2
e F ( s )e
s 3s 2
1
1
1
1
F (s) 2
s 3s 2 ( s 1)( s 2)
s 1 s 2
f (t ) e t e 2t
59
y L {F ( s )e } f (t 1) u (t 1)
0 t 1
0
f (t 1) t 1
0 t 1
0
e
t 1
2( t 1)
t 1
60
Convolution Theorem
L1 F ( s )G ( s ) f (u ) g (t u )du F * G
0
Let (t ) f (u ) g (t u )du
L( (t )) e
0
st
f (u ) g (t u )du dt
L( (t )) e st f (u ) g (t u )du dt
0 0
61
L( (t ))
e st f (u ) g (t u )dt du
0 t u
L( (t )) e
su
f (u )
t u
s ( t u )
g (t u )dt du
Put t-u = v
e
0
su
f (u )
e
0
sv
g (v )dv du
e su f (u ) duG ( s )
0
F ( s )G ( s )
62
1
L
s2
2
( s a )( s b )
1
L
2
(
s
a )
cos at f (t )
s
2
( s b )
cos bt g (t )
1
L
s2
2
( s a )( s b )
63
2
ba
ba
2b sin bt 2a sin at
2
2
2(b a )
64
v
R
1
v(t ) R i (t ) i (u )dt
C0
65
f (t )
F s L f t
(t ) unit impulse
(t ) as t 0
(t ) 0 for t 0
1 for t 0
u (t )
0 for t 0
1
s
e sT
s