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LAPLACE TRANSFORMATION

2.1 The Laplace transform


Let f(t) be a given function which is defined for all t 0. If we multiply f(t) by
e-st and integrate with respect to t from zero to infinity. Then, if the resulting exists, it
is a function of s, say F(s). This is expressed as

F ( s) f (t )e st dt
0

The function F(s) is called the Laplace transform of the original function f(t), and will
be denoted by L(f). Thus

F ( s) L( f ) f (t )e st dt

(2.1)

The original function f(t) in the above equation (2.1) is called the inverse
Laplace transform or inverse of F(s) and will be denoted by
f (t ) L1 F ( s)

Note: f(t) is writing in lower case letters while F(s) in same letters in capital.
Theorem 2.1: (Existence Theorem for Laplace Transform)
Let f(t) be a function which satisfied the following conditions:
(1) f(t) is continuous on the entire t- axis, except for individual points at which f(t) has
discontinuities of the first kind (see Figure 2.1), and in each finite interval of t there
can only be a finite number of such points;
f(t)

t0

t1

Figure 2.1: Piecewise continuous function

(2) f(t) is equal to zero for negative t, i.e., f(t) = 0 for t < 0;
(3) as t increases,

the modulus of f(t) increases not faster than an exponential

function, i.e., there exist numbers M > 0 and s0 , such that for all t, we have
f (t ) Me s0t .

Then the Laplace transform of f(t) exists for all s > s0.
Proof

Since F ( s) L( f ) f (t )e st dt , then
0

F ( s) f (t )e st dt f (t )e st dt
0

f (t ) e st dt Me s0t e st dt

M
,
s s0

where the condition s > s0 was needed for the existence of the last integral.
Example 2.1 Find the Laplace transform of the unit function f(t) = u0(t) = 1 for t 0.
Solution
u0(t)
1
t

Figure 2.2: The unit function


1 for t 0
is called the unit step function and is denoted by u0(t).
0 for t 0

Here, f (t )
Then

F ( s) L(u0 (t )) (1) e
0

st

e st
dt
s

1
.
0 s

Example 2.2 If f(t) = eat (exponential function), find F(s)


Solution

F ( s) f (t )e
0

st

at st

dt e e
0

e ( s a ) t
dt
( s a)

1
.

0 s a

2.2 Properties of the Laplace Transform


(1) Linearity: If the two functions f(t) and g(t) have Laplace transforms F(s) and G(s),
then for any constants a and b we have
L ( af ( t ) bg ( t )) aL ( f ( t )) bL ( g ( t )) aF ( s) bG ( s).

(2.2)

Example 2.3 Find the Laplace transform of the function f(t) = sin at, t > 0.
Solution

e iat e iat
Since sin at
2i

( i is the complex number 1 ) , then

e iat e iat
st
F ( s) f (t )e st dt sin at e st dt
e dt
2
0
0
0

1 e ( sia ) t e ( sia ) t 1 1
1

0
2i s ia
2i s ia s ia
s ia

1 s ia s ia
a

.
2i ( s ia )( s ia ) s 2 a 2

Or
e iat e iat

) (using the relation (2.2)


2i
2i
a
1
1 1
1

L(e iat ) L(e iat )

= 2
.

2i
2i s ia s ia ) s a 2

F ( s) L(sin at ) L(

Similarly, we can prove that


L(cos at )

s a2
2

Example 2.4 Find F(s) if f(t) = cosh at


Solution
Since sinh at

e at e at
e at e at
and cosh at
,
2
2

then

e at e at
F ( s) L(cosh at ) L(

) (using the relation (2.2)


2
2
s
1
1 1
1
L(e at ) L(e at )

= 2
.

2
2 s a s a) s a 2

Similarly, L(sinh at )

a
s2 a 2

(2) Similarity: If f(t) is an inverse transform and F(s) is its Laplace transform, then
for any constant a > 0,
L f ( at )

1
s
F( )
a a

(2.3)

Proof
Putting = at, we have d = a dt, then

L f (at ) f (at )e st dt
0


1
1 s
f ( )e a d F ( ).
a0
a a

Example 2.5 Find F(s) if f(t) = cosh at using the relation (2.3)
Solution
Since L(cosh t )

s
s 1
2

L(cosh at )

s
s 1
2

. Then

1 s
s
F ( ), where F ( s) 2
. Thus
a a
s 1

s
1
s
a
L(cosh at )
2
.
2
a s 2
s

a
( ) 1
a

(3) First Shifting Property: If f(t) is an inverse transform and F(s) is its Laplace
transform, then for any constant a > 0,

L e at f (t ) F ( s a ).

(2.4)

Proof

L f (at ) e at f (t )e st dt f (t )e ( sa ) dt F ( s a ).

Example 2.6 Using the first shifting property to find L(eat)


Solution
at

at

Putting e = e u0(t), since L(u0(t)) = F(s) = 1/s. Then


L(eat) = L(eat u0(t)) = F(s-a) = 1/(s-a).
(4) Second Shifting Property: If f(t) is an inverse transform and F(s) is its Laplace
transform and if
f (t a ) for t a
g (t )
0 for t a ,

, then for any constant a > 0,


g(t)

Figure 2.3: The graph of g(t)


L( g (t )) G ( s) e as F ( s).

Proof

(2.5)

G ( s) g (t )e st dt f (t a )e st dt .

Make the substitution =t-a, then d = dt and we have

G ( s) f (t a )e st dt f ( )e s( a ) d
0

e as f ( )e s d e as F ( s).
0

Example 2.7 Using the second shifting property to find the Laplace transform of
1 for t a
ua ( t )
0 for t a ,

Solution
Using the second shifting property (2.5), then
Lua ( t ) Lu0 (t a ) e as Lu0 ( t )

e as
.
s

Example 2.8 Find the Laplace transform of the function


1

f (t ) 0
sin t

if

0t

if t 2
if t 2

Solution
We can represent f(t) in terms of unit step functions as:
f (t ) u 0 (t ) u (t ) u2 (t ) sin t .

Here, sin t = sin (t - 2) because the function sin t is a periodic function with period T
= 2. Then from the relation (2.5) and the Laplace transforms of the unit step and the
sin t, we thus obtain
L( f ) L(u0 (t )) L(u (t )) L( u2 (t ) sin(t 2 ))
=

1 e s e 2s

2
.
s
s
s 1

Example 2. 9 Find The Laplace transform of the function


0

f (t ) A

if t a
if a t b
if t b

Solution
f(t)
A

Figure 2.5: Example 2.10

The function f(t) can be written in terms of the unit step functions as
f (t ) Au a (t ) Aub ( t ). Then as the the previous example,

L( f ) A( L(ua (t )) L( ub ( t ))
e as e bs
A
= A(

) ( e as e bs ).
s
s
s

2.3 The Laplace Transform of Gamma Function


Definition: The Gamma functions is denoted by

( k 1) e t t k d t .
0

Properties:
(1) ( k 1) k ( k ).
Proof

Since ( k 1) e t t k d t . Integrating by parts, then


0

( k 1) e t t k d t t k ( e t )

ke t t k 1 d t

k e t t k 1d t k k .
0

(2) (1) e t t 0 dt e t dt e t
(3) If k is an integer number, then
Proof

1.
0

( k 1) =k!.

( k 1) and defined by

Since ( k 1) k ( k ). Then

(2) (1) (1) 1,


( 3 ) ( 2 ) ( 2 ) 1( 2 ),
( 4 ) ( 3 ) ( 3 ) 1( 2 )( 3 ),

(( k 1) ( k ) ( k ) 1( 2 )( 3 )... ( k 1)( k ) k !,

(4) (1 / 2) .

( k )

-3

-2

-1

Figure 2.6: Gamma Function


Example 2.11 Find L(tk)
Solution

L(t k ) t k e st dt ,
0

Put u = st, then dt = du/s, substitute in the above equation, we get

1 u k u
1
L(t ) k e du k 1 u k e u du
s0s
s 0
( k 1)

.
s k 1
k

If k is an integer, then we have

( k 1) k ( k ) and L(t n )

n!
.
s n1

Unit Impulse Function: The unit impulse function is denoted by 0(t) and has an
area of unity, its height approaches infinity () and its base approaches zero(0).

f(t)

Figure 2.7: The impulse function


From the above Figure 2.7, we observe that, if 0, the unit impulse function
results.

1 1 e s
L( f (t )) Lu0 (t ) u (t )

s
s
1

Then

1 1 e s 0

(using L' Hospital 's rule)
0 s
s 0

L( 0 ( t )) lim

d
( 1 e es )
se - s
1
1
= lim
=1.
= lim d
d
0 1
s
s 0

d
Table 2.1: Laplace Transforms of Some Elementary Functions
f(t) =L-1(F(s))

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

1/s

c ( constant)

c/s

eat

1/(s-a)

tn (n is positive

n!
s n1

integer)
5

tp (p > -1)

( p 1)
.
s p1

u0(t)

1/s

ua(t)

e-as/s

f(t) =L-1(F(s))

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

f(t) =L-1(F(s))

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

0 (t )

a (t )

e-as

10

sin at

a
s a2
2

11

cos at

s
s2 a 2

12

sinh at

a
s a2
2

13

cosh at

s
s a2
2

14

ebt sin at

a
( s b) 2 a 2

15

ebt cos at

sb
( s b) 2 a 2

16

ebt sinh at

a
( s b) 2 a 2

17

ebt cosh at

sb
( s b) 2 a 2

18

sin a(t-)

ae s
s2 a 2

19

cos a(t-)

se s
s2 a 2

Example 2.12 Find the inverse Laplace transform of F ( s)


Solution
From the Table 2.1, we observe that

L1 (

s
) cos 2t , then
s 22
2

f (t ) L1 ( F ( s)) L1 (

2s
) 2 cos 2t .
s 4
2

2s
s 4
2

4e 2 s
Example 2.13 Find the inverse Laplace transform of F ( s) 2
s 16
Solution
From the Table 2.1, we observe that

4e 2 s
L ( 2
) sinh 4(t 2), then
s 42
1

4e 2 s
f (t ) L ( F ( s)) L ( 2
) sinh 4(t 2).
s 42
1

Note: The above function can be written as

sinh 4(t 2), t 2


f (t )
t 2
0,
Or

f (t ) u2 (t ) sinh 4(t 2).


Example 2.14 Find the inverse Laplace transform of F ( s)

6s
s 4 s 13

Solution
Let as write the given function as

6s
6s
2
s 4 s 13 ( s 4 s 4) 9
6( s 2) 12
6( s 2)
12

.
2
2
2
2
( s 2) 3
( s 2) 3
( s 2) 2 32

F ( s)

Then using the Table 2.1, we 0btain

f (t ) L1 ( F ( s)) L1 (
6 L1

6s
)
s 4 s 13
2

s2
3
4 L1
2
2
( s 2) 3
( s 2) 2 32

6e 2 t cos 3t 4e 2 t sin 3t 2e 2 t 3cos 3t 2 sin 3t .


Example 2.15 Find the Laplace transform of cos2 3t
Solution
Since 2cos2 3t =1+ cos 6t, then

1
L1 cos 6t
2
1 1
2 s 2 36
s

2
2 s s 62 2 s( s 2 36)

F ( s) L(cos2 3t )

2.4 Laplace Transforms of Derivatives and Integrals


2.3.1 Derivative:

Suppose that f(t) is continuous for all t 0, satisfies the conditions of existence
(Theorem 2.1) and has a derivative f ( t ) which is piecwise continuous on every
finite interval in the range t 0. Then the Laplace transform of the derivative f ( t )
exists and

L( f ( t )) sL( f ( t )) f ( 0).
Proof

L( f (t )) f (t )e st dt e st f (t )
0


f (t )( s)e st dt
0 0

e f ( ) f (0) s f (t )e st dt
0

sL( f (t )) f (0) (since f (t ) is bounded).


In general

L( f n (t )) s n L( f (t )) s n1 f (0) s n2 f (0) s n3 f (0)


... f

( n 1)

(0).

where n denotes the order of the derivative.


Example 2. 16 Find L(sin2 t)
Solution
Since the sin2 t does not found in the Table 2.1. then we can use the Laplace
derivative.

f (t )

d
(sin 2 t ) 2 sin t cos t sin 2t and f(0) = 0, then
dt

L(sin 2t ) sL(sin 2 t ) sin 2 (0)


2
2
sF ( s) 0
s 4

Thus

F ( s) L(sin 2 t )

2
.
s( s 4 )
2

Example 2. 17 Find L(t sin at)


Solution
Since the function f(t) = (t sin at) does not found in the Table 2.1. then we can use the
Laplace derivative.

f (t )

d
(t sin at ) sin at at cos at ,
dt

d2
d
(t sin at ) (sin at at cos at )
2
dt
dt
a cos at a cos at a 2 t sin at=2a cos at-a 2 f(t)

f (t )

f (0) = 0 and f(0) = 0, then

L( f ( t )) s 2 F ( s) sf (0) f ( 0)
or

L( f (t )) L(2a cos at a 2 f (t ))
F ( s) L( f (t ))

s2
s2
2as
a 2 F ( s)
2
2
s a 2
.
s
Thus

F ( s)( s 2 a 2 )

2as
,
(s a 2 )
2

or

F ( s)

2as
.
(s a 2 )2
2

2.4.2: Integration:

If f(t) is piecewise continuous and satisfies the conditions of theorem 2.1, then
t

L( f ( )d
0

Proof

L( f (t )) F ( s)

s
s

Let g (t ) f ( )d , then g ( t ) f ( t ), except for points at which f(t) is


0

discontinuous. Hence g (t ) is piecewise continuous on each finite interval, and

L ( f (t )) L ( g ( t )) sG ( s) g ( 0), since g(0) = 0, then F(s) = s G(s), or


t

L( f ( )d
0

L( f (t )) F ( s)

.
s
s

Note: This formula is useful for the inverse of the Laplace transforms. Taking the

inverse, then

F ( s) t
L1
f ( )d .
s 0
Example 2.18 Find f(t) if F(s) = 1/(s2(s2+a2)).
Solution

1 1
sin at . And from the integral relation
s2 a 2 a

We have L1

1
2
2
1t
1
L1 s a sin ad 2 (1 cos at )
s a0
a

Also,

2
2
2

2
1 t
1 s a
1 s( s a )
L
L

(1 cos a ) d
2
s

a2 0
s

sin a t 1
sin at
1

).

2 (t
2
a
0 a
a

2.5 Differentiation and Integration of Laplace Transforms

Let F ( s) L( f (t )) f (t )e st dt ,
0

then differentiate with respect to S, we get

F ( s)

d
st
f ( t ) e dt
ds 0

Using the Liebents rule of the differentiation under the sign of the integration, then

F ( s)

d
d
st
st
f (t ) e dt ( f ( t ) e dt )
ds 0
0 ds

tf (t )e st dt L(tf (t )).
0

Thus

Ltf (t ) F ( s)

dF ( s)
.
ds

In general, we can prove that

L t n f (t ) ( 1) n

d n F ( s)
.
ds n

Similarly, if the function f(t) satisfies the conditions of the theorem 2.1, and the limit
(f(t)/t) as t approaches 0 from the right, exists, then

f (t )
F ( s )ds .
L
t s
Proof
In fact, from the definition it follows that


dt ds f (t )e st ds dt

0s

f (t )
f (t ) st
f (t )

e
dt
e st dt L(
).
s
t
t
0
0 t

F ( s ) ds f ( t ) e
s
s 0

st

Example 2. 19 Find the inverse Laplace transform of the function ln 1

Solution
By differentiation w.r.t. s, we get

2a 2
d a2

ln 1 2
ds
s
s( s 2 a 2 )
2
2s
( using Partial fraction)
2
s s a2
Then
2s
2
tf ( t ) L 1 ( F ( S )) L 1 2

s s a2
2 2 cos at .

a2

s2

Thus

a2
2
f ( t ) L1 {ln 1 2 } ( 1 cos at ).
t
s
Example 2. 20 Find the inverse Laplace transform of the function

Solution
Since L(sin at )

a
, then
s a2
2

d a
2as
F1( s).
2
2
2
ds s a ( s a 2 ) 2

Also,

L(cos at )

s
, then
s a2
2

d s
s2 a 2 2s2
s2 a 2
2
2
F2( s).

ds s a 2
(s2 a 2 ) 2
(s a 2 )2
Then

L(t sin at ) F1 ( s)

2as
(s a 2 )2
2

and

s2 a 2

L(t cos at ) F2 ( s) 2
(s a 2 )2
We have,

2as
s2 a 2
L(t sin at t cos at ) 2

( s a 2 ) 2 ( s2 a 2 ) 2
and

1
1
s2 a 2
2
L(t cos at sin at ) 2
2 2
a
(s a )
s a2
2s2
2
(s a 2 )2

2
2a
( s 2 a 2 ) 2

1
s2 a 2

Thus
f(t)

F(s)

1
sin at at cos at
2a 3

1
(s a 2 )2

1
sin at
2a

s
(s a 2 )2

1
sin at at cos at
2a

s2
(s2 a 2 ) 2

2.6 Laplace Transform of the Periodic Function


Definition: A function f(x) defined on an infinite set D is called a periodic if there

exists a number T 0 such that for each x D;


f(x T) = f(x), (x, T D).
The number T is called the period of f(x).
If f(t) is piecewise continuous on an interval of length T, then its Laplace transform
exists, and we can write the integral from zero to infinity as the series of integrals over
successive periods:

2T

L( f ) f (t )e st dt f (t )e st dt f (t )e st dt
3T

f (t )e st dt ...
2T

Putting t = + T in the second integral, t = +2T in the third integral, ... and t =
+(n-1)T in the nth integral, then the new limits in every integral are 0 and T. Since f(
+ T) = f( ), f( + 2T) = f( ), etc., we thus obtain

L( f ) f (t )e st dt f ( )e s d + f ( )e s ( T ) d
T

f ( )e s( 2 T ) d ...
0

1 e sT e 2 sT e 3sT ... f ( )e s d
0

1
f ( )e s d .
sT
1 e 0
T

example 2.21 Find the Laplace of the periodic square wave function

Solution
f(t)
A
a

2a

3a

4a

-A

Figure 2.8 Square wave function


Since f(t) is a periodic function with period T = 2a, then

1 T
f ( )e s d
sT
1 e 0
2a
1

f ( )e s d
2 as
1 e
0
a
1
Ae s d 2 a Ae s d

1 e 2 as 0
a

L( f ) f (t )e st dt
0

A
1 e 2 as

e st a e st 2a

a
0

s
s

A
1 e as e 2 as e as
2 as
s(1 e )
A

(1 e 2 as ) 2
2 as
s(1 e )

Example 2.22

A(1 e as ) A
as
tanh .
as
2
s(1 e ) s

Find the Laplace transform of the periodic half- wave rectifier

function

sin t when 0 t /
f (t )
0 when / w t 2 /
Solution
f(t)
1
/2

Figure 2. 9 Half-wave Rectifier function

Since f(t) is a periodic function with period T = 2/, then

1 /
f ( )e s d
sT
1 e
0
2
/w

f ( )e s d

2 s /
1 e
/
1
/ w

sin te s d 0
2 s /
1 e
0

1 e 2s/

L( f ) f (t )e st dt
0

cost / s / st
I e st sin tdt e st

e costdt
0
w
0
0

e s / 1 s st sin t / s / st

=
e

e sin tdt TThen


0

e s /

s2

1 e s /

s2

I.

(1 e s / )

s2 2

Thus

F ( s)

1
(1 e s / )
(1 e s / )(1 e s / ) s 2 2

(s )(1 e s / )
2

2.7 Convolution of Functions(Multiplication Theorem)

If two functions f(t) and g(t) are defined and continuous for all t, then we define
the convolution (f *g)(t) of the functions as a new function of t given by
t

( f * g )(t ) f ( ) g (t )d .
0

Note: We can prove that (f *g)(t) = (g *f)(t) or


t

f ( ) g (t )d g ( ) f (t )d .

Theorem 2.2 (Convolution):

If L(f(t)) = F(s) and L(g(t)) = G(s), then the convolution (f *g)(t) has the

Laplace transform (F(s) G(s)), i.e.,


t
L( f * g )(t ) L f ( ) g (t )d F ( s)G ( s).
0

Proof: We have

L( f * g )(t ) L f ( ) g (t )d
0

f ( ) g (t )d e st dt .

0 0

Making use the fact that


t

f ( ) g (t )d f ( ) g (t )d (since g(t-) = 0 for > t )

We will obtain
t

0 0

f ( ) g ( t ) d e

st

dt f ( ) g (t ) d e st dt .

00

Changing the order of the double integration on the right hand side, we get

L( f * g )(t ) f ( ) g (t )d e st dt

00

f ( ) e st g (t )dt d
0

f ( ) L( g (t )d

Examp

f ( )(e s G ( s))d G ( s) f ( )e s d
F ( s)G ( s).
Example 2.23 Find the Laplace Transform for the function
t

g (t ) sin(t )d
0

Solution

G ( s) L( sin(t )d ) Lt * sin t
t

L(t ) L(sin t )

1 1
1
2 2
.
2 2
s s 1 s ( s 1)

Example 2.24 Find the inverse transformation of

F ( s)

1
s 2 ( s 2 1)

.
Solution

Let G ( s)

1
s2

and H ( s)

1
, then using the convolution theorem, we get
( s 1)
2

L1 G ( s) H ( s) ( g * h)(t ) sin (t )d
0

t t

= (t ) cos cosd
0 0

t
t sin t sin t .
0
2.8 The Inverse Transformation by Using Partial Fractions:
2.8.1 Unrepeated Linear Factor (s - a)

Consider the ratio of two polynomials P(s) and Q(s)

such that the order of

Q(s) is greater than the order of P(s). Then the method of partial fractions allows us to
write

F ( s)

A1
A2
A3
A
P ( s)

... n
G ( s) s a1 s a2 s a3
s an

Where

P ( s)
Ai lim ( s ai )
for i 1,2,..., n.
sai
Q( s)
2.8.2. Repeated Linear Factor (s - a)m

If there are repeated roots in Q(s), such as (s - a)m , we would have the sum of
partial fractions,

F ( s)
Ai

Am
Am1
Am2
A
P ( s)

... 1 where
m
m1
m 2
G ( s) ( s a1 )
s a1
( s a1 )
( s a1 )

d mi
P ( s)
1
lim mi ( s ai ) m
for i 1,2,..., n.
Q( s)
(m i )! sai ds

2.8.3 Unrepeated Quadratic Factor [(s-a)2 + b2]

Suppose that a quadratic factor appears in Q(s), such as [(s-a)2 + b2]. Then

F ( s)

B1s B2
A1
A2
An
P ( s)

...
2
2
G ( s) ( s a ) b
s a1 s a2
s an

where

( s a ) 2 b 2 P ( s)

B1 (a ib) B2 lim
sa ib
Q ( s)

2.8.4. Repeated Quadratic Factor [(s-a)2 + b2]

If the square of a quadratic factor appears in Q(s), the transform F(s) would be
expanded in partial fractions as

F ( s)

C1s C2
P ( s)

G ( s) ( s a ) 2 b 2

B1s B2

(s a)
2

b2

A1
s a1
where

A
... n
s an

(s a)2 b2
C1 (a ib) C2 lim
sa ib
Q( s)

P( s) ,
2

2
2
d ( s a ) b P ( s)

.
B1 (a ib) B2 lim
sa ib ds
Q ( s)

Example 2.25 Find the inverse transformation of

F ( s)

s 3 3s 2 2 s 4
s( s 1)( s 2)( s 2 4 s 3)
Solution

s 3 3s 2 2 s 4
F ( s)
s( s 1)( s 2)( s 2 4 s 3)
s 3 3s 2 2 s 4

s( s 1)( s 2)( s 1)( s 3)


A
A
A
A
A
1 2 3 4 5
s s 1 s 2 s 1 s 3
Where


4
s 3 3s 2 2 s 4
A1 lim
,
s0 ( s 1)( s 2)( s 1)( s 3)

6
s 3 3s 2 2 s 4
6
A2 lim
,

s1 s( s 2)( s 1)( s 3)
8

s 3 3s 2 2 s 4 2
A3 lim
,
s2 s( s 1)( s 1)( s 3)

3
s 3 3s 2 2 s 4
2
A4 lim
,

s1 s( s 1)( s 2 )( s 3)
3

s 3 3s 2 2 s 4 1
A5 lim
.
s3 s( s 1)( s 2)( s 1)

12
Then

2
3
2
2
1
F ( s) 3 4 3 3 12 .
s s 1 s 2 s 1 s 3
Thus

f (t )

2 3 t 2 2 t 2 t 1 3t
e e e e .
3 4
3
3
12

Example 2.26 Find the inverse transformation of

F ( s)

s
( s 1)( s 2 s 5)
2

Solution

F ( s)

( s 1)( s 2 s 5)
B1s B2
A

.
=
s - 1 ( s 1) 2 2 2
2

s
1

,
s1 s 2 2 s 5
8

Here, A lim

and the roots of ( s 2 2 s 5) are s


Then

2 4 20
1 2i.
2

s
1 2i

s1 2 i s 1
2 2i
- 1 + 2i 2 2i 6 2i
=

.
- 2 + 2i 2 2i
8

B1 ( 1 2i ) B2 lim

Equating real and imaginary parts:


2B1 = -1/4, B1 = -1/8 and (-B1+ B2) = 3/4, or B2 = 5/8
Thus

1 1
s5

F ( s)
8 s - 1 ( s 1) 2 2 2

1 1
6
( s 1)

2
2
8 s - 1 ( s 1) 2
( s 1) 2 2 2

The inverse transformation is

f (t )

1 t
e e t cos 2t 3e t sin 2t .
8

Example 2.27 Find the inverse transformation of

F ( s)

1
s ( s 2 1)
2

.
Solution

Using the partial fraction, we get

F ( s)

A2 A1 B1s B2

2
.
s
s2
s 1

Here

1
1,
s0 s 1
d 1
2s
A1 lim
lim 2
0,
2
s0 ds s 1
s0 ( s 1) 2
A 2 lim

and the roots of ( s 2 1) are s i.

B1 (i ) B2 lim
si

1
1

1.
2
1
s

Then, B1 = 0 and B2 = -1. Thus

F ( s)

1
1
2
.
2
s
s 1

The inverse transformation is

f (t ) t sin t .
2.9 Applications of the Laplace Transforms
2.9.1 Solution of Differential Equations

We are now in a position to solve linear differential equations with constant


and variable coefficients. To solve a differential equation, we first shall find the
Laplace transform of each term of the differential equation, using the techniques
presented in the previous sections. The resulting algebraic equation will then be
organized into a form for which the inverse can be readily found.

Example 2.28 Solve the differential equation

x (t ) x (t ) 2 cos t , x (0) 0, x (0) 1.


Solution
Taking the Laplace transform of both sides, we get

L( x (t ) x (t )) 2 L(cos t ), or

s 2 X ( s) sx (0) x (0) X ( s)

2s
s 1
2

Substituting the initial conditions, we obtain

s 2 X ( s) 1 X ( s)

2s
s 1
2

or

2s
1,
s2 1
2s
1
X ( s) 2
2
2
s 1
( s 1)
X ( s)(1 s 2 )

Taking the inverse transform, we get

s
sin t ,
x (t ) 2 L1 2
2
( s 1)

Since

2s
d 1

, then
2
ds s 2 1
( s 1)
2

2s
1
tL1 2
L1 2
t sin t .
2
s 1
( s 1)
Therefore,

x (t ) t sin t sin t (t 1) sin t .


Example 2.29 Solve the system of differential equation

x (t ) y (t ), y (t)=2 x(t)+2 y(t),


x( 0 ) y (0) 1.
Solution
Taking the Laplace transform of both sides, we get

sX ( s) x (0) Y ( s),
sY ( s) y (0) 2 X ( s) 2Y ( s),
Or

sX ( s) 1 Y ( s),
sY ( s) 1 2 X ( s) 2Y ( s)
Solving the later for X(s) and Y(s), gives

X ( s)

2
s3
s 1

2
s 2 s 2 ( s 1) 1 ( s 1) 2 1
2

Then x (t ) e t cos t 2e t sin t ,


and

Y ( s)

s2
s 1
3

s 2 2 s 2 ( s 1) 2 1 ( s 1) 2 1

Then y (t ) e t cos t 3e t sin t .

Example 2.30 Solve the differential equation:

xy 2 y 4 xy 0 with y (0) 1.
Solution
Taking the Laplace transform of the equation

d 2
s Y ( s) sy (0) y (0) 2 sY ( s) y (0)
ds
d

4 Y ( s) 0
ds

s 2Y ( s) 2 sY ( s) 1 0 2 sY ( s) 2 4Y ( s) 0,
or

( s 2 4)Y ( s) 1 0,
Y ( s)

1
s 1
2

Thus

1 1
sin 2 x
L1 ( Y ( s)) L1 2
2
s 2 2
Since L1 ( Y ( s)) xy ( x ),
Therefore,

sin 2 x
.
2x

2.9.2 Solution of The Integral Equations

Example 2.31 Solve the integro-differential equation:


x
dy
3 y ( x ) cosh d for x 0, given that y (0) 1. Solution
dx
0

Taking the Laplace transform of both sides (note that the right hand side is the
convolution of the functions y(x) and cosh x, i.e., y(x) * cosh x , we get

sY ( s) y (0) 3 L( y ( x )) L(cosh x ) 3Y ( s)

s
,
s 1
2

or

s2 1
s
1
Y ( s) 3
2

.
2
s 4 s s 4 s( s 4 )
Taking the inverse Laplace Transform, we obtain

1
s
y ( x ) L1 2
L1 2
2
2
s 2
s( s 2 )

x sinh 2

= cosh 2 x

cosh 2 x

x
1
d cosh 2 x cosh 2
0
4

1
1
cosh 2 x 1 1 3cosh 2 x.
4
4

Example 2.32 Solve the integral equation:


x

y (t ) t sin( x ) y (t )d .
0

Solution
Taking the Laplace transform of both sides (note that the second term in the right hand
side is the convolution of the functions y(t) and sin t, i.e., y(t) * sin t , we get

Y ( s) L( y (t )) L(sin x )

1
1
Y ( s) 2
,
2
s
s 1

or

1
s2 1 1
Y ( s) 4 2 4 .
s
s
s
Taking the inverse Laplace Transform, we obtain

t3
1
1
y ( x ) L1 2 L1 4 = t .
6
s
s
Example 2. 33 Find the Laplace transform of the followin functions
x

(1) xe 3 x sin 2 xdx


0
x

(2)e 3 x x sin 2 xdx


0

sin x , 0 x
(3) y ( x )
x
0,
Solution
(1)

L(sin 2 x )

2
,
s2 4

L( x sin 2 x )

2
4s
d
( 2
) 2
,
ds s 4
( s 4) 2

4( s 3)
, and
(( s 3) 2 4) 2

L(e 3 x x sin 2 x )

x
1 4( s 3)
L( e 3 x x sin 2 xdx )
.
s (( s 3) 2 4) 2
0

(2) We have before that

L( x sin 2 x )

4s
,
( s 4) 2
2

x
1 4s
4

L( x sin 2 xdx ) 2
,

s ( s 4) 2 ( s 2 4) 2
0

Finally,
x

4)
L(e 3 x x sin 2 xdx )
.
2
2
((
s

3
)

4
)
0

Exercise 1

(1) Find the Laplace transforms of the following functions:


(One) 3t + 4, (b) t2 + at +b, (c) sin(2n t/T),
(Two) cos( t + ), (e) cosh2 3t, (f) eat+b ,
f(t)
(g)

(h)

(i)
2
4

(2) Find the Laplace transforms of the following functions

(a )t cos at
(b)t sinh at
(c)e 2 t cos5t
(d )e 2 t (cos 3t sin 3t )
( e) t 2 e 2 t
( f )(t 1) 2 u1 (t )
( g )tu2 (t )
(h)te 2 t cos at
(i )t 2 cos5t
(3) Prove that

1
s2
(a ) L1 2
sin at at cos at
2 2

(
s
a
)

2a

1
1
(b) L1 2
3 sin at at cos at
2 2
( s a ) 2a
(4) Find the inverse Laplace transforms of the following functions:
(a )

(b )

(i )

s2 1
( s 1)

(k )

sa

,
s (sb)
1
(c) 2 2
,
(d ) 4
s ( s 1)
s 2s3
n
s
(e)
,(f)
,
2
2
( s 2 ) ( n )
( s 3 )2 1
2s
as b
(g)
, (h) 2
,
2
2
(s c) d
( s 4 )2
s 2s
s 1
2

s
( j )tan 1 ,
a

3s 2 2 s 1
( s 3 )( s 2 1 )

(l )

s2 s 2
( s 1 )3

(5) Find the Laplace transforms of the periodic functions:

(a ) f (t ) e t , 0 t 2 ,
0t
t,
(b) f (t )
t , t 2
t
(c) f (t ) sin , 0 t 2 .
2

(6) Solve the following differential equations using the Laplace transform:

(a ) y 4 y 5 y 0, y (0) 1, y (0) 2,
(b) y 3 y 2 y e t , y (0) 0, y (0) 0,
(c) y 3 y 2 y r (t ), y (0) 0, y (0) , if
r (t ) 1 if 0 t t 0 and 0 if t t 0 ,
(d ) y1 y2 2 cos t , y1 y2 0, y1 (0) 0, y2 (0) 1,
(e) y1 y2 5 cos 2t , y1 y2 5 cos 2t , y1 (0) 1,
y1 (0) 1, y2 (0) 1, y2 (0) 1.
(7) Find the response due to the input function for each the systems shown

v(t)=f(t)
K = 50N/m

i(t)
c = 0.05 F

M=2Kg
L = 2H
y(t)

f(t)
f(t)

(a)

2
2

4 6

8 t

f(t)
(b)

Report 2:

Find the Laplace transforms of the following functions:


( a )sin t cos 5t , ( b )e 2 t cos 2 2t , ( c )e 2 t cosh t sin 3t , ( d )t 2 e t sin( 2t 1 )

2. Find the inverse Laplace transforms of the following functions:

(a )

4 3s
s

, (b )

s 10
s 1
s 1
, (c)
, ( d )ln
2
2
s 1
s( s 2 )( s 3 )
( s 1) ( s 4 )

3. Solve the following diff. Eq.


( D 2 5D 4 ) y 12 9e t 5 sin 2t , y( 0 ) 1, y ( 0 ) 2 , t 0.

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