Lecture-IV

L APLACE T RANSFORMS

G. Ramesh

21 Sep 2015
 Lecture-IV

O UTLINE

1 L ECTURE -IV
 Lecture-IV

L APLACE TRANSFORM OF D ERIVATIVES

Let f : [0, ) R be a continuous function with exponential

order . Assume that f 0 is piecewise continuous. Then
L(f 0 ) exists and
L(f 0 ) = sL(f ) f (0).
 Lecture-IV

L APLACE TRANSFORM OF D ERIVATIVES

Let f : [0, ) R be a continuous function with exponential

order . Assume that f 0 is piecewise continuous. Then
L(f 0 ) exists and
L(f 0 ) = sL(f ) f (0).

Example
1 Let f (t) = sin2 (t). Find L(f )?
 Lecture-IV

L APLACE TRANSFORM OF D ERIVATIVES

Let f : [0, ) R be a continuous function with exponential

order . Assume that f 0 is piecewise continuous. Then
L(f 0 ) exists and
L(f 0 ) = sL(f ) f (0).

Example
1 Let f (t) = sin2 (t). Find L(f )?
2
Ans: L(f ) = 2
.
s(s + 4)
2 Find L(t sin(wt)), t [0, )?.
 Lecture-IV

L APLACE TRANSFORM OF D ERIVATIVES

Let f : [0, ) R be a continuous function with exponential

order . Assume that f 0 is piecewise continuous. Then
L(f 0 ) exists and
L(f 0 ) = sL(f ) f (0).

Example
1 Let f (t) = sin2 (t). Find L(f )?
2
Ans: L(f ) = 2
.
s(s + 4)
2 Find L(t sin(wt)), t [0, )?.
2ws
Ans: L(f ) = 2 .
(s + w 2 )2
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GENERALIZATION

T HEOREM
00
Let f , f 0 , f , , f n1 be continuous on [0, ) and
f j (j = 1, 2, . . . , n) be of exponential order . Then f n is
piecewise continuous and

L(f n ) = sn L(f ) sn1 f (0) sn2 f 0 (0), . . . , f n1 (0).

 Lecture-IV

GENERALIZATION

T HEOREM
00
Let f , f 0 , f , , f n1 be continuous on [0, ) and
f j (j = 1, 2, . . . , n) be of exponential order . Then f n is
piecewise continuous and

L(f n ) = sn L(f ) sn1 f (0) sn2 f 0 (0), . . . , f n1 (0).

Example
Solve the IVP: y 0 + 4y = et , y (0) = 2.
 Lecture-IV

GENERALIZATION

T HEOREM
00
Let f , f 0 , f , , f n1 be continuous on [0, ) and
f j (j = 1, 2, . . . , n) be of exponential order . Then f n is
piecewise continuous and

L(f n ) = sn L(f ) sn1 f (0) sn2 f 0 (0), . . . , f n1 (0).

Example
Solve the IVP: y 0 + 4y = et , y (0) = 2.
9 1
1 1

L(y ) = +
5 s+4 5 s1
 Lecture-IV

GENERALIZATION

T HEOREM
00
Let f , f 0 , f , , f n1 be continuous on [0, ) and
f j (j = 1, 2, . . . , n) be of exponential order . Then f n is
piecewise continuous and

L(f n ) = sn L(f ) sn1 f (0) sn2 f 0 (0), . . . , f n1 (0).

Example
Solve the IVP: y 0 + 4y = et , y (0) = 2.
9 1
1 1

L(y ) = +
5 s+4 5 s1
9 4t 1 t
y (t) = e + e.
5 5
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L APLACE TRANSFORMS FOR INTEGRALS

T HEOREM
Let f : [0, ) R be a piecewise continuous function with
exponential order . Then
Z t 
F(s)
L f (u)du = , (s > 0, s > )
0 s
  t
F(s)
Z
Hence L1 = f (u)du).
s 0
 Lecture-IV

L APLACE TRANSFORMS FOR INTEGRALS

T HEOREM
Let f : [0, ) R be a piecewise continuous function with
exponential order . Then
Z t 
F(s)
L f (u)du = , (s > 0, s > )
0 s
  t
F(s)
Z
Hence L1 = f (u)du).
s 0

EXAMPLE -1
 
1
Find L1
s(s + w 2 )
2
 Lecture-IV

L APLACE TRANSFORMS FOR INTEGRALS

T HEOREM
Let f : [0, ) R be a piecewise continuous function with
exponential order . Then
Z t 
F(s)
L f (u)du = , (s > 0, s > )
0 s
  t
F(s)
Z
Hence L1 = f (u)du).
s 0

EXAMPLE -1
 
1
Find L1
s(s2 + w 2 )
1 cos(wt)
Answer: f (t) = .
w2
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EXAMPLE -2
 
1
Find L1
s (s + w 2 )
2 2
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EXAMPLE -2
 
1
Find L1
s2 (s2 + w 2 )
t sin(wt)
w
Answer: f (t) = .
w2
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D IFFERENTIATION OF L APLACE TRANSFORMS

T HEOREM
Let f : [0, ) R be piecewise continuous and has
exponential order . Then

d
ds (F(s)) = (1)(tf (t)).

d
Hence L1 (tf (t)) = (1) ds (F(s)).

E XAMPLES
  s2 w 2
L t cos(wt) = 2 .
s + w2
  2ws
L t sin(wt) = 2 .
s + w2
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E XERCISES
Find the inverse Laplace transforms of the following:
 
s+a
L1 log( s+b )
 2 +a2

L1 log( ss2 +b 2)
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I NTEGRATION OF L APLACE TRANSFORM

Let f : [0, ) R be a piecewise continuous function with
f (t)
exponenetial order . Assume that lim exists. Then
t0+ t
Z  
f (t)
F (u)du = L (s > ).
s t

E XAMPLES
 
sin t R
1 L = s 1
x 2 +1
dx =
2 tan1 (s) = tan1 ( 1s ), s > 0
t
 Lecture-IV

I NTEGRATION OF L APLACE TRANSFORM

Let f : [0, ) R be a piecewise continuous function with
f (t)
exponenetial order . Assume that lim exists. Then
t0+ t
Z  
f (t)
F (u)du = L (s > ).
s t

E XAMPLES
 
sin t R
1 L = s 1
x 2 +1
dx =
2 tan1 (s) = tan1 ( 1s ), s > 0
t
 
sinh wt
2 L =
t
 Lecture-IV

I NTEGRATION OF L APLACE TRANSFORM

Let f : [0, ) R be a piecewise continuous function with
f (t)
exponenetial order . Assume that lim exists. Then
t0+ t
Z  
f (t)
F (u)du = L (s > ).
s t

E XAMPLES
 
sin t R
1 L = s x 21+1 dx = 2 tan1 (s) = tan1 ( 1s ), s > 0
t
 
sinh wt
2 L = 12 ln s+w
sw (s > w).
t
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C ONVOLUTION PRODUCT

Let f , g : [0, ) R be two functions. Then the convolution of f

and g is defined by
Z t
(f g)(t) = f ( )g(t )d
0

if the above integral exists.

 Lecture-IV

C ONVOLUTION PRODUCT

Let f , g : [0, ) R be two functions. Then the convolution of f

and g is defined by
Z t
(f g)(t) = f ( )g(t )d
0

if the above integral exists.

If f , g are piecewise continuous, the the above integral exists.

EXAMPLE
Let f (t) = et and g(t) = t. Then

(f g)(t) = et t 1.
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L APLACE TRANSFORM
If f , g : [0, ) R are piecewise continuous with exponential
order , then
L(f g) = L(f ).L(g)(s > )
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L APLACE TRANSFORM
If f , g : [0, ) R are piecewise continuous with exponential
order , then
L(f g) = L(f ).L(g)(s > )

1
L(eat ebt ) = sa 1
sb (s > a, s > b)
 
L1 1 1
sa sb = eat ebt .

 
1 1
1 Find L1 s2 s1
 
1
2 Find L1 (s+1)2
3 Solve the integral equation
Z t
y (t) = t + y ( ) sin(t )d.
0
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PARTIAL F RACTIONS

Useful in finding the inverse Laplace transform when it is

difficult to recognize that a given function is a Laplace transform
of a known function.
 Lecture-IV

PARTIAL F RACTIONS

Useful in finding the inverse Laplace transform when it is

difficult to recognize that a given function is a Laplace transform
of a known function.
E XAMPLE
1
F(s) = ; (s > 3)
(s 2)(s 3)
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PARTIAL F RACTIONS

Useful in finding the inverse Laplace transform when it is

difficult to recognize that a given function is a Laplace transform
of a known function.
E XAMPLE
1
F(s) = ; (s > 3)
(s 2)(s 3)
A B
Write F(s) = + (A, B are constants)
s2 s3
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PARTIAL F RACTIONS

Useful in finding the inverse Laplace transform when it is

difficult to recognize that a given function is a Laplace transform
of a known function.
E XAMPLE
1
F(s) = ; (s > 3)
(s 2)(s 3)
A B
Write F(s) = + (A, B are constants)
s2 s3
Substituting s = 2, we get A = 1.
 Lecture-IV

PARTIAL F RACTIONS

Useful in finding the inverse Laplace transform when it is

difficult to recognize that a given function is a Laplace transform
of a known function.
E XAMPLE
1
F(s) = ; (s > 3)
(s 2)(s 3)
A B
Write F(s) = + (A, B are constants)
s2 s3
Substituting s = 2, we get A = 1.
s = 3 gives B = 1.
1 1
Hence F(s) = .
s3 s2
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L INEAR FACTORS
P(s)
Let F(s) = , where P and Q are polynomials in s such
Q(s)
that
1 degree of P is less than or equals to the degree of Q
2 P and Q have no common factors.
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L INEAR FACTORS
P(s)
Let F(s) = , where P and Q are polynomials in s such
Q(s)
that
1 degree of P is less than or equals to the degree of Q
2 P and Q have no common factors.
Then
1 For each factor of the form as + b of Q(s), there
A
corresponds a partial fraction of the form (A is a
as + b
contsant)
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L INEAR FACTORS
P(s)
Let F(s) = , where P and Q are polynomials in s such
Q(s)
that
1 degree of P is less than or equals to the degree of Q
2 P and Q have no common factors.
Then
1 For each factor of the form as + b of Q(s), there
A
corresponds a partial fraction of the form (A is a
as + b
contsant)
2 For each repeated linear factor of the form (as + b)n of
Q(s), there corresponds a partial fraction of the form
A1 A2 An
+ + + (A0 s are contsants)
as + b (as + b)2 (as + b)n i
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Q UADRATIC FACTORS

1 For each factor of the form as2 + bs + c of Q(s), there

As + B
corresponds a partial fraction of the form 2
as + bs + c
(A, B are contsants)
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Q UADRATIC FACTORS

1 For each factor of the form as2 + bs + c of Q(s), there

As + B
corresponds a partial fraction of the form 2
as + bs + c
(A, B are contsants)
2 For each repeated factor of the form (as2 + bs + c)n of
Q(s), there corresponds a partial fraction of the form

A1 s + B1 A2 s + B2 An s + Bn
2
+ 2 2
+ +
as + bs + c (as + bs + c) (as2 + bs + c)n

(Ai , Bi0 s are contsants)

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E XAMPLES

 s+1 
Find L1 ;s>1
s2 (s 1)
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E XAMPLES

 s+1 
Find L1 ;s>1
s2 (s 1)
s+1 As + B C
2 = 2
+
s (s 1) s s1
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E XAMPLES

 s+1 
Find L1 ;s>1
s2 (s 1)
s+1 As + B C
2 = 2
+
s (s 1) s s1
substituting s = 0, 1, 2, we get B = 1, C = 2, A = 1
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E XAMPLES

 s+1 
Find L1 ;s>1
s2 (s 1)
s+1 As + B C
2 = 2
+
s (s 1) s s1
substituting s = 0, 1, 2, we get B = 1, C = 2, A = 1
 s+1 
L1 2 = 1 t + 2et .
s (s 1)
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E XAMPLES

 s+1 
Find L1 ;s>1
s2 (s 1)
s+1 As + B C
2 = 2
+
s (s 1) s s1
substituting s = 0, 1, 2, we get B = 1, C = 2, A = 1
 s+1 
L1 2 = 1 t + 2et .
s (s 1)

 2s2 
Find L1 ;s>1
(s2 + 1)(s 1)2
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E XAMPLES

 s+1 
Find L1 ;s>1
s2 (s 1)
s+1 As + B C
2 = 2
+
s (s 1) s s1
substituting s = 0, 1, 2, we get B = 1, C = 2, A = 1
 s+1 
L1 2 = 1 t + 2et .
s (s 1)

 2s2 
Find L1 ;s>1
(s2 + 1)(s 1)2
Solution: cos(t) + et + tet .
 Lecture-IV

Solve the IVP:

y 00 + 3y 0 + 2y = t + 1, y (0) = 1, y 0 (0) = 0.
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Solve the IVP:

y 00 + 3y 0 + 2y = t + 1, y (0) = 1, y 0 (0) = 0.

s3 + 3s2 + s + 1
L(y ) = ; s>0
s2 (s + 1)(s + 2)
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Solve the IVP:

y 00 + 3y 0 + 2y = t + 1, y (0) = 1, y 0 (0) = 0.

s3 + 3s2 + s + 1
L(y ) = ; s>0
s2 (s + 1)(s + 2)
s3 + 3s2 + s + 1 As + b C D
2 = 2
+ +
s (s + 1)(s + 2) s s+1 s+2
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Solve the IVP:

y 00 + 3y 0 + 2y = t + 1, y (0) = 1, y 0 (0) = 0.

s3 + 3s2 + s + 1
L(y ) = ; s>0
s2 (s + 1)(s + 2)
s3 + 3s2 + s + 1 As + b C D
2 = 2
+ +
s (s + 1)(s + 2) s s+1 s+2
A = 1 1 3
4 , B = 2 , C = 2, D = 4
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Solve the IVP:

y 00 + 3y 0 + 2y = t + 1, y (0) = 1, y 0 (0) = 0.

s3 + 3s2 + s + 1
L(y ) = ; s>0
s2 (s + 1)(s + 2)
s3 + 3s2 + s + 1 As + b C D
2 = 2
+ +
s (s + 1)(s + 2) s s+1 s+2
A = 1 1 3
4 , B = 2 , C = 2, D = 4
y (t) = 2t 14 + 2et 34 e2t .
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P ERIODIC F UNCTIONS

A function f : R R is called periodic with period L if

f (x) = f (x + L) for all x R
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P ERIODIC F UNCTIONS

A function f : R R is called periodic with period L if

f (x) = f (x + L) for all x R

E XAMPLES
1 the functions cos(x), sin(x) are periodic with period 2

2 the functions tan(x) and cot(x) are periodic with period

3 A constant function is periodic with any period
4 f (x) = x n , x R (n N) is not periodic
5 the functions ex , cosh(x) are not periodic
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If L is a period for a periodic function, then nL is a period

for each n Z
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If L is a period for a periodic function, then nL is a period

for each n Z
the smallest period is called the fundamental period for the
function.
2 is the fundamental period for cos(x) and sin(x)
a constant function has no fundamental period.
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If L is a period for a periodic function, then nL is a period

for each n Z
the smallest period is called the fundamental period for the
function.
2 is the fundamental period for cos(x) and sin(x)
a constant function has no fundamental period.

T HEOREM
Let f be a periodic function with period L and L(f ) = F(s).
Then Z L
1
F(s) = est f (t)dt.
1 esL 0
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