Lecture : 2

(INVERSE LAPLACE TRANSFORMS)

Course : B.Sc. (H) Physics

Semester : IV
Subject : Mathematical Physics III
UPC : 32221401
Teacher : Ms. Bhavna Vidhani
(Deptt. of Physics & Electronics)

Topics to be covered:-
 Inverse LT
 Inverse LT of Elementary Functions
 Properties of Inverse LT: Change of Scale Theorem, Shifting Theorem, Inverse
LT of Derivatives and Integrals of Functions, Multiplication and Division by
powers of s
 Convolution theorem

Books to be referred:
1. Schaum's Outline of Theory and Problems of Laplace Transforms by Murray R.
Spiegel.
2. Advanced Engineering Mathematics by Erwin Kreyzig
3. Mathematical Physics by H. K. Dass

1
2.1 Definition of Inverse Laplace Transformation:

If the Laplace Transform of f (t ) is F (s ) , i.e. if L { f (t )} = F (s ) , then f (t ) is called an

inverse Laplace transform of F (s ) i.e.

L1 { F (s ) } = f (t )

where, L1 is called the inverse Laplace transformation operator.

2.2 Inverse Laplace Transform of some elementary functions:

S. No. F (s ) L1 { F (s ) } = f (t )
1. 1 1
s
2. 1 t
s2
3. 1 tn
n 1
; n = 0, 1, 2...
s n!
4. 1 et
s 1
5. 1 sin t
s 1
2

6. s cos t
s 1
2

7. 1 sinh t
s 1
2

8. s cosh t
s 1
2

2.3 Change of Scale Property:

1 t
If L1 { F (s ) } = f (t ) then L1 { F (a s) } = f 
a a


 f (t ) e L1 { F (s ) } = f (t )
 st
Proof: By definition, we have L{ f (t ) } = dt = F (s ) 
0

  t  t t
 f  a  e
s t
 L  f   = dt Let =u  dt = a du
  a  0
a
  t  
 L  f   =  f (u ) e  s a u a du = a F (a s)
  a  0
Taking Inverse Laplace Transform on both sides, we get

2
 t
 f   = L1 [ a F (a s) ]
a
1 t
i. e., L1 [ F (a s) ] = f 
a a
Similarly, we can prove that
L1 [ F ( s / a ) ] = a f (t a)

Examples:
 1  sin 8 t  1 
1. If L1  2 = , find L1  2  where a > 0
 s  64  8 s  4
 1  sin 8 t
Sol. Given L1  2 =
 s  64  8



L1 
1  1 sin (8 t / 4)
 =  L 1
{F (a s)}  (1 / a) f (t / a) 
 (4 s)  64  4
2
8
1 1  1  1 sin 2 t
 L  2 =
16  s  4  16 2
 1  sin 2 t
 L1  2 =
s  4 2

 e 1 / s  cos 2 t  e a / s 
2. If L1  1 / 2  = , find L1  1 / 2  where a > 0
s  t s 
 e 1 / s  cos 2 t
Sol. Given L1  1 / 2  =
s  t


 e a / s 
L1  1/ 2 
=a
cos 2 t a
 L 1
{F (s / a)}  a f (t a) 
 ( s / a)   ta
 e a / s  cos 2 t a
 a L1  1 / 2  = a
s  t
 e a / s  cos 2 t a
 L1  1 / 2  =
s  t

2.4 Linearity Property:

If C1 and C2 are any constants, while F1 (s) and F2 ( s) are Laplace Transforms of f1 (t ) and
f 2 (t ) respectively, then
L 1 {C1 F1 (s) + C2 F2 (s) } = C1 L 1 { F1 (s) } + C2 L 1 { F2 (s) } = C1 f1 (t ) + C2 f 2 (t )


 f (t ) e L1 { F (s ) } = f (t )
 st
Proof: By definition, we have L{ f (t ) } = dt = F (s ) 
0

3
 
Now, L{C1 f1 (t ) + C2 f 2 (t ) } =  C
0
1 f1 (t )  C2 f 2 (t ) e st dt

 
= C1  f1 (t ) e st dt + C2 f 2 (t ) e st dt
0 0

= C1 L{ f1 (t ) } + C2 L{ f 2 (t ) }
= C1 F1 (s) + C2 F2 ( s)
Taking Inverse Laplace Transform on both sides, we get
 L 1 {C1 F1 (s) + C2 F2 (s) } = C1 f1 (t ) + C2 f 2 (t )
 L 1 {C1 F1 (s) + C2 F2 (s) } = C1 L 1 { F1 (s) } + C2 L 1 { F2 (s) }

Examples:
 5 s  4 2 s  18 24  30 s 
1. Find L 1  3 ‒ 2 + 
 s s 9 s4 
 5 s  4 2 s  18 24  30 s 
Sol. L 1  3 ‒ 2 + 
 s s 9 s4 
5 4 2s 18 24 30 
= L 1  2 + 3 ‒ 2 + 2 + 4 ‒ 7/2 
s s s 3 2
s 3 2
s s 
 5  ( 2) 4  (3) 2s 63
= L 1  + ‒ 2 + 2
  (2) s
2
 (3) s 3
s 3 2
s  32
24  (4) 30  (7 / 2) 
+ ‒ 
 (4) s 4
 ( 7 / 2) s 7 / 2 
5   ( 2)  4   (3)   s   3 
= L 1  2  + L 1  3  ‒ 2 L 1  2 2
+ 6 L 1  2 2
 ( 2)  s   (3)  s  s  3  s  3 
24 1   ( 4)  30   ( 7 / 2) 
L  4  ‒
+ L 1  7 / 2 
 (4)  s   ( 7 / 2)  s 
5 4 2 24 3 30
= t + t ‒ 2 cos 3 t + 6 sin 3 t + t ‒ t 5/ 2
1! 2! 3! (5 / 2) (3 / 2) (1 / 2) 
 1   ( n)  n 1 1  s   a  
 L  n   t , L  2 2
 cos a t , L1  2 2
 sin a t 
  s  s  a  s  a  
16
= 5 t + 2 t 2 ‒ 2 cos 3 t + 6 sin 3 t + 4 t 3 ‒ t 5/ 2


 6 3  4s 8  6s 
2. Find L 1  ‒ + 
 2 s  3 9 s  16 16 s  9 
2 2

 6 3  4s 8  6s 
Sol. L 1  ‒ + 
 2 s  3 9 s  16 16 s  9 
2 2

4
  6 3 4s 8 6s 
= L 1  ‒ ‒ + ‒ 
 2 ( s  3 / 2) 9 s  16 9 s  16 16 s  9 16 s 2  9 
2 2 2

 6 3 4s
= L 1  ‒ ‒
 2 ( s  3 / 2) 9 [ s  (4 / 3) ] 9[ s  (4 / 3) ]
2 2 2 2

8 6s 
+ ‒ 2 
16 [ s  (3 / 4) ] 16 [ s  (3 / 4) ] 
2 2 2

 3 3 3 4/3 4 s
= L 1  ‒ ‒
 s  3 / 2 9 4 s  ( 4 / 3)
2 2
9 s  (4 / 3) 2
2

8 4 3/ 4 6 s 
+ ‒ 2
16 3 s  (3 / 4)
2 2
16 s  (3 / 4) 
2

 1  1 1  4/3  4 1  s 
= 3 L 1  ‒ L  2 2
‒ L  2 2
s  3/ 2 4  s  (4 / 3)  9  s  (4 / 3) 
2  3/ 4  3 1  s 
+ L 1  2 2
‒ L  2 2
3  s  (3 / 4)  8  s  (3 / 4) 
1 4t 4 4 2 3t 3 3t
= 3 e3 t / 2 ‒ sinh ‒ cosh t + sin ‒ cos
4 3 9 3 3 4 8 4
 1  1  1  s   a 
 L  e ,L  2
at
2
 cosh a t , L1  2 2
 sinh a t ,
 s  a s  a  s  a 
 s   a  
L1  2 2
 cos a t , L1  2 2
 sin a t 
s  a  s  a  

2.5 First Translation or Shifting Property:

If L1 { F (s ) } = f (t ) then L1 { F ( s  b) } = e bt f (t )



 f (t ) e L1 { F (s ) } = f (t )
 st
Proof: By definition, we have F (s ) = L{ f (t ) } = dt 
0
 

 f (t ) e  e 
 ( s  b) t
 F ( s  b) = dt = bt
f (t ) e st dt = L { e bt f (t ) }
0 0
Taking Inverse Laplace Transform on both sides, we get
L1 { F ( s  b) } = e bt f (t )
i. e., L1 { F ( s  b) } = e bt L1 { F (s ) }

Examples:
 6s 4 
1. Find L 1  2 
 s  4 s  20 
 6s  4  1  6s  4  1  6 ( s  2)  8 
Sol. L 1  2 = L   = L  2
 s  4 s  20   ( s  2)  16   ( s  2)  4 
2 2

5
  s2  8 1  4 
= 6 L 1  2
+ L  2
 ( s  2)  4  4  ( s  2)  4 
2 2

 s   4 
= 6 e 2 t L 1  2 2
+ 2 e 2 t L 1  2 2
[ L1 { F ( s  b) } = e bt L1 { F (s ) }]
 s  4   s  4 
 1  s  1  a  
= 6 e 2 t cos 4 t + 2 e 2 t sin 4 t  L  2   cos a t , L    sin a t 
s  a  s  a 
2 2 2
 
2t
= 2 e (3 cos 4 t + sin 4 t )

 1 
2. Find L 1  
 2 s  3 
 1  1  1  1 1  1 
Sol. L 1  = L   = L  
 2 s  3   2 ( s  3 / 2) 
1/ 2
2  s  (3 / 2) 
1  3t / 2 1  1 
= e L   [ L1 { F ( s  b) } = e bt L1 { F (s ) }]
2  s
1  3t / 2 1  
= e L 1  
2   s
1  3t / 2 1 1  1
  1
= e  L   
2  t   s t 
1
= e  3t / 2 t 1 / 2
2
OR

1 1 1  
We know that L   =  t 1 / 2 e s t dt =  (1 / 2 )  1    1 =
 t 0 s  2  s
 
 (n  1) 
 t e dt  
n s t
 &  (1 / 2)  
 0
sn  1 
e  
 if 
a t
 L  =  
L  f (t )  F (s) then L ea t f (t )  F (s  a)
 t  sa
 eat
 L 1 =
sa t
 1  e a t
 L 1   =
 s  a  t
1 1  1  1 e a t
 L   =
2  s  a  2 t
1 1  1  1 e 3 t / 2
 L  = [putting a = 3/2]
2  s  3 / 2  2 t

6
  1  1
 L 1   = e  3t / 2 t 1 / 2
 2 s  3  2

 3s  7 
3. Evaluate L1  2 
 s  2 s  3
 3s  7  1  3s  7  1  3 ( s  1)  10 
Sol. L1  2 = L   = L  2 
 s  2 s  3  ( s  1)  4   ( s  1)  2 
2 2

 ( s  1)  10 1  2 
= 3 L1  2
+ L  2
 ( s  1)  2   ( s  1)  2 
2 2
2

 s   2 
= 3 e t L1  2 2
+ 5 e t L1  2 2
[ L1 { F ( s  b) } = e bt L1 { F (s ) }]
s  2  s  2 

 1  s   a  
= 3 e t cosh 2t + 5 e t sinh 2t  L  2 2
 cosh a t , L1  2 2
 sinh a t 
 s  a  s  a  

2.6 Second Translation or Shifting Property:

If L1 { F (s ) } = f (t ) then L1 { e a s F (s) } = g (t ) ,

 f (t  a) ; ta
where, g (t ) = 
0 ; ta
Proof: By definition, we have


 f (t ) e L1 { F (s ) } = f (t )
 st
F (s ) = L{ f (t ) } = dt 
0
 
e a s F (s) = e  a s  f (t ) e st dt =  f (t ) e
 s (t  a )
 dt
0 0


 f (t  a  a) e
 s (t  a )
= dt Let t + a = u  dt = du
0


 f (u  a) e
s u
= du
a


 f (t  a) e
s t
= dt
a
a 
=  (0) e s t dt +  f (t  a) e
s t
dt
0 a

 f (t  a) ; ta
 g (t ) e dt ;
s t
= g (t ) = 
0 0 ; ta
= L { g (t ) }

7
Taking Inverse Laplace Transform of both sides, we get
 f (t  a) ; ta
L1 { e a s F (s) } = g (t ) = 
0 ; ta

Examples:
 e 5 s 
1. Find L1  4
 (s  2) 
 1 
Sol. Let us first find L1  4
:
 ( s  2) 

 1  1
L1  4
= e 2 t L1  4  [ L1 { F ( s  b) } = e bt L1 { F (s ) }]
 ( s  2)  s 

1   ( 4) 
= e 2t L1  4 
 ( 4)  s 

1 3  1   ( n)  n  1
= e 2t
3!
t  L  s n   t 
   

1 2t 3
= e t
6

By Using Second Translation Property, we get

1
 e 5 s   e 2 (t  5) (t  5)3
1 ; t5
L  4
= 6
 (s  2)  0 ; t5


 ( s  1) e  s 
2. Find L1  2 
 s  s 1 
 s 1 
Sol. Let us first find L1  2 :
 s  s  1
 s 1  1  s  1 / 2  1 / 2 
L1  2 = L  
 s  s  1  ( s  1 / 2)  3 / 4 
2

 s  1/ 2  1 2 1  3/2 
= L1  2
+ L  2
 ( s  1 / 2)  ( 3 / 2)  2 3  ( s  1 / 2)  ( 3 / 2) 
2 2

 s  1  t / 2 1  3/2 
= e  t / 2 L1  2 2
+ e L  2 2
 s  ( 3 / 2)  3  s  ( 3 / 2) 
[ L1 { F ( s  b) } = e bt L1 { F (s ) }]

8
 t 3 1 t / 2 t 3
= e  t / 2 cos + e sin
2 3 2
 3 1 3 
= e  t / 2 cos t sin t
 2 3 2 
By Using Second Translation Property, we get

  (t   )  3 1 3 
1  ( s  1) e
 s
 e 2 cos (t   )  sin (t   ) ; t 
L  2 =   2 3 2 
 s  s 1  
0 ; t 

2.7 Inverse Laplace Transform of Derivatives:

If L1 { F (s ) } = f (t ) then
 d F ( s) 
(i) L1   = ‒ t f (t )
 ds 
 d 2 F ( s) 
(ii) L1  2
2 2
 = (1) t f (t )
 ds 
Proof: (i) By definition, we have


 f (t ) e
s t
F (s ) = L{ f (t ) } = dt
0
 
d F (s) d
 f (t ) e  f (t ) ( t ) e
s t s t
 = dt = dt
ds ds 0 0

= ‒  [ t f (t )] e s t dt (2.1)
0
= ‒ L { t f (t ) }
Taking Inverse Laplace Transform on both sides, we get
 d F ( s) 
L1   = ‒ t f (t )
 ds 
 d F ( s) 
i. e., L1  1
 = ‒ t L { F (s) }
 ds 
 1 1  d F ( s ) 
i. e., L1 { F (s) } = L  
t  ds 
(ii) Differentiating both sides of eq. (2.1) w. r. t. s , we get
 
d 2 F (s) d
ds 0 0 (t ) [ t f (t )] e dt
s t s t
= ‒ [ t f (t )] e dt = ‒
ds 2


[ t f (t )] e s t dt
2 2
= (1)
0
2
= (1) L { t 2 f (t ) }

9
Taking Inverse Laplace Transform on both sides, we get
 d 2 F ( s) 
L1  2
2 2
 = (1) t f (t )
 ds 
 d n F ( s) 
Generalizing, L1  n
n n
 = (1) t f (t )
 ds 

Examples:
 s  3
1. Find the inverse Laplace transform of cot 1  
 2 
  s  3 
Sol. L1 cot 1  
  2 
 1 1  d  s  3    1 1  d F ( s) 
L  cot 1   L F ( s)  t L  ds 
1
= 
t  ds  2    
 1 1   (1/ 2) 
= L  2
1  ( s  3) / 2 
2
t

1 1  22 
= L  2
 ( s  3)  2 
2
2t

1  2 
= 2 L1  2
 ( s  3)  2 
2
2t

1  3 t 1  2 
= e L  2 2
[ L1 { F ( s  b) } = e bt L1 { F (s ) }]
t s  2 
e  3t  1  a  
= sin 2t  L  2 2
 sin a t 
t  s  a  

1   1 
2. Find L log 1  2 
  s 
  s 2  1 
Sol.
  1 

L1 log 1  2  = L1 log  2  = L1 log (s 2  1)  2 log s 
  s    s 
 1 1  d   1 1  d F ( s) 
L  log ( s 2  1)  2 log s

=  L1 F ( s)  L  
t  ds   t  ds 
 1 1  2 s 2
= L  2  
t s  1 s 
 2 1  s 1
= L  2  
s  1
2
t s

10
 2  1  1  1  s  
= (cos t  1)  L    1, L  2   cos t 
t  s   s  1 
2
= (1  cos t )
t

2.8 Inverse Laplace Transform of Integrals:

  f (t )
If L1 { F (s ) } = f (t ) then L1  F (u ) du  =
s  t
Proof: By definition, we have


 f (t ) e
s t
F (s ) = L{ f (t ) } = dt
0
 
 
 F (u) du = s  0 f (t ) e dt  du
ut

s

 
=  f (t )   e  u t du  dt
0 s 
 
 e u t 
= 
0
f (t ) 
  t s
 dt


 f (t )
= 
0
t
[0  e s t ] dt

f (t )  s t
= 
0
t
e dt

 f (t ) 
= L 
 t 
Taking Inverse Laplace Transform on both sides, we get
  f (t )
L1  F (u ) du  =
s  t

Examples:
 1   du 
If L1  
t 1
1.  = 1 ‒ e , find L .
 s ( s  1)   s u (u  1) 
 1 
Sol. Given L1   =1‒ e
t

 s ( s  1) 
 du  1    f (t ) 
 L 1 t
 = (1 ‒ e )  if L {F ( s)}  f (t ) , L  F (u ) du  
1 1

 s u (u  1)  t  s  t 

 2 a2 s   u du 
2. If L  4 1
4
= sinh a t sin a t , find L  4
1
4
.
s  4 a  s u  4a 

11
  2 a2 s 
Sol. Given L1  4 4
= sinh a t sin a t
 s  4 a 
 2 a u du  1
 2
 L1  4 4
= sinh a t sin a t
s u  4a  t
   f (t ) 
 F (u ) du  
1 1
  if L {F ( s )}  f (t ) , L 
 s  t 
 u du  1
 L  4
1
4
= sinh a t sin a t
s u  4a  2a t
2

2.9 Multiplication by the powers of s :

If L1 { F (s ) } = f (t ) , then L1 { s F (s ) ‒ f (0) } = f (t )

If f (0) = 0, then L1 { s F (s ) } = f (t )
Proof: By definition, we have


 f (t ) e
s t
F (s ) = L { f (t ) } = dt
0
 
 L { f (t ) } =  f (t ) e
s t
dt = e s t


f (t ) 0 ‒   s e s t f (t ) dt
0 0
= 0 ‒ f (0) + s L { f (t ) }
= s F (s ) ‒ f (0)
Taking Inverse Laplace Transform on both sides, we get
L1 { s F (s ) ‒ f (0) } = f (t )
clearly, if f (0) = 0, then L1 { s F (s ) } = f (t )

Examples:
 s 
1. Find L1  2 .
 s  6 s  25 
 1 
Sol. Let us first find L1  2 :
 s  6 s  25 
1  1  1  1  1 1  4 
We have, L  = L  2
= L  2
 s  6 s  25   ( s  3)  4  4  ( s  3)  4 
2 2 2

1  4 
= e3 t L1  2 2
1 1
[ L { F ( s  b) } = e bt L { F (s ) }]
4 s  4 
1 3t  1  a  
= e sin 4 t = f (t ) and f (0) = 0  L  2 2
 sin a t 
4  s  a  
 1  d  e3 t 
 L1 s 2  = f  (t ) =  sin 4 t 
 s  6 s  25  dt  4 

12
  s  1 3t
 L1  2  = (e 4 cos 4 t  3 e sin 4 t )
3t

 s  6 s  25  4
 s  1 3t
 L1  2  = e (4 cos 4 t  3 sin 4 t )
 s  6 s  25  4

 s2 
2. Find L1  2 2 
.
 (s  4) 
 s 
Sol. Let us first find L1  2 2 
:
 (s  4 ) 
 1   1 1  d  1     1 1  d F ( s) 
We have, L1  2 L   2   L F ( s)  t L  ds 
1
=
s  4  t  ds  s  4    
1 1  2   1 1   2 s 
 L  2 2 
= L  2 2 
2 s  2  t  ( s  4) 

1 2  s   1  a  
 sin 2 t = L1  2 2   L  2   sin a t 
 (s  4)  s  a 
2
2 t  

 s  t
 L1  2 2 
= sin 2 t = f (t ) and f (0) = 0
 (s  4)  4

 s  d t 
 L1 s 2 2 
= f  (t ) =  sin 2 t 
 (s  4)  dt  4 
 s2  1
 L1  2 2 
= t 2 cos 2 t  sin 2 t 
 (s  4)  4
 s2  1 1
 L1  2 2 
= t cos 2 t + sin 2 t
 (s  4)  2 4

2.10 Division by s :
t
 F (s) 
If L1 { F (s ) } = f (t ) , then L1 
 s 
=  f (u ) du
0
t
Proof: Let g (t ) =  f (u ) du
0
then g  (t ) = f (t ) , with g (0) = 0
 L { g  (t ) } = s L { g (t ) } ‒ g (0)
 L { f (t ) } = s L { g (t ) } ‒ 0
 F (s ) = s L { g (t ) }
F (s)
 L { g (t ) } =
s

13
Taking Inverse Laplace Transform of both sides, we get
t
1  F ( s ) 
L   = g (t ) =  f (u ) du
 s  0

Examples:
 1 
1. Evaluate L1  2 2 2 
.
 s (s  a ) 
 1  1 1  a  1
Sol. L1  2 2
= L  2 2
= sin a t = f (t )
s  a  a s  a  a
 1  t t
1
 L1  2 2 
 s (s  a ) 
= 
0
f (u ) du =  a sin a u du
0

 1  F ( s ) 
t

 if L F ( s )  f (t ), then L   f (u ) du 
1

  s  0
t
 1   1   1 
 L1  2 
=  2 cos a u  =  2 (cos a t  1)
 s (s  a )   a
2
0  a 
1
= 2 (1  cos a t ) = g (t )
a
 1  t t
1
 L1  2 2 2 
 s (s  a )  0
=  g (u ) du = 
0
a 2
(1  cos a u ) du

 1  F ( s ) 
t

 if L1
F ( s )  g (t ), then L     g (u ) du 
  s  0 
t

1 1  1  sin a u  1  sin a t 
 L  2 2 2 
= 2 u  = 2 t 
 s (s  a )  a  a 0 a  a 
1
= 3 a t  sin a t 
a

 s  t  1 
2. Given L1  2 2 
= sin t , find L1  2 2 
.
 (s  1)  2  ( s  1) 
 s  t
Sol. Given L1  2 2 
= sin t = f (t )
 (s  1)  2
1 s  t t
u
 f (u) du =  2 sin u du
1
 L  2 
=
 s ( s  1) 
2
0 0

 1  F ( s ) 
t

 if L F ( s )  f (t ), then L   f (u ) du 
1

  s  0

 1  1
L1  2 = u ( cos u)  1 ( sin u)0
t
 2 
 ( s  1)  2

14
  1  1
 L1  2 2 
= (1) (t cos t  0)  (sin t  0)
 ( s  1)  2

 1  1
 L1  2 2 
= sin t  t cos t 
 ( s  1)  2

1  1 
3. Find L1  log 1  2 
s  s 
Sol. We have found that
  1  2
L1 log 1  2  = (1  cos t ) = f (t )
  s  t
t t
1  1  2 (1  cos u)
 f (u) du = 
1
 L  log 1  2  = du
s  s  0 0
u

2.11 Convolution theorem:

If f (t ) and g (t ) are two functions and if L1 { F (s ) } = f (t ) and L1 { G (s ) } = g (t ) ,
t t

 f (u) g (t  u) du =  f (t  u) g (u) du
1
then L { F (s ) G (s ) } = f (t )  g (t ) =
0 0
where, f * g is called the convolution of f and g
Proof: By definition, we have
 

 f (t ) e dt and G (s ) = L { g (t ) } =  g (t ) e s t dt
s t
F (s ) = L { f (t ) } =
0 0

 
 

 F (s ) G (s ) =  f (u ) e s u du   g (v) e s v dv 
0  0 


e
 s (u  v )
= f (u ) g (v) du dv Let u + v = t  dv = dt
0 0
 t
=  dt  du e s t f (u ) g (t  u )
0 0


t 
=  dt e  s t  du f (u ) g (t  u )
0 0 
t 
= L  f (u ) g (t  u ) du 
0 
= L  f (t )  g (t )
Taking Inverse Laplace Transform of both sides, we get
t

 f (u) g (t  u) du
1
L { F (s ) G (s ) } = f (t )  g (t ) =
0

15
Properties of Convolution:
1. Commutativity f * g = g * f
t
Proof: LHS = f (t )  g (t ) =  f (u) g (t  u) du
0
0
=  f (t  y) g ( y) ( dy)
t
[Putting t  u = y  du = ‒ dy ]

t
=  f (t  y) g ( y) dy
0
t
=  f (t  u) g (u) du
0
t
=  g (u)
0
f (t  u) du = g (t )  f (t ) = RHS

Hence, the convolution of f and g obeys the commutative law.

2. Associativity f (t )  [ g (t )  h (t ) ] = [ f (t )  g (t ) ]  h (t )
Proof: Let f (t )  [ g (t )  h (t ) ] = f (t )  m (t ) , where m (t ) = g (t )  h (t )
t t
By Definition, m (t ) = g (t )  h (t ) =  g (u) h (t  u) du =  h (u) g (t  u) du
0 0
t
 f (t )  m (t ) =  f ( y) m (t  y) dy
0
t
t  y 
 f (t )  [ g (t )  h (t ) ] = 
0
f ( y ) dy   h (u ) g (t  y  u ) du 
 0 
t t u

=  h (u ) du  f ( y) g (t  y  u ) dy
0 0
[changing the order of integration]
= h (t )  [ f (t )  g (t ) ]
= [ f (t )  g (t ) ]  h (t ) [using commutativity property]

3. Distributive with respect to addition f * ( g  h) = f * g  f * h

t
Proof: f * ( g  h) =  f (u) [ g (t  u)  h (t  u)] du
0
t t
= 
0
f (u ) g (t  u ) du   f (u ) h (t  u ) du
0

= f *g  f *h

Examples:
 s 
1. Use Convolution Theorem to find L1  2 2 2 
.
 ( s  a ) 

16
 1 s
Sol. Let F (s ) = , G (s ) =
(s  a 2 )
2
(s  a 2 )
2

 1  1
 f (t ) = L1 { F (s ) } = L1  2 2 
= sin a t
s  a  a
 s 
and g (t ) = L1 { G (s ) } = L1  2 2 
= cos a t
 s  a 
Now, using convolution theorem, we get
t
L1 { F (s ) G (s ) } =  f (u) g (t  u) du
0

 1 s  t
1
 L1  2
 (s
2
. 2 2 
 a ) (s  a ) 
=  a sin a u [cos a (t  u)] du
0

 s  1
t
 L1  2
 (s
2 2 
=
 a )  2a  2 sin a u cos (a t  a u) du
0
t
1
=
2a  [sin (a u  a t  a u)  sin (a u  a t  a u)] du
0
t
1
=
2a  [sin (a t )  sin (2a u  a t )] du
0

1  
t t
= sin (a t )  du   sin (2a u  a t ) du 
2a  0 0 
1  cos (2a u  a t ) 
t

= t sin (a t )  
2a  2a 0
 
t sin a t (cos a t  cos a t )
= ‒
2a 4 a2
t sin a t
=
2a

 1 
2. Use Convolution Theorem to find L1  2 2 
.
 s ( s  1) 
1 1
Sol. Let F (s ) = 2 , G (s ) =
s ( s  1) 2
1
 f (t ) = L1 { F (s ) } = L1  2  = t
s 
 1 
and g (t ) = L1 { G (s ) } = L1  2 
= t e t
 ( s  1) 
Now, using convolution theorem, we get

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 t
L1 { F (s ) G (s ) } =  f (u) g (t  u) du
0

1 1 
t
 L1  2 . 2 
 s ( s  1)  0
=  u e u (t  u) du

t t
= t  u e u du ‒  u 2 e u du
0 0

= t [ u e u
 e ] ‒ [ u 2 e  u  2 u e  u  2 e  u ]t0
u t
0

= t [ t e t  (e t  1)] ‒ [ t 2 e t  2 t e t  2 (e t  1)]

= t et + 2 et + t ‒ 2

Partial Fractions:

Sometimes the partial fraction method is very useful in finding the Inverse Laplace Transform.

Examples:
 s 
1. Evaluate L1  4 .
 s  s 2
 1 
s s s
Sol. Now, 4 = 2 = 2
s  s 12
( s  1)  s
2 2
(s  1  s) (s 2  1  s)
1  1 1 
=  2 [Resolving into partial fractions]

2  s  s  1 s  s  1
2

 s  1 1  1 1 
 L1  4  = L  2  2 
s  s  1  2  s  s  1 s  s  1
2

1  1 1 
= L1   
 ( s  1 / 2)  3 / 4 ( s  1 / 2)  3 / 4 
2 2
2
1 t / 2 1  1  1  t / 2 1  1 
= e L  2 2
‒ e L  2 2
2  s  ( 3 / 2)  2  s  ( 3 / 2) 
1 2 1  3/2  1  t / 2 2 1  3/2 
= et / 2 L  2  ‒ e L  2
 s  ( 3 / 2)  2  s  ( 3 / 2) 
2 2
2 3 3
1  3t  1  3t 
= et / 2 sin   ‒ e t / 2
 sin 
 2 

3  2  3  
1  3t  t/2
= sin   ( e ‒ e t / 2 )

3  2 
 3t 
 sinh  
2 t
= sin  
3  2  2

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  3s  1 
2. Find L1  
 ( s  1) ( s  1) 
2

 3s  1  1  A Bs  C 1  A Bs C 
Sol. L1  = L   2 = L   2  2 
 ( s  1) ( s  1)  s  1 s 1  s  1 s  1 s  1
2

 1  1  s  1  1 
= A L1   + B L  2 +CL  2 
s  1   s  1  s  1
= A e t + B cos t + C sin t (2.2)

Now to find the constants A , B and C :

3s  1 A Bs  C
=  2
( s  1) ( s  1)
2
s 1 s 1
 3 s  1 = A (s 2  1)  ( B s  C ) (s  1)
Put s = 1, we get 4 = 2 A  A =2
2
Comparing the coefficients of s on both sides, we get
0= A + B  B =‒ A =‒2
Put s = 0, we get 1 = A ‒ C  C = A ‒ 1 = 2 ‒ 1 = 1
Put A = 2, B = ‒2 and C = 1 in eq. (2.2), we get
 3s  1 
 L1  t
 = 2 e ‒ 2 cos t + sin t
 ( s  1) ( s  1) 
2

t

Note: h (t ) =  g (u) du
0

t
h (t ) = g (t ) , provided h (0) = 0.

t
2  2 t 2
 e du
2
u
Eg. erf (t ) =  erf (t ) = e
 0
t 
where erf (t ) is known as error function.

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