Laplace

SCHOOL OF SCIENCE AND HUMANITIES
DEPARTMENT OF MATHEMATICS
UNIT – I – LAPLACE TRANSFORM – SMT1401

M aths Laplace Transforms
UNIT I
CHAPTER - IV
LAPLACE TRANSFORMS
1. Introduction :
A transformation is mathematical operations, which transforms a mathematical expressions into another

equivalent simple form. For example, the transformation logarithms converts multiplication division, powers
into simple addition, subtraction and multiplication respectively.
The Laplace transform is one which enables us to solve differential equation by use of algebraic methods.
Laplace transform is a mathematical tool which can be used to solve many problems in Science and Engineeing.
This transform was first introduced by Laplace, a French mathematician, in the year 1790, in his work on
probability theory. This technique became very popular when heaveside funcitons was applied ot the solution
of ordinary differential equation in electrical Engeneering problems.
Many kinds of transformation exist, but Laplace transform and fourier transform are the most well known.
The Laplace transform is related to fourier transform, but whereas the fourier transform expresses a function
or signal as a series of mode of vibrations, the Laplace transform resolves a function into its moments.
Like the fourier transfrom, the Laplace transform is used for solving differential and integral equations. In
Physics and Engineering it is used for analysis of linear time invariant systems such as electrical circuits,
harmonic oscillators, optical devices and mechanical systems. In such analysis, the Laplace transform is
often interpreted as a transformation form the time domain in which inputs and outputs are functions of
time, to the frequency domain, where the same inputs and outputs are functions of complex angular frequency
in radius per unit time. Given a simple mathematical or functional discription of an input or output to a
system, the Laplace transform provides an alternative functional discription that often simplifies the process
of analyzing the behaviour of the system or in synthesizing a new system based on a set of specification. The
Laplace transform belongs to the family of integral transforms. The solutions of mechanical or electrical
problems involving discontinuous force function are obtained easily by Laplace transforms.
1.1 DEFINITION OF LAPLACE TRANSFORMS
Let f (t ) be a functions of the variable t which is defined for all positive values of t. Let s be the real constant.

 st
If the integral e
0
f (t )dt exist and is equal to F(s), then F(s) is called the Laplace transform of f (t ) and is
denoted by the symbol L[ f (t )] .



i.e L[ f (t )]  e  st f (t ) dt  F s

0
The Laplace Transform of f (t ) is said to exist if the integral converges for some values of s, otherwise it does
not exist.
Here the operator L is called the Laplace transform operator which transforms the functions f (t ) into F(s).
Remark : L im F ( s )  0
S 
1.2. Piecewise continuous function :
A function f (t ) is said to be piecewise continuous in any interval [ a, b] if it is defined on that interval, and
the interval can be divided into a finite number of sub intervals in each of which f (t ) is continuous.
217 Sathyabama University

In otherwords piecewise continuous means f (t ) can have only finite numer of finite discontinuities.
F(t)
 t1 t2 t3  t
Figure 1.1
An example of a function which is periodically or sectional continuous is shown graphically in Fig 1.1. above.
This function has discontinuities at t1, t2 and t3 .
1.3. Definition of Exponential order:
A function f (t ) is said to be of exponential order if L im e  st f (t )  0 .

t 
1.4. Sufficient conditions for the existence of the Laplace Transforms :
Let f (t ) be defined and continuous for all positive values of t. The Laplace Transform of f (t ) exists if the
following conditions are satisfied.
(i) f (t ) is piecewise continuous (or) sectionally continuous.
(ii) f (t ) should be of exponential order..
1.5. Seven Indeterminates

0
1.
0
4.  7. 00

2. 5. 1

3. 0  6. 0
Example:
2
Check whether the following functions are exponential or not (a) f (t )  t 2 (b) f (t )  et
Solution :
(a) f (t )  t 2
By the definition of exponential order

L im e  st f (t )  0
t 
 L im e  st  t 2
t 
t2 
 L im st
   which is indeterminate form
t  e 

Apply L - Hospital Rule
2t 
L im st
   which is indeterminate form
t  e s 
Again apply L - Hospital Rule.
2 2
 L im  L im 2  e  st  0 (finite)
2 st
t  se t  s
 L im e st  t 2  0 (finite numbers)
t 
Hence f (t )  t 2 is exponential order..
2
(b) f (t )  et
Solution :
By the definition of exponential order.
 Lim e  st f (t )  0
t 
2 2
 Lim e  st  et  Lim e  st t  e   
t  t 
2
 f (t )  et is not of exponential order..
2. Laplace Transform of Standard functions :
1
(1) Prove that L[ e  at ]  where s  a  0 or s  a
sa
Proof :

By definition L[ f (t )]  e  st f (t ) dt

0

L[e  at ]   e  st  e  at dt
0

  e  t ( s  a ) dt
0

 e t ( s  a )  1
    e   e0 
 s  a 0 s  a
1

sa
Hence L[ e  at ] 
1
sa

1
2. Prove that L[ e at ]  where s a
sa
Proof :

By the defn of L[ f (t )]  e  st f (t ) dt

 0
L[e  at ]   e  st  e at dt
0

  e  ( s  a )t dt
0

 e  ( s  a ) t 
 
 s  a 0
1
  e   e 0 
sa
1

sa
1
Hence L[ e at ] 
sa

3. L (cos at )   e  st cos at dt
0

 e  st 
 2 2
(  s cos at  a sin at ) 
s a 0
1
0 2 ( s)
s  a2
s
 2
s  a2
e ax
  e ax sinbxdx   a sin bx  b cos bx 
a 2  b2
e ax
 e cosbxdx  a 2  b2  a cos bx  b sin bx 
ax
Hence L (cos at ) 
s
s  a2
2

4. L (sin at )   e  st sin at dt
0

 e  st 
 2 2
(  s sin at  a cos at ) 
s a 0
1
0 2 (0  a )
s  a2
a
L (sin at )  2
s  a2

1
5. L (cos hat )  L (e at  e  at )
2
1 1 1  1 sasa 
     
2  s  a s  a  2  ( s  a )( s  a ) 
s
 2
s  a2
s
L (cos hat )  2
s  a2
1
6. L (sin hat )  L(e at  e  at )
2
1 1 1 
   
2 sa sa
1  (s  a )  (s  a) 
  
2  ( s  a )( s  a ) 
a
=
s  a2 2
a
L (sin hat )  2
s  a2

7. L (1)   e  st  1  dt
0

 e  st 
 
 s 0
 1  1
 0  
  s  s
1
L (1) 
s

8.. L(t )   e  St t n dt
n
0

 n e  St   n 1  e  St 
  (t )  nt   dt
  s  0 0  s 

n  St n 1
 (0  0)  e t dt
s 0
n
 L(t n 1 )
s
n
L(t n )  L(t n 1 )
s
n  1 n 2
L(t n 1 )  L(t )
s
3
L(t 3 )  L(t 2 )
s
2
L(t 2 )  L(t )
s
n n 1 n  2 3 2 1
L (t n )        L(1)
s s s s s s
n! n! 1
 n L 1  n 
s s s
n! (n  1)
L(t n )  n 1 or n1
s s
In particular n  1, 2,3.....
we get 1
L (t ) 
s2
2!
L (t 2 )  3
s
3!
L (t 3 )  4
s
2.1. Linear property of Laplace Transform
1. L( f (t )  g (t ))  L ( f (t )  L( g (t ))
2. L( Kf (t ))  KL( f (t ))
Proof (1) : By the defn of L.T


L  f (t )   e  st f (t )dt
0

L  f (t )  g (t )   e  st  f (t )  g (t )  dt
0
 
 st
 e f (t ) dt   e  st g (t ) dt
0 0
 L  f (t )   L  g (t ) 
 
Hence L f (t )  g (t )  L f (t )  L g (t )   
(2) L  Kf (t )  KL  f (t )
By the defn of L.T


L  Kf (t )    e  st Kf (t )dt
0

 K  e  st f (t )dt
0
 KL  f (t ) 
 
Hence L Kf (t )  KL f (t )  
2.2. Recall
1. 2sin A cos B  sin( A  B )  sin( A  B )
2. 2 cos A sin B  sin( A  B )  sin( A  B )
3. 2 cos A cos B  cos( A  B )  cos( A  B )
4. 2sin A sin B  cos( A  B )  cos( A  B )
1  cos 2 A
5. sin 2 A 
2
1  cos 2 A
6. cos 2 A 
2
7. sin 3 A  3sin A  4 sin 3 A
8. cos3 A  4 cos 3 A  3cos A

9. sin( A  B )  sin A cos B  cos A sin B
10. sin( A  B )  sin A cos B  cos A sin B
11. cos( A  B )  cos A cos B  sin A sin B
12. cos( A  B )  cos A cos B  sin A sin B

3.1 Problems :
2
1. Find Laplace Transform of sin t
Solution :
 1  cos 2t 
L (sin 2 t )  L  
 2 
1
 L (1  cos 2t )
2
11 s 
   2 
2s s 4
2. Find L(cos 3 t )
Solution :
we know that cos3 A  4 cos 3 A  3cos A
3 1
hence cos3 A  cos A  cos 3 A
4 4
1
L (cos3 t )  L (3cos t  cos 3t )
4
1  3s s 
  2  2 
4  s 1 s  9 
3. Find L (sin 3t cos t )
Solution :
1
we know that sin A cos B   sin( A  B)  sin( A  B) 
2
1
hence sin 3t cos t  (sin 4t  sin 2t )
2
1
L (sin 3t cos t )  L (sin 4t  sin 2t )
2
1 4 2 
  2  2 
2  s  16 s  4 
2 1
 2  2
s  16 s  4
4. Find L (sin t sin 2t sin 3t )
Solution :
1
we know that sin t sin 2t sin 3t  sin t (cos t  cos 5t )
2
1 1
 sin t cos t  (sin t cos 5t )
2 2
1 1
 sin 2t  (sin 6t  sin 4t )
4 4
1
L (sin t sin 2t sin 3t )  L (sin 2t  sin 4t  sin 6t )
4
1 2 4 6 
  2  2  2
4  s  4 s  16 s  36 

5. Find L(1  e 3t  5e 4 t )
Solution :
L 1  e 3t  5e 4t   L 1 L  e 3t   5L  e4 t 

1 1 5
  
s s3 s4
6. Find L(3  e6 t  sin 2t  5cos 3t )
Solution :
L(3  e6t  sin 2t  5cos 3t )  3L(1)  L(e6t )  L(sin 2t )  5 L(cos 3t )

1 1 2 5s
 3   2  2
s s6 s 4 s 9
7. Find L (sin(2t  3))
Solution :
L(sin(2t  3))  L(sin 2t cos 3  sin 3cos 2t )

 cos 3L (sin 2t )  sin 3L(cos 2t )
2 s
 cos 3 2
 sin 3 2
s 4 s 4
8. Find L(sin 4t  3sin h2t  4cos h5t  e 5t )
Solution :
L(sin 4t  3sin h2t  4 cos h5t  e 5t )

 L (sin 4t )  3L (sin h2t )  4 L (cos h5t )  L(e 5t )
4 2 s 1
 2  3 2  4 2 
s  16 s 4 s  25 s  5
4 6 4s 1
 2  2  2 
s  16 s  4 s  25 s  5
9. Find L((1  t ) 2 )
Solution :
L((1  t ) 2 )  L(1  2t  t 2 )
 L(1)  2 L(t )  L(t 2 )
1 1 2!
  2 2  3
s s s

sin t 0  t  
10. Find the Laplace Transform of f (t )  
 0 t 
Solution :
By definition,

L ( f (t ))   e  st f (t ) dt
0
 
  e  st f (t )dt   e  st f (t )dt
0 
 
 st
 e sin t dt   e  st (0) dt
0 

  e  st sin t dt
0

 e  st  e ax
 2 2
( s sin t  cos t    e ax sin bx dx  ( a sin bx  b cos bx)
 ( s)  1 0 a 2  b2
e  s e0
 2 (  s sin   co s  )  2 (0  1)
s 1 s 1
e  s 1
 2 (1)  2
s 1 s 1
1
 2 ( e  s   1)
s 1
et 0  t 1
11. Find the Laplace Transform of f (t )  
0 t 1
Solution :

By definition, L( f (t ))   e st f (t )dt
0
1 
  e  st f (t ) dt   e  st f (t ) dt
0 1
1 
  e  st et dt   e  st 0dt
0 1
1
  e(  s 1)t dt
0
1
 e(1 s )t 
 
 1  s 0
1

1 s
 e1 s  1

3.2. Note :

1. (n  1)   xn e x dx (By definition)
0
(n  1)  n!, n  1, 2,3,.....

(n  1)  n(n), n  0
12. Find  1 
L   t3 2 
 t 
Solution :
 1 
L  t 3 2   L ( t 1 2 )  L ( t 3 2 )
 t 
 2
  1 1  3 1

 
2 
1 3
 1 1
s 2 s2

 1  
2  31
 1
2  
1 5
s 2 2 2 s 2
 3 
  5
s 4 s 2
4. First Shifting Theorem (First translation)
1. If L ( f (t ))  F ( s ) , then L (e  at f (t ))  F ( s  a )
Proof :

By definition, L  f (t )   e  st f (t )dt
0

L  e  at f (t )    e  st  e  at f (t )dt
0

  e t ( s  a ) f (t ) dt
0
 F ( s  a)
Hence L  e  at f (t )   F ( s  a )
4.1. Corollary : L ( e at f (t ))  F ( s  a )
4.2. Note :
1. L (e  at f (t ))  L  f (t ) s  s  a
  F ( s ) s  s  a
 F (s  a)
2. L (e at f (t ))  L  f (t ) s  s  a
  F ( s ) s  s  a
 F (s  a)

4.3. Problems :
1. Find L(te2 t )
Solution :
L (te 2 t )   L (t ) s  s  2
 1  1
 2   2
 s  s  s  2 ( s  2)
2. Find L(t 5 e  t )
Solution :
L (t 5 e t )   L(t 5 ) 
s  s 1
 5! 
 6 
 s  s  s 1
5!

( s  1)6
3. Find L(e 2t sin 3t )
Solution :
L (e 2 t sin 3t )  L (sin 3t ) s  s  2
 3 
 2 
 s  9  s s  2
3

( s  2) 2  9
4. Find L(e  t cos h 4t )
Solution :
L (e  t cos h 4t )  L (cos h 4t ) s s 1
 s 
 2 
 s  16  s  s 1
s 1

( s  1) 2  16
5. Find L(e3t sin 2 4t )
Solution :
L (e 3t sin 2 4t )  L (sin 2 4t ) s  s 3
 1  cos 8t 
 L 
 2  s  s 3
1
  L(1)  L (cos8t )  s  s 3
2
11 s 
   2
2  s s  64  S  S 3
1 1 s3 
   2 
2  s  3 ( s  3)  64 

6. Find L ( e 2 t sin 4t cos 6 t )
Solution :
L(e 2t sin 4t cos 6t )  L(sin 4t cos 6t ) s  s  2
1
  L(2sin 4t cos 6t ) s s 2
2
1
  L(sin(4t  6t )  (sin 4t  6t )  s  s  2
2
1
  L(sin10t  sin 2t )  s  s  2
2
1  10 2 
  2  2 
2  s  100 s  4  s  s  2
1 10 2 
  2
 2 
2  ( s  2)  100 ( s  2)  4 
7.  4t 3
Find L e (sin 3t  cosh 3t )
3

Solution:
L  e4t (sin 3 3t  cosh 3 3t )   L  sin 3 3t  cosh 3 3t 

ss 4
 3sin 3t  sin 9t 3cosh 3t  cosh 9t 

 L  
 4 4 s s 4
3sin   sin 3 3cosh   cosh 3
 sin 3   , cosh 3  
4 4
3 1 3 1 
  L(sin 3t )  L(sin 9t )  L(cosh 3t )  (cosh 9t ) 
4 4 4 4  s s  4
3 3 1 9 3 s 1 s 
  2  2
  2  2 
 4 s  9 4 s  81 4 s  9 4 s  81  s  s  4
3 3 1 9 3 s4 1 s4
     
4 ( s  4)  9 4 ( s  4)  81 4 ( s  4)  9 4 ( s  4) 2  81
2 2 2
8. Find L (cosh t cos 2t )
Solution :
  et  e  t  
L (cos ht cos 2t )  L    cos 2t 
 2  
1
 L (et cos 2t  e  t cos 2t )
2
1
  L(cos 2t ) s  s 1  L (cos 2t ) s  s 1 
2
1  s   s  
  2   2  
2   s  4  s  s 1  s  4  s  s 1 
1 s 1 s 1 
   
2  ( s  1)  4 ( s  1)2  4 
2

5. Theorem
If L ( f (t ))  F ( s ) , then L (tf (t )) 
d
( F ( s ))
ds
Proof :
Given F ( s )  L ( f (t ))
differentiate both sides, w.r. to ‘s’
d d
( F ( s ))  ( L( f (t )))
ds ds

d  
   e st f (t )dt 
ds  0 

  st
 (e f (t ))dt
0
s

  (t )e  st f (t )dt
0

   tf (t )e  st dt
0
d
( F ( s ))   L(tf (t ))
ds
d
 L(tf (t ))  F ( s)
ds
(or) L (tf (t ))   F ( s ) where F ( s )  L ( f (t ))
similarly we can show that,
d2
L (t 2 f (t ))  (  1) 2 F (s)
ds 2
3
3 3 d
L (t f (t ))  (  1) F ( s)
ds 3
n n dn
In general, L (t f (t ))  ( 1) F (s)
ds n
5.1. Problems :
1. Find L(te3t )
Solution :
We know that
d
L(tf (t ))  L ( f (t ))
ds
Here f (t )  e3t

d
L (te 3t )  L ( e 3t )
ds
d  1 
  
ds  s  3 
 ( s  3)(0)  (1) 
  
 ( s  3)2 
1

( s  3) 2
2. Find L (t sin 3t )
Solution :
d
L(tf (t ))  L( f (t ))
ds
d
L(tf (t ))  L(sin 3t )
ds
d  3 
  
ds  s 2  9 
  ( s 2  9)(0)  3(2 s) 
 
 ( s 2  9)2 
6s
 2
( s  9) 2
3. Find L(t cos 2 3t )

Solution :
d
L (t cos 2 3t )  L (cos 2 3t )
ds
 d  1  cos 6t 
 L
ds  2 

1 d
  L (1)  L (cos 6t ) 
2 ds
1 d  1 s 
  2
2 ds  s s  16 

1  1 ( s 2  16) 1  s (2 s ) 
   
2  s2 ( s 2  16) 2 
1  1 16  s 2 
   
2  s 2 ( s 2  16) 2 
1 1 s 2  16 
  2 2 
2s ( s  16) 2 

4. Find L(te2 t sin 3t )
Solution :
L (e 2 t (t sin 3t ))  L (t sin 3t ) s  s  2
 d 
 ( L (sin 3t ) 
 ds s  s  2
 d  3 
  2 
 ds  s  9   s s 2
 ( s 2  9)0  3(2 s ) 
 
 ( s 2  9) 2 ss2
6( s  2)

(( s  2) 2  9) 2
5. Find L(te 2 t sin 2t sin 3t )
Solution :
L(te2 t sin 2t sin 3t )

 L(t sin 2t sin 3t ) s s  2
1 
   L(t  2sin 2t sin 3t ) 
2  ss  2
1
 L  t (cos(2t  3t )  cos(2t  3t ))  s s  2
2
1
 L  t cos t  t cos 5t  s  s  2
2
1  d d 
  L(cos t )  L(cos 5t ) 
2  ds ds  ss  2
1  d  s  d  s 
    
2  ds  s 2  1  ds  s 2  25   s s  2
1   ( s 2  1) 1  s(2 s)  d  ( s 2  25) 1  s(2 s)  
     
2  ( s 2  1)2  ds  ( s 2  25)2  ss  2
1   1  s 2   25  s 2  
    
2   ( s 2  1)2   (s 2  25) 2   s s  2
1  s2 1 25  s 2 
 
2  (s 2  1)2 (s 2  25)2  s  s  2
 
1  (s  2)2  1 25  ( s  2) 2 
 
2   (s  2)2  1 2  ( s  2)2  25 2 
 
6. Find L(t 2 e t cos h 2t )
Solution :
L  e t (t 2 cos h 2t )   L(t 2 cos h2t )S S 1

2
 2 d 
  (1) 2
L(cos h2t ) 
 ds  S S 1
 d 2  s 
 2  2 
 ds  s  4   s  s 1
 d  ( s 2  4) 1  s (2 s)  
  
 ds  ( s 2  4) 2   s  s 1
d  4  s 2 
  
ds  ( s 2  4) 2  s  s 1
d  4  s 2 
  
ds  ( s 2  4) 2  s  s 1
 ( s 2  4)2 (2 s )  (4  s 2 )2( s 2  4)  (2 s ) 
  
 ( s 2  4) 2  s  s 1
 2  s 2  4  2(4  s 2 )  
  2 s( s  4)  
  ( s 2  4) 4   s  s 1
 2 s ( s 2  4  8  2 s 2 ) 
 
 ( s 2  4)3  s  s 1
 2 s( s 2  12) 
 2 3 
 ( s  4)  s  s 1
 2( s  1)(( s  1) 2  12) 
 
 ( s  1)2  4)3 
6. Theorem

f (t )  f (t )   St
If L ( f (t ))  F ( s ) and if L t exist then L     e f (t )ds
t0 t  t  S
Proof :

By definition, F ( s )  L ( f (t ))  e  st f (t ) dt

0
Integrate both sides w.r.t ‘S’ from s 

 
 st
 F ( s ) ds    e f (t )dtds
s s 0

 
 
    e  st f (t )ds  dt (Changing the order of integration since ‘s’ and
0 s 
‘t’ are independent variable)

 
  f (t )   e  st ds  dt
0 s 
 
 e  st 
  f (t )dt  
0  t  s

 1 
  f (t )dt  (0  e  st ) 
0  t 

f (t )
  e  st dt
0
t
 f (t ) 
 L 
 t 

 f (t ) 
L    L( f (t ))ds
 t  s

Similarly we can prove that L 
 f (t ) 
2 
   L( f (t ))ds ds
 t  ss
 
In general
 f (t ) 
L  n      L( f (t )) ds
 ds
ds
 t   
s s

s n times
n times
Recall :
1. log( AB )  log A  log B
2. log A  B   log A  log B

3. log AB  B log A
4. log1  0
5. log 0  
6. log   
1
7.  x dx  log x
dx 1 x
8. a 2 2
 tan 1
x a a

9. tan 1 ( ) 
2
10. cot 1 s  a   2  tan  s a 

1

Problems :
 1  e2t 
1. Find L 
 t 
Solution :
1  e2t 0
Lim  (Indeterminate form)
t 0 t 0
2e 2t
Lim  2
t 0 1
 the given function exists in the limit t  0
 1  e2t   2t
L    L (1  e )ds
 t  s

   L (1)  L( e 2 t )  ds
s

1 1 
    ds
s 
s s2

  log s  log( s  2)  s

  s 
  log  
  s  2  s
 
    
s    log  1
  log  
  s 1  2
  s   
  S
1 2
 s

s
s
 0  log
s2
1
 s 
 log  
 s2
 s2
 log  
 s 
2. Find L 
 1  cos at 

 t 
Solution :
1  cos at 0
t 0 t 0
Apply L - Hospital Rule.
a sin at
Lim  0 (finite)
t 0 1

 the given function exist in the limit t  0

 1  cos at 
L    L(1  cos at )ds
 t  S

   L(1)  L (cos at )  ds
s

1 s 
   2 2 
ds
s  s s  a 

 1 
  log s  log( s 2  a 2 ) 
 2 s


 log s  log( s 2  a 2 )
1
2
 s

 s 
  log 
 s 2  a 2 s

 
 s 
  log 
2
 s 1 a 2 
 s s

 
 1 
  log 
2
 1 a 2 
 s s
 s 
  log1  log 
 s2  a2 
1
 s   s   a2  s2 
  log    log  2   log  
2 2
 s a 
2
 s a   s 
 
 e  at  e bt 
3. Find L  
 t 
Solution :
e  at  e bt 0
t 0 t 0
ae  at  be bt
Lim  ba
t 0 1

 e  at  e  bt    at  bt
L    L(e  e )ds
 t  s

 1 1 
    ds
s
s a s b 

  log( s  a )  log( s  b)s

  (s  a)  
  log  
  ( s  b)   s

  1  a s 
  log  
  1  b s  s
1 a s 
 log1  log  
 1 b s 
sa
 log1  log  
 sb 
 sa
  log  
 sb 
1
 sa
 log  
 sb 
 sb 
 log  
 sa
 cos at  cos bt 
4. Find L  
 t 
Solution :
cos at  cos bt 0
t 0 t 0
 a sin at  b sin bt
Lim  0 (finite)
t 0 1


 cos at  cos bt 
L    L(cos at  cos bt )ds
 t  s

 s s 
  2 2
 2  ds
s  s a s  b2 


1 1 
  log( s 2  a 2 )  log( s 2  b 2 ) 
2 2 s

1 (s 2  a2 ) 
  log 2
2 ( s  b 2 )  s

1

  log
s 2
1  
a2 2
s  


2
 s 1 b 2
2

2
s  
s

1

  log
1  
a2 2
s  


2
 
2
1 b 2
s  
s
1  ( s2  a 2 ) 
  log1  log  2 2 
2  (s  b ) 
1  (s 2  b2 ) 
 log  2 2 
2  (s  a ) 
 e at  cos bt 
5. Find L 
 t 
Solution :
e at  cos bt
Since Lim exists
t 0 t
 e at  cos bt   at
L    L (e  cos bt )ds
 t  s

 1 s 
   2  ds
s 
s  a s  b2 

 1 
  log( s  a )  log( s 2  b 2 ) 
 2 s

  log( s  a )  log s 2  b 2 
 s

  sa 
  log  
2 2
  s  b   s

  

  s 1  a s 
  log 

2 
  s 1  b 2 
  s  s

sa
 log1  log
s 2  b2
sa
  log
s 2  b2
 s 2  b2 
 log  
 sa 
 
 sin 2 t 
6. Find L 
 t 
Solution :
sin 2 t
Since Lim exists
t 0 t
 sin 2 t   2
L    L(sin t )ds
 t  s

 1  cos 2t 
  L  ds
s  2 

1
  L(1)  L(cos 2t )  ds
2 s

1 1 s 
   2 ds
2 s  s s  4 

1 1 
  log s  log( s 2  4) 
2 2 s

1
 log s  log s 2  4 
2 s

1 s 
  log 
2 s2  4 s

 
1 s 
  log 
2 s 1 4 2
 s 
s

 
1 1 
  log 
2 1 4 2
 s 
s
 
1 1 
  log1  log 
2 1 4 2
 s 
1  s2  4 
 log  
2  s 
 

sin 3t cos 2t 
7. Find L  
 t 
Solution :
 sin 3t cos 2t 
Lim   exists
t 0
 1 

 sin 3t cos 2t 
L    L(sin 3t cos 2t ) ds
 t  s

1
  L(2sin 3t cos 2t )ds
2s

1
  L(sin 5t  sin t ) ds
2s

1  5 1 
   2 ds
2 s  s  25 s  1 
 2

1 1 
 5  tan 1 s  tan 1 s 
2 5 5 1 s

1
 
  tan 1 s 5  tan 1 s 1 
2 s  
1

 tan 1 ()  tan 1 ()  tan 1 s  tan 1 s
2 5  
1  
1  
    tan 1 s  tan 1 s 
2 2 2 5   1 
 
1

   tan 1 s  tan 1 s
2 5   

 sin at  . Hence find the value of sin t dt
8. Find L   0 t
 t 
Solution :
sin at
Since Lim exists
t 0 t

 sin at 
L 
  L(sin at ) ds
 t  s

a
 ds
s
s  a2
2

 1 s
  a  tan 1 
 a a s

 s
  tan 1 
 a s
s
 tan 1   tan 1  
a
 sin at   1  s 
 L    tan  
 t  2 a

Deduction :
By definition

 St sin at  s
e   tan 1  
0 t 2 a
Put s = 0, a = 1

sin t 
 dt   tan 1 (0)
0
t 2


2
9. Find L 
 cos at 

 t 
Solution :
cos at 1
Lt  
t 0 t 0
cos at
 Lt does not exist.
t 0 t
 cos at 
Hence L  does not exist.
 t 
 eat 
10. Find L 
 t 
Solution :
eat 1
Lt  
t 0 t 0
 e at 
 L   does not exist.
 t 
7. Unit Step function (or) heavisides unit step function :
The unit step function about the point t  a is defined as U (t  a)  

0 for t  a
1 for t  a
It can also be denoted by H (t  a )
u(t-a)
t<a t>a
t=a t

7.1 Find the Laplace transform of unit step function.
Solution :
The Laplace transform of unit step function is

L(U (t  a))   e  stU (t  a)dt
0
a 
  e 0  dt   e  st (1)dt
 st
0 a

  e  st dt
a

 e  st 
 
 s a
1
 (e   e  as )
s
1 e  as
L(U (t  a))  (0  e  as ) 
s s
 as
e
 L(U (t  a)) 
s
8. Dirac delta function (or) Unit Impulse function :
8.1 Dirac delta function or unit impulse function about the point t = a is defined as
 1
 Lt a t ah
 (t  a )   h  0 h
 0 otherwise
Find the Laplace transform of Dirac delta function.
Solution : 
o a a+h

L  (t  a)    e  st (t  a )dt
0
a ah 
 st 1  st  st
  e 0dt  Lt e dt  e 0dt
h0 h
0 a ah
ah
1  st
 Lt e dt
h0 h
a
1  1  ( a  h ) s  as 
 Lt
h0 h  s

e  e 

1  e  as e  ( a  h ) s 
 Lt  s  s 
h0 h
 

e  as (1  e  hs ) 0
 Lt  (Indeterminate form)
h 0 sh 0
Applying L’ Hospital Rule.
e  as (e  hs s )
 Lt  e  as
h0 s
L( (t  a ))  e  as when a  0, L( (t ))  1
8.2. Note :
The dirac delta function is the derivative of unit step function.
9. Second shiffting Theorem (Second Translation)
 f (t  a ), t  a
If L ( f (t ))  F ( s ) and G (t )   ,
 0 ta
Then L (G (t ))  e  as F ( s )
Proof : 
L(G (t ))   e  st G (t ) dt
0
a 
  e  st G (t )dt   e  st G (t )dt
0 a
a 
  e  st 0  dt   e  st f (t  a )dt
0 a

  e  st f (t  a )dt
a
Put ta u when t  a, u0

dt  du t  , u  

 L(G (t ))   e  s ( u  a ) f (u )du
0

 e  sa  e  su f (u ) du
0

 su
In e
0
f (u )du , u is a dummy variable. Hence we can replace it by the variable t.

 L(G (t ))  e  sa  e  st f (t )dt
0
 sa
e L( f (t ))
 as
e F (S )

Another form of second shifting theorem
If L ( f (t ))  F ( s ) and a  0 then
L ( f (t  a )U (t  a ))  e  as F ( s ) where U (t  a ) is the unit step function.
Proof :
We know that by the definition of unit step function.
1 t  a
U (t  a )  
0 t  a
 f (t  a) t  a
 f (t  a)U (t  a)   _____(1)
 0 ta
Let f (t  a )U (t  a )  G (t )
 f (t  a ) t  a
 (1) becomes, G (t )  
 0 ta
which is precisely the same as the first form of second shifting theorem, as discussed above
 L(G (t ))  e  as F ( s )
9.1. Problems :
1. Find the Laplace transform of G (t ) , where
  2  2
cos  t  3  if t  3
G (t )    
 2
0 if t 
 3
Solution :
 f (t  a ) t  a
We know that by second shifting if L ( f (t ))  F ( s ) and G (t )  
 0 ta
then L (G (t ))  e  as F ( s ) ____(1)
 2 
Here f (t  a )  cos  t  
 3 
2
(ie) f (t )  cos t & a  ____(2)
3
s
 L ( f (t ))  L (cos t )  2 ____(3)
s 1
Substituting (2) & (3) in (1), we get
2

3
s s
 L(G (t ))  e  2
s 1

(t  2)3 ; t  2
2. Find the Laplace transform using second shifting theorem for G (t )  
 0 t2
Solution :
Here a  2, f (t  a)  (t  2)3
f (t )  t 3
3!
L ( f (t ))  L(t 3 )   F (s)
s4
 L (G (t ))  e  as F ( s )
3!
 e 2 s 4
s
3. Using second shifting theorem, find the Laplace transform of

G (t )  

sin t   ; t  
3 
3
 0 t 
 3
Solution :

Here a
3
, f (t  a)  sin t  
3  
 f (t )  sin t
 L ( f (t ))  L (sin t )
1
 2
 F ( s)
s 1
 L (G (t ))  e  as F ( s )
 s
3
1
e  2
s 1
 s
3
1
e 2
s 1
10. Change of Scale Property

1 s
If L ( f (t ))  F ( s ) , Then L ( f ( at ))  F 
a a
Proof :

By definition, L( f (t ))   e st f (t )dt
0

 L( f (at ))   e st f (a t )dt
0
Put at  y when t  0, y0

adt  dy t  , y


dy
L ( f (at ))   e  s ( y a)
f ( y)
0
a

1
  e  ( s a ) y f ( y )dy
a0

1
  e  ( s a )t f (t )dt (Replacing the dummy variable y by t)
a0
1
L( f (at )) 
a
F s
a  
10.1. Corollary :
  
L  f t   aF (as)
a
10.2. Problems :
1. Assuming L (sin t ) . Find L (sin 2t ) and L sin t  2 

Solution :
We know that
1 _____(1)
L (sin t )  2
s 1
1 1
 L (sin 2t )   Using (1) (Replace S by s/2)
2 s 2 1
2  
1 4 
L (sin 2t )   
2  s2  4 
2
 2 _____(2)
s 4

 L sin t
2   2  2s 1  1  4s 2 1
2 2 Using (2) (Replace s by 2s)
s2 1
2. Given that L (t cos t ) 
( s 2  1) 2
 t
Find (i) L (t cos at ) and (ii) L  t cos 
 a
Solution :
s2 1
(i) Given L (t cos t )  2
( s  1) 2
Replacing t by at

 L ( at cos at ) 
1 a  
s
1
( Replacing s by s/a)
a  s 2 2

 
 a  1

a4 (s2  a2 )
L (at cos at ) 
a3 (s 2  a 2 )2
a4 (s 2  a2 ) s2  a2
 L (t cos at )  
a 4 (s 2  a 2 )2 (s 2  a2 )2
 t s2  1
(ii) Given L  t cos  
 a  (s 2  1)2
 2 
(as)  1 
Replace t by t a , L t cos t
a 
a
 a
 2 

  (as)  1 
2
 2 2 
 t a s 1 
L  t cos   a 2  Replace s by as.
 a   a 2 s 2  12 
 
11. Laplace Transform of Derivations :
Here, we explore how the Laplace transform interacts with the basic operators of calculus differentation and
integration . The greatest interest will be in the first identity that we will derive. This relates the transform
of a derivative of a function to the transform of the original function, and will allow to convert many initial
- value problems to easily solved algebraic Equations. But there are useful relations involving the Laplace
transform and either differentiation (or) integration. So we’ll look at them too.
11.1. Theorem :
If L ( f (t ))  F ( s ) Then
(i) L ( f (t ))  sL ( f (t ))  f (0)
(ii) L ( f (t ))  s 2 L ( f (t ))  sf (0)  f (0)
and in general
L ( f n (t ))  s n L ( f (t ))  s n 1 f (0)  s n  2 f (0)...... f n 1 (0)
Proof :
(i) By definition,

L( f (t ))   e  st f (t )dt
0

  e  st d ( f (t ))
0



  e  st f (t )    f (t )d (e  st )
0
0

 (0  f (0))   f (t )e  st ( s )dt
0

  f (0)  s  e  st f (t ) dt
0
  f (0)  sL( f (t ))
 L( f (t ))  sL ( f (t ))  f (0) _____(1) which proves (i)
(ii) Again by definition,


L( f (t ))   e  st f (t )dt
0

  e  st d ( f (t ))
0


  e  st f (t )    f (t )e  st ( s )dt
0
0

 0  f (t )   s  e  st f (t ) dt
0
  f (0)  sL( f (t ))

 sL( f (t ))  f (0)
 s ( sL( f (t ))  f (0))  f (0) Using (1)
L ( f (t ))  s 2 Lf (t )  sf (0)  f (0) ____(2)
Similarly proceeding like this, we can show that
L ( f n (t ))  s n L ( f (t ))  s n 1 f (0)  s n  2 f (0)...... f n 1 (0) ____(3)
The above results (1), (2) and (3) are very useful in solving linear differential equations with constant
coefficients.
11.2. Note :
We have, L ( f (t ))  sL ( f (t ))  f (0) _____(1) and
L ( f (t ))  s 2 L ( f (t ))  sf (0)  f (0) _____(2)
when f (0)  0 and f (0)  0
(1) & (2) becomes
Lf (t )  sLf (t ) and Lf (t )  s 2 Lf (t )
This shows that under certain conditions, the process of Laplace transform replaces differentiation by
multiplication by the factor s and s 2 respectively..

12. Laplace Transform of integrals

Analogous to the differentiation identities L  f (t )   sF ( s)  f (0) and L tf (t )   F ( s) are a pair of
identities concerning transforms of integrals and integrals of transforms. These identities will not be nearly
as important to us as the differentiation identities, but they do have their uses and are considered to be part
of the standard set of identities for the Laplace Transform.
Before we start, however, take another look at the above differentiation identities. They show that, under the
Laplace transform, the differentiation of one of the functions, f(t) or F(S) corresponds to the multiplication of
the other by the approprate variable.
This may lead to suspect that the analogous integrations identities. They show that, under Laplace transform
integration of one of the functions f(t) or F(S), corresponds to the division of the other by the approprate
variables.
t  1
12.1. Theorem : If L  f ( t )   F ( s ) then L  f (t )dt   L[ f (t )]

0  s
Proof :
t
Let  f (t )dt   (t )
0

(1)
Differentiate both sides with respect to ‘t’
 f (t )   (t ) 
(2)
t
and  (0)   f (t ) dt  0
0
We know that L[ (t )]  sL[ (t )]   (0)

L[ (t )]  sL[ (t )]  (0)  0
t 
 L[ f (t )]  sL   f (t )dt  by (1) & (2)
0 
t
  1
L   f (t )dt   L[ f (t )]
0  s
Similarly we can prove that
t t  1
L    f (t )dt   2 L[ f (t )]
0 0  s
 
t t t
 1
 In general L     f (t )dt   n L[ f (t )]
  s
0 0
 0

 n items 
12.2. Note :
The above result expresses that the integral between the limits from ‘0’ to ‘t’ is transformed into simple
division by the factor ‘S’ using Laplace transform.

12.3. Problems :
t
 
1. find L  e t t cos tdt 

 0 
Solution :
 t   t 
L  e t  t cos tdt    L   t cos tdt  
 0    0   s  s 1
1 
  L(t cos t ) 
s  s  s 1
 1  d 
  ( L (cos t ))  
 s  ds   s  s 1
 1  d  s   
   2  
 s  ds  s  1    s  s 1
  1  ( s 2  1)  s (2 s )  
  
 s  ( s 2  1) 2   s  s 1
 1  1  s 2 
  2 2 
 s  ( s  1)   s  s 1
 s2  1 
 2 2 
 s ( s  1)  s  s 1
 ( s  1) 2  1 
 2 2 
 ( s  1)(( s  1)  1)  s  s 1
s 2  2s

( s  1)( s 2  2 s  2) 2
t
 t sin t 
2. Find L  e  dt 
 0
t 
Solution :
 t sin t    t sin t  
L  e t  dt    L   dt  
 0 t    0 t   s s 1
 1  sin t  
  L 
 s  t   s s 1
sin t
Since Lim exist
t 0 t
1  
   L(sin t )ds 
s s  s s 1
1  1 
  2 ds 
 s s s  1  s s 1
1 
   tan 1 s  
s s
 s s 1

1 
  (tan 1   tan 1 ( s ) 
s  s  s 1
1   
    tan 1 ( s )  
s  2   s  s 1
1  cot 1 ( s  1)
  cot 1 s  
s  s  s 1 s 1
t
t
3. Find the Laplace Transform of
 te
0
sin tdt
Solution :
L (te  t sin tdt )  ( L (t sin t )) s  s 1
 d 
 L (sin t ) 
 ds  s  s 1
 d  1 
  2 
 ds  s  1   s  s 1
 ( s 2  1)0  2 s 
  2 2 
 ( s  1)  s  s 1
 2S 
 2 2 
 ( S  1)  S S 1
2( S  1)

((S  1) 2  1)2
2(S  1)
 2
S  2S  2
 t e t sin t 
4. Find L   dt 
0 t 
Solution :
 t e  t sin t  1  e  t sin t 
L dt   L  
0 t  s  t 
t
e sin t
Since Lim exist.
t 0 t

1 
   L (e  t sin t )  ds
s s 
1  
   L (sin t )  ds
s s  s  s 1
1    1 
 ds
s  s  s 2  1   s  s 1
  
1   1 
   2   ds
s  s  ( s  1)  1  

1   ds 
   2 
s  s  ( s  1)  1  
1 

s
 tan 1 ( s  1) 
s
1
cot ( s  1)

s
Problems :
 t 2t 
1. Find L   e dt 
0 
Solution :
 t 2t  1
L   e dt   L (e 2 t )
0  s
1 1
 
s s2
1

s ( s  2)
t 
2. Find L  sin 3tdt 

 0 
Solution :
t  1
L   sin 3tdt   L(sin 3t )
0  s
1 3
  2
s s 9
3
 2
s ( s  9)
 t 2t 
3. Find   e cos 3tdt 
L
0 
Solution :
t  1
L   e 2t cos 3tdt   L(e 2t cos 3t )
0  s
1
 L (cos 3t ) s  s  2 (Using first shifting theorem)
s
1 s 
  2 
s  s  9 s s2
1 s2 
  2 
s  (s  2)  9 

t 
4. Find L  e t sin h2tdt 

 0 
Solution :
t  1
L   e  t sin h 2tdt   L (e t sin h 2t )
0  s
1
 L(sin h 2t ) s  s 1
s
1 2 
  2 
s  s  4  s s 1
1 2 
  2 
s  ( s  1)  4 
t 
5. Find L  sin 3t cos 2tdt 

0 
Solution :
t  1
L   sin 3t cos 2tdt   L (sin 3t cos 2t )
0  s
1
 L (2 sin 3t cos 2t )
2s
1
 L (sin 5t  sin t )
2s
1  5 1 
  2  2 
2 s  s  25 s  1 
t
 
6. Find L  e 3t  t sin 2 t  dt
 0 
Solution :
 3t t  t 
L  e  t sin t   L   t sin 2 tdt 
2
 0  0  s  s 3
1 
  L(t sin 2 t ) 
s  s s3
 1 d 
 L (sin 2 t ) 
 s ds  s s 3
  1 d  1  cos 2t  
 L 
 s ds  2   s s 3
 1 d 
 L (1  cos 2t ) 
 2 s ds  s s 3
 1 d  1 s 
   2 
 2 s ds  s s  4   s  s  3
 1  1 ( s 2  4) 1  s (2 s )  
  2  
 2s  s ( s 2  4) 2   s s3

 1  1 4  s2 
  2  2 
 2s  s ( s  4) 2   s  s 3
1  1 4  ( s  3) 2 
   
2( s  3)  ( s  3) 2 (( s  3) 2  4)2 
1  4  ( s  3) 2 
 3  2 2 
2( s  3)  2( s  3)( s  6 s  13) 
 4t
 t sin 3t cos 2t  
7. Find L  e   dt  
 t 
 0 
Solution :
 4t  t sin 3t cos 2t  
Le   dt  
 t 
 0 
 t sin 3t cos 2t 
 L dt 
0 t  s s 4
 1  sin 3t cos 2t  
  L 
s  t   s s 4
1  
   L(sin 3t cos 2t )dt 
s s  s  s4

1 
   L (2sin 3t cos 2t ) ds 
 2s s  s s 4
1  
   L (sin 5t  sin t ) ds 
 2s s  s s  4
 1  5 1  
   2  2  ds 
2
 ss  s  25 s  1   ss4
1  1 s 
   5  tan 1  tan 1 s  
 2s  5 5  ss4

1  s  
   tan 1  tan 1 s  
 2 s  5  s  s  s  4
1   s  
   (tan 1   tan 1  )   tan 1  tan 1 s   
 2s   5   ss4
 1    s 
      tan 1  tan 1 s 
 2s  2 2  5  ss4
1  s 
     tan 1  tan 1 s  
 2s  5  ss4
1  1 s  4 
    tan  tan 1 ( s  4) 
2( s  4)  5 

13. Periodic Functions :
Laplace transform of periodic functions have a particular structure. In many applications the non
homogeneous term in a linear differential equation is a periodic function. In this section, we desire a formula
for the Laplace transform of such periodic functions.
13.1 Definition of Periodic functions :
A function f(t) is said to have a period T or to be periodic with period T if for all t, f(t+T)=f(t) where T is a
positive constant. The least value of T>0 is called the period of f(t).
Example 1
Consider f (t )  sin t
f (t  2 )  sin(t  2 )
 sin t
(ie) f (t )  f (t  2 )
 sin t
 sin t t is a periodic function with period 2 .
Example 2 :
tan t is a periodic function with period  .

13.2. Laplace Transform of Periodic functions :
Let f (t ) be a periodic function with period a.
f (t )  f (t  a)  f (t  2a )  f (t  3a)......

Now L( f (t ))  e  st f (t ) dt

0
a 2a 3a
  e  st f (t ) dt   e  st f (t )dt   e  st f (t )dt
0 a 2a
4a
+  e  st f (t )dt  
3a
Put in the second integral t  T  a; dt  dT
in the Third integral t  T  2a; dt  dT
in the Fourth integral t  T  3a; dt  dT
When t  a, T 0
t  2a, T  a

when t  2a, T  0
t  3a, T  a
when t  3a, T  0
t  4a, T  a
a a
 L( f (t ))   e  st f (t )dt  e  as  e  sT f (T  a )dT
0 0
a
+e2 as  e  sT f (T  2a)dT  
0
a a a
  e  st f (t )dt  e  sa  e  st f (t  a )dt  e 2as  e  st f (t  2a)dt
0 0 0
a
 (1  e  as  (e  as ) 2  )  e  st f (t )dt
0
a
 (1  e  as )1  e  st f (t )dt  (1  x) 1
 1  x  x 2  
0
a
1
L( f (t ))   as 
e  st f (t )dt
1 e 0
13.3. Problems :
1. Find the Laplace Transform of the square wave given by
 E for 0  t  a 2
f (t )  
a
 E for 2  t  a
and f (t  a )  f (t )
Solution :
Given that f (t  a )  f (t )
Hence f (t ) is a periodic function with period p  a
a
1
L( f (t ))  e  st f (t )dt
1  e  as 0
a
1  2  st 
a
 st
 e Edt  e (  E ) dt 
1  e  as  0 
a 
 2 
a
1  2  st 
a
 st
 E e dt  E e dt 
1  e  as  0 
a 
 2 

E  e  st  a 2  e  st  a 
     
1  e  as   s  0   s  a 
 2
E  e  sa 2  1   e  sa  e  sa 2  

s (1  e  as )  
E
 as 
 1  e  sa 2  e sa 2  e  sa 
s (1  e )
E
 as 
 1  e 2 sa 2  e  sa 
s (1  e )
 sa 2
E  2

 as  1  e 

2  sa 2  
s (1  e )(1  e )
 sa
 
E 1  e 2 
   sa 2 
s (1  e )
E  sa 
 tan h  
s  4
 t 0t b
2. Find the Laplace transform of the function f (t )  
2b  t b  t  2b
Solution :
The given function is a periodic function with period 2b
2b
1  st
 L( f (t ))  e f (t )dt
1  e 2 bs 0
b 2b
1
 2 bs 
e  st f (t )dt   e  st f (t ) dt
1 e 0 b
1  b  st 2b
 st

 2 bs  
e tdt  b e (2b  t ) dt 
1 e 0 
b
   e  st   e  st   
 t
   1
  2   
1     s   s  0 
  2b 
1  e 2 bs   e  st   e  st   
  (2b  t )    ( 1)  2   
   s   s   b 
1  be  sb e  sb 1 e 2 bs b  bs e  bs 
  2  2 2  e
1  e 2 bs  s s s s s s 2 
1  1  2e  bs  e 2 bs 
  
1  e 2 bs  s2 
 bs 2
(1  e )
 2
s (1  e  bs )(1  e  bs )

1  e  bs

s 2 (1  e  bs )
 bs  bs
 2 2

1 (1  e )  e
 2  
s   bs  bs 
 (1  e 2 )  e 2 
 
bs  bs
2 2
1 e e
   bs
s 2 bs2
e e 2
1  bs 
 2 tan h  
s  2
sin t in 0  t  
3. Find the Laplace transform of f (t )   and f (t  2 )  f (t ) .
 0 in   t  2
Solution :
Given that f (t  2 )  f (t )
Hence f (t ) is a periodic function with period P  2
P
1
L ( f (t ))   sP 
e  st f (t )dt
1 e 0
1    st 2

 2 s  
e sin tdt   e  st  0dt 
1 e 0  
1  1  

1  e 2 s  s 2  1
 e  st
( S sin t  1  cos t )  0

1 1
2 s 
 2  e  s (0  1)  1(0  1) 
s 1 1 e
1 1
2 s 
 2 e  s  1
s  1 (1  e )
 2
1

1 1  e   s
s  1 (1  e ) (1  e  s )
 s
1 1
 2 
s  1 1  e  s
4. Find the Laplace transform of the Half-wave rectifier function
 
sin wt , 0  t  w
f (t )  
 0,  2
t 
 w w
Solution :
 
sin wt , 0  t  w
Given f (t )  
 0,  2
t 
 w w
2  2 
This ia a periodic function with period in the interval  0, .
w  w 

2
w
1  st
 L( f (t ))  2 s e f (t )dt

w 0
1 e
 w 2
w

1   st  st 
 2 s   e f (t )dt   e f (t )dt 


1 e w  0 w

 w 2
w

1   st  st 
 2 s   e sin wtdt   e  0dt 


1 e w  0 w


1  e  st ( s sin wt  w cos wt )  w
 2 s  

w  s 2  w2 0
1 e
 ws 

1  e ( w)  w 

2 s  s 2  w2 
w
1 e  
1 w 1  e  s w

 2 s 2 2

w
s w
1 e
w (1  e  s w )
 
(1  e  s w )(1  e  s w ) s 2  w 2
w
  s w
(1  e ) s 2  w2
 t, for 0  t  1
5. Find the Laplace transform of the periodic function f (t )   and f (t  2)  f (t )
2  t, for 1  t  2
Solution :
The given function is a periodic function with period 2.
2
1
 L( f (t ))  e  st f (t )dt
1  e 2 s 0
1 2
1   st  st

 2 s  
e tdt  1 (2  t ) e dt 
1 e  0 
1 2
1  te  st e  st   e  st e  st  
   1  2    (2  t )  2  
1  e 2 s   s s 0  s s 1 

1  e  s e  s 1 e 2 s e  s e  s 
  s  s 2  s2  s 2  s  s 2 
1  e 2 s  
1  1  2 e  s  e 2 s 
  
1  e 2 s  s2 
(1  e  s ) 2 1  (1  e  s ) 
   
(1  e  s )(1  e  s ) s 2 s 2  (1  e  s ) 
1 e s 2  e s 2 1
 2 s 2  s 2  2 tan h s
s e e s 2  
 
 t , 0t 
6. Find the Laplace transform of the function f (t )  
2 f (  t )  f (t )
  t ,   t  
 2
Solution :
1  2  st 
 st

 L ( f (t ))    te tdt   (  t )e dt 
1  e  s  0  2 
1  te  st e  st  2  
e  st e  st  
   2    (  t )  2  
1  e  s   s s 0  s s  2 

1   e  s 2 e  s 2 1 e  s  e  s 2 e  s 2 
  2  2  2 2  2  2 
1  e  s  s s s s s s 
 
1 1  2e  s 2  e  s 
  
1  e  s  s2 
(1  e  s 2 ) 2

s 2 (1  e  s 2 )(1  e  s 2 )
1  e  s 2

s 2 (1  e  s 2 )
 1, 0t b
7. Find the Laplace transform of the rectangular wave given by f (t )  
1, b  t  2b
Solution :
 1, 0t b
Given f (t )  
1, b  t  2b
This function is periodic the interval (0, 2b) with period 2b.
2b
1  st
 L( f (t ))  e f (t )dt
1  e 2 bs 0
1  b  st 2b
 st

 2 bs  
e f ( t ) dt  b e f ( t ) dt 
1 e 0 
b 2b
1   st 
 2 bs  
e (1)dt   e  st (1)dt 
1 e 0 b 
b 2b
1   st 
 2 bs  
e dt   e  st dt 
1 e 0 b 
b 2 b
1   e  st   e  st  
     
1  e 2 bs    s  0   s b 
1  e  sb 1 e 2 sb e  sb 
   
1  e 2 bs   s s s s 

1 1  2e  sb  e 2 sb 

s  1  e 2 bs 

1 (1  e  sb )2

s (1  e  sb )(1  e  sb )
1 1  e  sb

s 1  e  sb
1 (1  e  sb )e  sb 2

s (1  e  sb )(e  sb 2 )
1 e sb 2  e  sb 2

s e sb 2  e  sb 2
1  sb 
 tan h  
s  2
14. Initial value theorem
If L ( f (t ))  F ( s ) , then Lt f (t )  Lt sF ( s )
t 0 t 
Proof :
 
We know that L f (t )  sL f (t )  f (0))  
Take the limit as s  on both sides, we havee
Lt L ( f (t ))  Lt ( sF ( s )  f (0))
s  s 

Lt  e st f (t ) dt  Lt (sF (s)  f (0)) ( By definition of Laplace Transform)
s  s 
0

 st
 Lt e f (t ) dt  Lt ( sF ( s )  f (0)) ( s is independent of t, we can take the limit in
s  s 
0
the L.H.S before integration)
0  Lt ( sF ( s )  f (0))
s 
 Lt sF ( s )  f (0)
s 
 Lt f (t )
t0
 Lt sF ( s )  Lt f (t )
s  t0

15. Final value Theorem
If L ( f (t ))  F ( s ) , then Lt f ( t )  Lt sF ( s )
t  s0
Proof :
We know that L ( f (t ))  sL  f (t )  f (0)
L ( f (t ))  sF ( s )  f (0)

 st
e f (t ) dt  sF ( s )  f (0)
0
Take the limit as s  0 on both sides,


Lt  e  st f (t ) dt  Lt ( sF ( s )  f (0))
s 0 s 0
0

 st
 Lt e f (t ) dt  Lt ( sF ( s )  f (0)) ( s is independent of t, we can take the limit in
s0 s 0
0
the L.H.S before integration)


 f (t ) dt  Lt ( sF ( s )  f (0))
0
s0
( f (t ))0  Lt ( sF ( s)  f (0))
s 0
Lt f (t )  f (0)  Lt sF ( s )  f (0)
t  s 0
Since f (0) is n ot a function of ‘s’ (or) ‘t’ it can be cancelled both sides,
Lt f ( t )  Lt sF ( s )
t  s0
15.1.Problems :
1
1. If L ( f (t ))  find lim
t 
f (t ) and lim f (t )
t 0
s( s  a)
Solution :
lim f (t )  lim sF ( s )
t0 s 
1
 lim s 
s s(s  a)
1
 lim
s (s  a)
0
lim f (t )  lim sF ( s )
t s0
1
 lim s 
s0 s(s  a)
1
 lim
s0 ( s  a)
1

a

2. If L (e  t cos 2 t )  F ( s ) . Find lim( sF ( s )) and lim( sF ( s ))

s0 s 
Solution :
L (e  t cos 2 t )  F ( s )
(ie)., f (t )  e t cos 2 t
By final value theorem,
lim( sF ( s ))  lim(e  t cos 2 t )  0

s 0 t 
By initial value theorem,
s lim sF (s)  lim(e t cos2 t )  1

S 0 t 0
3. Verify the initial and final value theorem for the function f (t )  1  e  at
Solution :
Given that f (t )  1  e  at ____(1)
L ( f (t ))  L(1  e  at )
1 1
 
s s 1
1 1
F (s )  
s s 1
1 1 
SF (s )  s   
s sa
s
 1 _____(2)
sa
From (1), Lt f (t )  Lt 1  e  at
t 0 t 0
 1 1
0 _____(3)
Lt f (t )  Lt 1  e  at
t  t 
 1 0
1 _____(4)
s
From (2), Lt sF ( s )  Lt 1  1 _____(5)
s0 s0 sa
s
Lt sF ( s )  Lt 1 
s  s  sa
s
= Lt 1  0
s 
s 1 a  s  _____(6)
From (3) & (6), we have

Lt f ( t )  Lt sF ( s )
t 0 s
and from (4) & (5)

Lt f ( t )  Lt sF ( s )
t  s0

4. Verify initial and final value theorem for the function f (t )  e 2t cos 3t
Solution :
Given f (t )  e 2t cos 3t
L( f (t ))  L(e 2t cos 3t )
 L(cos 3t ) s s  2
 s  s2
F ( s)   2   2
 s  9  s s  2 (s  2)  9
s ( s  2) s 2  2s
SF ( s)  2 
s  4 s  13 s 2  4s  13
Lt f (t )  Lt e2 t cos 3t  1 ____(1)
t 0 t 0
Lt f (t )  Lt e 2t cos 3t  0 ____(2)

t  t 
s 2  2s
Lt sF ( s )  Lt 0 ____(3)
s 0 s 0 s 2  4 s  13
s 2 (1  2 s)
Lt sF (s )  Lt 2 1 ____(4)
s  s  s (1  4 s  13 s 2 )
From (1) and (4), Lt f ( t )  Lt sF ( s )

t 0 s
From (2) and (3), Lt f (t )  Lt sF ( s )

t 0 s 0
5. Verify initial and final value theorem for f (t )  t 2 e 3t

Solution :
f (t )  t 2 e 3t
L( f (t ))   L(t 2 ) 
s s 3
 2!  2
 3  3
 s  s s 3 ( s  3)
2s
sF ( s ) 
( s  3)3
Lt f (t )  Lt t 2 e 3t  0 ____(1)
t 0 t 0
Lt f (t )  Lt t 2e 3t  0 ____(2)
t  t 
2s
Lt sF ( s )  Lt 0 ____(3)
s 0 s  0 ( s  3)3
2s 2s
Lt sF ( s )  Lt  Lt 3
s  s  ( s  3) 3 s 0
 3
s3 1  
 s
2
 Lt 3
0 ____(4)
s 
2 3
s 1  
From (1) & (4)  s
Lt f ( t )  Lt sF ( s )
t 0 s
From (2) & (3)
Lt f (t )  Lt sF ( s ) .
t 0 s 0

Exercise - 1 (a)
Find the Laplace transform of the following
t
3s 2  2 s  3
1. 5  3t  2e Ans :
s 2 ( s  1)
12  5 s
2. 6sin 2t  5cos 2t Ans :
s2  4
3t  5
e5
3. e Ans :
s 3
s cos   w sin 
4. cos( wt   ) Ans :
s 2  w2
5. 7e2 t  9e2 t  5 cos t  7t 3  5sin 3t  2
7 9 5s 42 15 2
Ans :   2  4  2 
s  2 s  2 s 1 s s 9 s
2( s 2  5)
6. sin 2t cos3t Ans :
( s 2  1)( s 2  25)
5 s
7. cos h2t  cos h3t Ans :
( s  4)( s  9)
2a 2
8. 2 Ans :
sin at s(s 2  4a 2 )
24 4 1
9. (t 2  1) 2 Ans :  
s5 s 3 s
c a b
10. a  bt  Ans :  2 c 
vt s s s
48
11. 3 Ans :
sin 2t ( s  4)( s 2  36)
2
2
s2  2s  4
12. (sin t  cos t ) Ans :
s ( s 2  4)
s 12
13. cos  t  4e 2t 3 Ans : 2 2
 2
s  3s

Exercise - 1 (b)
Find the Laplace transform of the following functions.
6
1. t 3e 3t Ans :
( s  3) 4
s  10
2. e 2t (cos 4t  3sin 4t ) Ans : 2
s  4 s  20
2 4 4
3. et (t  2) Ans : 3
 2

( s  1) ( s  1) s 1
2
4.  at 2 Ans :
e t ( s  a )3
1 s 1
5. e t cos 2 t Ans :  2
2 s  2 2 s  4 s  10
s
6. e 2t (1  2t ) Ans :
( s  2) 2
s2
7. e2 t cos t Ans : 2
s  4s  5
1
8. et sin t cos t Ans :
( s  1) 2  4
s 1
9. e t cos ht Ans : 2
s  2s
n!
10. e at t n Ans :
( s  a ) n 1
1 1
11. t 2 sin h2t Ans : 
( s  2) ( s  2)3
3
1 3 3 
12. sin h2t sin 3t Ans :  2
2  s  4 s  13 s  4 s  13 
 2
13. cosh t cos3t cos 4t

1 s2 s2 s2 s2 
Ans :  2  2  2
4  s  4 s  53 s  4 s  53 s  4 s  5 s  4 s  53 
 2
14. sin h 2t sin 2 t

1 1 1 S 2 S 2 
Ans :   2  2
4  s  2 s  2 s  4 s  8 s  4 s  18 

15. sin h3t sin 3t sin 4t

1 s3 s3 s 3 s 3 
Ans :  2  2  2
4  s  6 s  10 s  6 s  58 s  6 s  58 s  6 s  10 
 2

Exercise - 1 (c)
s2  a2
1. t cos at Ans :
( s 2  a 2 )2
2a (3s 2  a 2 )
2. 2 Ans :
t sin at ( s 2  a 2 )3
24 s (1  s 2 )
3. 3 Ans :
t sin t (1  s 2 ) 4
3!
4. t 3 e 3t Ans :
( s  3) 4
2 s ( s 2  3a 2 )
5. 2 Ans :
t cos hat ( s 2  a 2 )3
1 3 6 6
6. (1  te  t )3 Ans :  3
 3

s ( s  1) ( s  2) ( s  3) 4
2a ( s  a )
7. at Ans :
te sin at ( s  2 as  2a 2 ) 2
2
1 1 (( s  1) 2  4)  2( s  1) 2 

2  ( s  2) 2 
8. t 2 Ans :
te sin t (( s  1) 2  4) 2 
1  s2  9 s2 1 

9. t cos t cos 2t Ans :
2  ( s 2  9) 2 ( s 2  1) 2 
11 s 2  16 

10. t cos 2 2t Ans :
2  s 2 ( s 2  16) 2 
1  4( s  2) 4( s  2) 
  2
( s  4 s  8) 2 
11. t cos h2t sin 2t Ans : 2 2
2  ( s  4 s  8)
1  s2  2s  8 s 2  2s  8 

12. t cos ht cos 3t Ans :
2  ( s 2  2 s  10) 2 ( s 2  2 s  10) 2 
2( s  1)( s 2  2 s  2)
13. 2 t Ans :
t e cos t ( s 2  2 s  2)3
s 2  2s  2
14. t Ans :
te cos ht ( s 2  2 s )3
t sin 2t 4s  8
15. Ans :
e 2 t ( s  4 s  8) 2
2

Exercise 1 - (d)
sin t
1.
t
Ans : cot 1 s
e at  ebt sb
2. Ans : log
t sa
e2t  e 3t s3

3. Ans : log
t s2
1  cos at 1  s2  a2 
4. Ans : log  2 
t 2  s 
sin 2 t 1 s2  4
5. Ans : log 2
t 4 s
sin t sin 2t 1 s2  9
6. Ans : log 2
t 4 s 1
et  cos 2t s2  4
7. Ans : log
t s 1
sin 3t cos t 1 s  s 

8. Ans :   tan 1    tan 1   
t 2 4  2 
e  t  e 2 t s2
9. Ans : log
t s 1
e  at  e  bt sb
10. Ans : log
t sa
cos 4t sin 2t 1  1  s   s 
11. Ans :  tan    tan 1   
t 2  2  6 
cos 2t  cos 3t s2  9
12. Ans : log
t s2  4
sin ht log s  1
13. Ans :
t log s  1
1  e 2 t s2
14. Ans : log
t s
e at  cos bt 1  s2  s2 
15. Ans : log  2 
t 2  (s  a) 

Exercise 1 (e)
t
t 2 s2  2s  3
1.  e cos tdt
0
Ans :
s ( s  1)( s 2  2 s  5)
t
1  s2 1 s2  9 
2.  t sin t sin 2tdt
0
Ans : 
2 s  ( s 2  1) 2 ( s 2  9) 2 
t
sin ht 1  s 1
3.  dt Ans : log  
0 t 2  s 1
t
2t 1 3 
4. e
0
sin 3tdt Ans :  2 
s  ( s  4 s  13) 
t
2 t 3  s2 3( s  2) 
5. e sin 3 tdt Ans :  2 2
 2 2 
0 2 s  ( s  4 s  5) ( s  4 s  13) 
t
sin 2 t 1 s2  4
6. 0 t dt Ans :
2
log
s
t
e  t sin tdt
7. 0 t Ans : cot 1 ( s  1)
t
sin t cot 1 ( s  1)
8. et  dt Ans :
0 t s 1
t
t 1 2( s  1)
9.  te
0
sin tdt Ans : 
s s2  2s  2
t
t s 2  2s
10. e  t cos tdt Ans :
0 ( s  1)( s 2  2 s  2) 2

Exercise - 1 (f)
Find the Laplace transform of the following

1. f (t )  t for 0  t  4 , f (t  4)  f (t )
1  4Se 4 s  e 4 s
Ans :
(1  e 4s ) s 2
 t 0  t 1
2. f (t )   and f (t  2)  f (t )
2  t 1  t  2
1
Ans :
s2
tan h s
2  
1 0ta
 2 and f ( a  t )  f ( a)
3. f (t )  
 1 a 2  t  a
1  1  e  as  2e as 2 
Ans :  
1  e  as  s 
sin t 0  t  
4. f (t )   and f (t  2 )  f (t )
 0   t  2
Ans :
1 1
1  e  S 2
s 1
t 0  t  1
5. f (t )   and f (t  2)  f (t )
0 1  t  2
1  e  s ( s  1)
Ans :
s 2 (1  e 2 s )
 0 0t w
 2
6. f (t )    2  2 
 sin wt t  , f t    f (t )
 w w  w 
w
Ans :
( w  S )(e S w  1)
2 2
7. f (t )  e t , 0  t  2, f (t  2)  f (t )
1  e 2 ( s  1)
Ans :
( s  1)(1  e 2 s )
8.
 1 0  t  a given f (t  2a )  f (t )
f (t )  
 1 a  t  2 a
sin wt
 0t 
w
9.
f (t )  
 0
2
  t  2 given that f t  w  f (t )  
w w
10. f (t )  sin wt 0  t  
w 
f t 
w   f (t )
UNIT – II –INVERSE LAPLACE TRANSFORM – SMT1401

16. Inverse UNIT II INVERSE

Laplace LAPLACE TRANSFORMS
Transform
16.1. Definition :
If the Laplace transform of a function f (t ) is F ( S ) (ie) L ( f (t ))  F ( S ) then f (t ) is called an inverse

laplace transform of F ( s ) and is denoted by
f (t )  L1 ( F ( s ))
Here L1 is called the inverse Laplace transform operator..
17. Standard results in inverse Laplace transforms
Laplace Transform Inverse Laplace Transform
1 1
L (1)  L1    1
s s
1  1 
L (e at )  L1  e
at
sa  sa
1  1 
L (e  at )  L1  e
 at
sa sa
1  1 
L (t )  L1  2 t
s2 s 
2!  2! 
L (t 2 )  L1  3   t 2
s3 s 
3!  3! 
L (t 3 )  L1  4   t 3
s4 s 
n!  n! 
L (t n )  L1  n 1   t n
s n 1 s 
where n is a +ve integer
a  a 
L (sin at )  L1  2 2 
 sin at
s  a2
2
s a 
s  s 
L (cos at )  L1  2 2   cos at
s  a2
2
s a 
a  a 
L (sin hat )  L1  2 2 
 sin hat
s  a2
2
s a 
s  s 
L (cos hat )  L1  2 2 
 cos hat
s  a2
2
s a 
2as  2as 
L (t sin at )  L1  2   t sin at
(s  a2 )2
2 2 2
 (s  a ) 

s2  a2  s2  a2 
L (t cos at )  2 L1  2 2 2 
 t cos at
(s  a2 )2  (s  a ) 
2 as  2as 
L (t sin hat )  L1  2 2 2 
 t sin hat
( s  a2 )2
2
 (s  a ) 
s2  a2  s2  a2 
L (t cos hat )  L1  2 2 2 
 t cos hat
(s 2  a2 )2  (s  a ) 
b  b  at
L (e at sin bt )  L1    e sin bt
(s  a)2  b2 2
 (s  a)  b
2

sa  sa  at
L (e at cos bt )  L1    e cos bt
( s  a )2  b 2 2
 (s  a)  b
2

b  b  at
L (e at sin hbt )  L1    e sin hbt
(s  a)2  b 2 2
 ( s  a)  b
2

sa  sa  at
L (e at cos hbt )  L1  2 
 e cos hbt
(s  a)2  b 2 2
 (s  a)  b 
1  1 
L (te  at )  L1    te
 at
(s  a)2  (s  a)
2

2!  2!  2  at
L (t 2 e  at )  L1  3 
t e
( s  a )3  (s  a) 
18. Properties of Inverse Laplace Transforms
18.1. Linear Property :
If 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 )) where c1 & c2 are constants.
Proof :
We know that
L (c1 f1 (t )  c2 f 2 (t ))  c1L ( f1 (t ))  c2 L( f 2 (t ))
 c1 F1 ( s )  c2 F2 ( s )
 L( f1 (t ))  F1 ( s) and L( f 2 (t ))  F2 ( s) 
1
c1 f1 (t )  c2 f 2 (t )  L (c1F1 ( s )  c2 F2 ( s ))
 L1 (c1 F1 ( s))  L1 (c2 F2 ( s))
 c1L1 ( F1 ( s))  c2 L1 ( F2 ( s))

Problems :
 1
Find L 1 
s 
1. s 2 
 s3 s 4
Solution :
 1 1 s  1  1  1  s 
L1    2 L 
1
  L s  L  2 
 s 3 s s 4  s3 s 4
 e 3t  1  cos h 2t
 e 3t  cos h 2t  1
 1
Find L 1 
1 1 s 
2. 2
  2  2 
s s 4 s 4 s 9
Solution :
1 1 1 s 
L1  2   2  2 
s s  4 s  4 s 9 
 1  1   1  1  1  s 
 L1  2   L1    L  s2  4   L  s2  9 
s   s4    
sin 2t
 t  e 4 t   cos h3t
2
3.
1 2
Find L1 
3s 4 
 2 2  2 
s s s  4 s  16 
Solution :
1 2 3s 4 
L1   2  2  2
s s s  4 s  16 
1  2  3 s  1  4 
 L1    L1  2   L1  2  L  2 
s s  s 4  s  16 
 1  2t  3cos 2t  sin 4t
 4
Find L1 
2 2 3s 
4. 6
 10  2  2 
s s s  9 s  25 
Solution :
 4 2 2 3s 
L1  6  10  2  2 
s s s  9 s  25 
4  5!  2  9!  2  3   s 
 L1  6   L1  10   L1  2   3L1  2 
5!  s  9!  s  3  s 9   s  25 
1 1 2
 t5  t 9  sin h3t  3cos 5t
36 181440 3

5. Find L1 
 2 3 3 5 s 
5
 4 2  2  2 
s s s  3 s  100 s  10 
Solution :
2 3 3 5 s 
L1  5  4  2  2  2 
s s s  3 s  100 s  10 
2 1  4!  3 1  3!  3 1  3  5 1  10  1  s 
 L  5  L  4  L    L  2   L  s 2  10 
4!  s  3!  s  3  s 2
 32
 10  s  100   
1 4 1 3 1
= t  t 3 sin 3t  sin h10t  cos 10t
12 2 2
6. Find L1 
 5 4s s s 
2
 2  2  2 
 s  25 s  16 s  9 s  25 
Solution :
 5 4s s s 
L1  2  2  2  2 
 s  25 s  16 s  9 s  25 
 5  1  s   1  s  1  s 
 L1  2   4L  2  L  2 L  2 
 s  25   s  16   s 9  s  25 
 sin h5t  4 cos h 4t  cos 3t  cos h5t
7. Find L1 
1 
 
 2s  3 
Solution :
 
 1  1 1  1 
L1    L
 2s  3  2 s3 
 2
1 3 t
 e 2
2
19. First Shiffting Property
(i) If L1 ( F ( s ))  f (t ) then L1 ( F ( s  a ))  e at L1 ( F ( s ))
Proof :
We know that L ( f (t ))  F ( s ) then L ( e at f (t ))  F ( s  a )
Hence e at f (t )  L1 ( F ( s  a ))
e at L1 ( F ( s ))  L1 ( F ( s  a ))

(ii) If L1 ( F ( s ))  f (t ) Then L1 ( F ( s  a ))  e  at L1 ( F ( s ))
Proof :
We know that L ( f (t ))  F ( s ) Then L (e  at f (t ))  F ( s  a )
e  at f (t )  L1 ( F (s  a))
Hence
e  at L1 ( F ( s))  L1 ( F ( s  a ))
19.1. Problems :
 1 
1. Find L1 
2 
 ( s  1) 
Solution :
 1   t 1  1 
L1  2 e L  2 
 ( s  1)  s 
 et t
 1 
2. Find L1  2 
 ( s  1)  1 
Solution :
 1   t 1  1 
L1  2 e L  2 
 ( s  1)  1   s 1 
 e  t sin t
1  s3 
3. Find L  2 
 ( s  3)  4 
Solution :
 s  3  3 t 1  s 
L1  2 e L  2 
 ( s  3)  4  s 4
 e3t cos 2t
 s 
4. Find L1  2 
 ( s  2) 
Solution :
 S   s 22
L1  2 
 L1  2 
 ( s  2)   ( s  2) 
 s2 2 
 L1  2
 2 
 ( s  2) ( s  2) 
 1  1  1 
 L1    2L  2 
 ( s  2)   ( s  2) 
 e 2 t  2 e 2 t  t
 e 2 t (1  2t )

1  s 3s 
5. Find L  2
 2 
 ( s  1)  3 ( s  2)  5 
Solution :
 s 3s  1  s  1  s 
L1  2
 2 L  2   3L  2 
 ( s  1)  3 ( s  2)  5   ( s  1)  3   ( s  2)  5 
 s 11  1  s  2  2 
 L1  2   3L  2 
 ( s  1)  3   ( s  2)  5 
 s  1  1  1 
 L1  2  L  2 
 ( s  1)  3   ( s  1)  3 
 s2  1  1 
 3L1  2   6L  2 
 ( s  2)  5   ( s  2)  5 
 s  t 1  1  2 t 1  s 
 et L1  2 e L  2   3e L  2 
 s 3  s 3  s 5
 1 
 6e 2 t L1  2 
 s 5
 s  e t 1  3 
 et L1    L  2 
 2 2  3  2 
s  3  s  3 
 s  6 2 t 1  5 
 3e 2 t L1    e L  2 
 2 2 
5  2 
s  5  s  5 
et
 et cos 3t  sin 3t  3e 2 t cos h 5t
3
6 2 t
 e sin h 5t
5
6. Find L 1 
 3s  4 
2 
 s  8 s  65 
Solution :
 3s  4   3s  4 
L1  2   L1  2 
 s  8S  65   ( s  4)  49 
L 1 
 3 s4
3 
  3L
 s4 4 4 
1  3
 ( s  4)2  49  2
 ( s  4)  49 
   
 s4 8 
 3L1  3 
 ( s  4) 2  49 
 
 s4  8 1  1 
 3L1  2   3 3 L  2 
 ( s  4)  49   ( s  4)  49 
 s  4 t 1  1 
 3e 4 t L1  2   8e L  2 
 s  49   s  49 
8  7 
 3e 4 t cos 7t  e 4 t L1  2 
7  s  49 
8
 3e 4 t cos 7t  e 4 t sin 7t
7

1 1 t
If L ( f (t ))  F ( s ) , then L ( F ( as ))  f  , a  0
a a
Proof :
F ( s )  L( f (t ))

  e  St f (t )dt
0

F (as )   e  ast f (t )dt

0
Let at  t1 When t  0, t1  0
dt1 t  , t1  
dt 
a

 t  dt
F (as )   e  St1 f  1  1
0 a a

1  t1 
  e St1 f   dt1
a0 a

1 t  b b

  e St f   dt   f (t ) dt   f (t1 ) dt1 
a0 a  a a 
1
a
L f t

a  
1 t 
 L1 ( F (as ))  f  
a a
20.1. Problems :
2
 s2 1  1  9 s  1 
1. If L1  2 2 
 t cos t , then find L  2 2 
 ( s  1)   (9 s  1) 
Solution :
 s2 1 
L1  2 2 
 t cos t
 ( s  1) 
writing as for S,
 a2 s2  1  1 t t
L1  2 2 2 
  cos  
 (a s  1)  a a a
 9s2  1  1 t t
Put a  3 , L1  2 2    cos  
 (9 s  1)  3 3  3
t t
 cos  
9 3

 s 
2. Find L1  2 
 (2 s  8) 
Solution :
 s 
We know that L1  2 2 
 cos h 4t
 (s  4 ) 
Putting as for S,
 2s  1  4t 
L1  2 2   cos h  
 (2 s )  4  2 2
 2s  1
L1  2   cos h 2t
 4 s  16  2
(ie)
 s  1
L1  2   cos h 2t
 2s  8  2
 s 
3. Find L1  2 2 2 
 s a b 
Solution :
s 1 as
2 2 2

s a b a s a  b2
2 2
1 s
 F ( as) where F ( as)  2
a s  b2
 s  1 1  sa 
 L1  2 2 2 
 L  2 2 2 
 s a b  a  s a b 
1
 L1 ( F ( as ))
a
1 1 t
  f 
a a a
 s 
where f (t )  L1 ( F ( s))  L1  2 2 
 cos bt
 s b 
t  bt 
 f    cos  
a a
 s  1 1  bt 
 L1  2 2 
  cos  
 s b  a a a
1  bt 
 2 cos  
a a
21. Result :
We know that if L ( f (t ))  F ( S ) , then L (tf (t )) 

d
F ( s)
ds
L (tf (t ))   F ( s )
Hence L1 ( F ( s ))   tf (t )
 tL1 ( F ( s ))
 L1 ( F ( s ))  tL1 ( F ( s ))

21.1. Problems :
1  s 
1. Find L  2 2 2 
 (s  a ) 
Solution :
Let s
F ( s ) 
(s  a2 )2
2
d s
F (s)  2
ds ( s  a 2 )2
s
 F ( s)   2 ds
( s  a 2 )2
Put s 2  a 2  u
2 sds  du
du
s
 2 2 2
ds   22
(s  a ) u
1 1
 
2u 2( s  a 2 )
2
1
 F ( s) 
2( s  a 2 )
2
We know that L ( F ( s ))  tL1 ( F ( s ))
 s   1 
 L1  2 2 2 
 tL1  2 2 
 (s  a )   2( s  a ) 
t  1 
 L1  2 2 
2 s a 
t 1 1  a 
 L  2 2 
2a s a 
t
 sin at
2a
 s3 
2. Find L1 
2 2 
 ( s  6 s  13) 
Solution :
 s3 
Let  2 2 
 F ( s )
 ( s  6 s  1 3) 
dF ( s ) s3
 2
ds ( s  6 s  13) 2
( s  3) d s
 F (s)  2
( s  6 s  13) 2

Put s 2  6 s  13  u
(2 s  6) ds  du
2( s  3) ds  du
du
(ie) F (s)   2  1
u 2 2u
1
 2
2( s  6 s  13)
We know that L1 ( F ( s ))   tL1 ( F ( s ))
 s3  1  1 
 L1  2 2   tL  2 
 ( s  6 s  13)   2( s  6 s  13) 
t  1 
 L1  2 
2  ( s  6 s  13) 
t 1  1 
 L  2 2 
2  ( s  3)  2 
t  1 
 e 3t L1  2 2 
2 s 2 
t 1  2 
 e 3t L1  2 2 
2 2 s 2 
t
 e 3t sin 2t
4
 2( s  1) 
3. Find L1 
2 2 
 ( s  2 s  2) 
Solution :
2( s  1)
F ( s ) 
( s  2 s  2) 2
2
dF ( s ) 2( s  1)
 2
ds ( s  2 s  2) 2
2( s  1)
F (s)   2 ds
( s  2 s  2) 2
Put s2  2s  2  u
(2 s  2)ds  du
2( s  2)ds  du

du
 F ( s)  
u2
1

u
1
 2
s  2s  2
 2( s  1)   1 
 L1  2 2 
 tL1  2 
 ( s  2 s  2)   s  2s  2 
 1  1  1 
 tL1  2   tL  2 
 s  2s  2   ( s  1)  1 
 1 
 te  t L1  2 
 s 1 
 te  t sin t
 s2 
4. Find L1 
2 2 
 ( s  4 s  5) 
Solution :
s2
Let F ( s ) 
( s  4 s  5) 2
2
Integrate both sides w.r.t ‘S’
s2
F ( s ) 
( s  4 s  5) 2
2
( s  2) ds
 F ( s )   ( s 2  4 s  5) 2
( s  2) ds
F ( s)   2
( s  4 s  5) 2 Let y  s 2  4 s  5
dy 2
F ( s)   2 dy  (2 s  4)ds
y
dy
1 dy  ( s  2) ds
  2 2
2 y
1
  y 2 dy
2
1  y 2 1 
F ( s)   
2  2  1 
1

2y
1
 2
2( s  4 s  5)
We know that

L1 ( F ( s ))  tL1 ( F ( s ))
 s2  1  1 
L1  2 2   tL  2 
 ( s  4 s  5)   2( s  4 s  5) 
 s2  t 1  1 
L1  2 2  L  2 
 ( s  4 s  5)  2  s  4s  5 
t 1  1 
 L  2 
2  ( s  2)  1 
t  2 t 1  1 
 e L  2 
2  s 1
t
 e 2 t sin t
2
5. 
Find L1 tan 1 1  s 
Solution :
Let F ( s )  tan 1 1  s s
1  1   d (tan 1 x ) 1 
F ( s )  2  2   
1  x 2 
1 1  
s
s   dx
s 2  1 
F ( s )  2
s  1  s 2 
1
 2
s 1
We know that L1 ( F ( s ))   tL1 ( F ( s ))

Or
 1 1
L1 ( F ( s ))  L ( F ( s )) ______(1)
t
 (1) becomes, 
L1 tan 1 1  s    t1 L 1
F (s)
1  1 
 L1  2 
t  s 1 
1

L1 tan 1 1  s   sin t
t

6. 
Find L1 tan 1 a  s   cot  s b  1
Solution :
Let F ( s )  tan 1 a S  s  cot  s b  1
1  a  1  1 
F ( s )   s2  
2 2  
1 a s
  1 s
b
b  
2 2
s  a  b 1
F ( s )  2 2  2 
 2 2 
s a  s  b s b
a b
F ( s )  2 2
 2 2
s a b s
 1 1
We know that L1 ( F ( s )) 
L ( F ( s ))
t
 1 1   a b 

L1 tan 1  
a  cot 1 s
s b 
t
L  
 2 2
 2
s a b s 
2 
1  a b 
 L1  2 2
 2 2
t s a b s 
1   a  1  b  
 L1  L1  2 2 
 L  2 2 
t  s a   b  s 
1
 (sin at  sin bt )
t
7.  
Find L1 log 1  a
2
s2 
Solution :
Let 
F ( s )  log 1  a
s2
2

 s2  a2 
 F ( s )  log  2 
 s 
F ( s )  log( s 2  a 2 )  log s 2
F ( s )  log( s 2  a 2 )  2 log s
2s 2
 F ( s )  2 2

s a s
 1 1
We know that L1 ( F ( s ))  L ( F ( s ))
t
 1 1  2 s 2
 
L1 log 1  a 2 
2
s 
t
L  2
s a
2
 
s
2  1  s  1  1  
 L    L  
t   s2  a2   s 
2
  cos at  1
t
2
 1  cos at 
t

 (s  a) 
8. Find L1  log 
 (s  b) 
Solution :
(s  a)
Let F ( s )  log
(s  b)
 log( s  a )  log( s  b )
1 1  1 1
F ( s )    L1 ( F ( s ))  L ( F ( s ))
sa S b t
 ( s  a )   1 1  1 1 
L1  log  L   
 (s  b)  t  sa sb
1  at
 (e  e  bt )
t
 s( s 2  a 2 ) 
9. Find L1  log 2 2 
 (s  b ) 
Solution :
Let F ( s )  log
(s2  a2 )
(s2  b2 )
F ( s )  log  s ( s 2  a 2 )  log( s 2  b 2 ) 
F ( s )  log s  log( s 2  a 2 )  log( s 2  b 2 )
1 2s 2s
F ( s )   2  2
s (s  a ) ( s  b 2 )
2
 1 1
t

1 s ( s 2  a 2 )   1 1  1 2s 2s 
L  log 2 2 
 L   2 2
 2 
 s( s  b )  t s s a s  b2 
 1  1  1  1  2 s  1  2 s  
 L   L  2 2 
L  2 2 
t   s  s a   s  b 
1
 1  2 cos at  2 cos bt 
t

 s ( s 2  1)( s  4) 2 
10. Find L1  log 2 
 ( s  9)( s 2  4) 
Solution :
 s ( s 2  1)( s  4) 2 
Let F ( s )  log  2 2 
 ( s  9)( s  4) 
 log( s ( s 2  1)( s  4) 2 )  log  ( s 2  9)( s 2  4) 
F ( s )  log s  log( s 2  1)  log( s  4) 2  log( s 2  9)  log( s 2  4)
1 2s 2( s  4) 2s 2s
F ( s )   2  2
 2  2
s s  1 ( s  4) s 9 s 4
 1 1
we know that, L1 ( F ( s ))  L ( F ( s ))
t

1 s ( s 2  1)( s  4) 2  1 1  1 2s 2 2s 2s 
L  log 2 2  L   2   2  2 
 ( s  9)( s  4)  t  s s 1 s  4 s  9 s  4 
1

t
1  2 cos t  2e 4 t  2 cos h 3t  2 cos 2t 
 sa 
11. Find L1  log 
 (s 2  a2 ) 
Solution :
sa
Let F ( s )  log
s2  a2
 log( s  a )  log( s 2  a 2 )
1 2s
F ( s )   2
s  a s  a2
 1 1
t
 s  a   1 1  1 2s 
L1  log 2 2 
 L   2 2 
 (s  a )  t  sa s a 
 1 1  2 s 1 
 L  2 2
 
t s a sa 
1   2 s  1  1  
  L1  2  L  
t   s  a2   s  a 
1
 (2 cos at  e at )
t

22. Theorem :
If L ( f (t ))  F ( s ) and  (t ) is a function such that L ( (t ))  F ( s ) and  (0)  0 , then f (t )   (t ) ,
(ie), L 1 ( sf ( s )) 
d 1
L ( F ( s )) .
dt
Proof :
We know that
L ( (t ))  sL ( (t ))   (0)
 sF ( s) (   (0)  0)
(ie) L( (t ))  L( f (t ))
 (t )  f (t )
From this result, we get
L1 ( s ( s ))  f (t )
  (t )
d
  (t )
dt
d
 L1 ( F ( s )) (  L( (t ))  F ( s ))
dt
Provided L1 ( F ( s ))  0 as t  0
Problems :
 s 
1. Find L1  2 
 ( s  2)  4 
Solution :
 s  1  1 
L1  2   L s 2 
 ( s  2)  4   ( s  2)  4 
d  1 
  2  (using the above result)
dt  ( s  2)  4 
d 2 t 1  1 
 e L  2 
dt  s 4
d 2 t 1  1 
 e L  2 
dt  s 4
d  2 t 1 
 e sin 2t 
dt  2 
1
  2e2 t cos 2t  sin 2te 2t (2) 
2
 e 2 t (cos 2t  sin 2t )

Aliter :
 s  1  s  2  2 
L1  2 L  2 
 ( s  2)  4   ( s  2)  4 
 s2 2 
 L1  2
 2 
 ( s  2)  4 ( s  2)  4 
 s2  1  1 
 L1  2   2L  2 
 ( s  2)  4   ( s  2)  4 
 s   1 
 e 2 t L1  2 2 
 2e 2 t L1  2 2 
s 2  s 2 
1
 e 2 t cos 2t  2 e 2 t sin 2t
2
2 t
 e (cos 2t  sin 2t )
 s 
2. Find L1 
2 
 ( s  2) 
Solution :
 s  1  s 
L1  2 L  2 
 ( s  2)   ( s  2) 
 1 
 L1  s  2 
 ( s  2) 
d  1 
 L1  2 
dt  ( s  2) 
d 2 t 1  1 
 e L  2
dt s 
 e 2 t  t (e 2 t ( 2))
 e 2 t (1  2t )
Aliter :
 s  1  s  2  2 
L1  2 L  2 
 ( s  2)   ( s  2) 
 s  2  1  2 
 L1  2 
L  2 
 ( s  2)   ( s  2) 
 1   2 t 1  1 
 L1    2e L  2 
 ( s  2)  s 
2 t 2 t
 e  2e t
 e 2 t (1  2t )

3. Find L1
 s2 
 2 2 2 
 (s  a ) 
Solution :
 s2   s 
L1  2 2 2 
 L1  s  2 2 
 (s  a )   (s  a ) 
d 1  s 
 L  2 2 2 
dt  (s  a ) 
d  t 
  sin at  (By the Previous Section 21.1 Problem No.1)
dt  2a 
1
 (at cos at  sin at )
2a
 s2 
4. Find L1  4 
 ( s  1) 
Solution :
 s2  1  s 
L1  4   L s 4 
 ( s  1)   ( s  1) 
d  s 
 L1  4 
dt  ( s  1) 
d 1  s  1  1 
 L  4 
dt  ( s  1) 
d  1  s  1  1  1 
 L  L  
dt   ( s  1)4   ( s  1)
4

d  1  1  1  1  
 L   L  4 
dt   ( s  1)3   ( s  1)  
d  t 1  1  t 1  1  
 e L  3   e L  4 
dt  S   S 
d  t t2 3
t t 
  e  e 
dt  2 6
1 1
  et 2t  t 2et    et 3t 2  t 3et 
2 6
3 t
te
 tet  et t 2 
6

 s3 
5. Find L1  2 
 s  4 s  13 
Solution :
 s 3  1  s  1  3 
L1  2 L  2  L  2 
 s  4 s  13   s  4 s  13   s  4 s  13 
d  1  1  1 
 L1  2   3L  2 
dt  s  4 s  13   s  4 s  13 
d 1  1  1  1 
 L  2   3L  2 2 
dt  ( s  2)  9   ( s  2)  3 
d  1   1 
 e 2 t L1  2 2 
 3e 2 t L1  2 2 
dt  s 3  s 3 
d  2 t sin 3t   sin 3t 
  e   3e  2 t  
dt  3   3 
1
 (3e 2 t cos 3t  2sin 3te 2 t )  e 2 t sin 3t
3
5
 e 2 t cos 3t  e 2 t sin 3t
3
23. Theorem :
t
 F (s) 
1 1
L     L ( F ( s )) dt
 s  0
Proof :
We know that,
t  1
L   f ( x ) dx   L( f (t ))
0  s
t
1 
  f ( x )dx  L1  L( f (t )) 
0 s 
t
1 
1
(ie) L  F (s )    f (t )dt s  F ( s)  L( f (t )) 
s  0
t
  L1 ( F ( s)) dt
0
t
1 
 L1  F ( s )    L1 ( F ( s ))dt
s  0
Note :
t t
1 
Similarly L1  2 F ( s )     L1 ( F ( s ))dtdt
s  00
t t t
1 
L  3 F ( s )      L1 ( F ( s )) dtdtdt
1
s  000
t t t
1 
L1  n F ( s )        L1 ( F ( s )) dtdt
 dt
s   
0 0
0 n times
n times

23.1. Problems :
 1 
1. Find L1  
 s ( s  1) 
Solution :
t
 1 
1 1  1 
L  L   dt (by the above theorem)
 s ( s  1)  0  ( s  1) 
t
  e  t dt
0
t
   e t 
0
   e  1 t
 1  et
 1 
2. Find L1  3 
 s ( s  2) 
Solution :

1 1  t 1 
L  3 
  3 
dt
 s ( s  2)  0  ( s  2) 
t
1
  e 2 t L1  3  dt
0 s 
t
e 2 t 1  2 
 L  3  dt
0
2 s 
t
1 2 t 2
 e t dt
2 0
t
1  e 2 t   e 2 t   e 2 t 
 (t 2 )    (2t )    2 
2  2   4   8 0
 udv  uv  u v1  uv2 
  
1  t 2 e 2 t te 2 t
e 2 t
1
    
2  2 2 4 4
1   e 2 t  2 1  1
 t  t  2   4
2  2   
1

8
1  (2t 2  2t  1)e 2 t 

3. Find L1
 54 
 3 
 s ( s  3) 
Solution :
t t t
 54 
1 1  1 
L  3   54    L   dtdtdt
 s ( s  3)  0 0 0  ( s  3) 
t t t
 54    e 3t dtdtdt
0 0 0
t t t
 e 3t 
 54     dtdt
0 0
3 0
t t
 18   ( e3t  1) dtdt
0 0
t t
 e 3t 
 18   t  dt
0
3 0
t
 e 3t  1 
 18    t     0  dt
0
3  3 
t 3t
e 1
 18    t   dt
0
3 3
t
 e 3t t 2 1 
 18    t
 9 2 3 0
 e 3t t 2 t 1 
 18     
 9 2 3 9
 2e 3t  9t 2  6t  2
4. Find L1  1 
 2 2 
 s( s  a ) 
Solution :
 1  t 1  1 
L1  2 2 
L  2 2 
dt
 s( s  a )  0 s a 
t
1 1  a 
 L  2 2 
dt
0
a s a 
t
1
 sin atdt
a 0
t
1   cos at 
 
a  a  0
1
 (cos at  1)
a2
1
 2 (1  cos at )
a

 1 
5. Find L1  2 2 2 
 (s  a ) 
Solution :
 1   s 
L1  2 2 2 
 L1  2 2 2 
 (s  a )   s( s  a ) 
1 s 
 L1   2 2 2 
 s (s  a ) 
t
 s 
  L1  2 2 2 
dt
0  (s  a ) 
t
t sin at
 dt
0
2a
t
1    cos at    sin at  
 t    1 
2a   a   a 2   0
1  t cos at sin at 
   2 
2a  a a 
(By the previous section 21.1 Problem no.1)
 1 
6. Find L1  2 
 s ( s  2 s  5) 
Solution :
 1  1  1 1 
L1  2 L   2 
 s ( s  2 s  5)   s s  2s  5 
t
 1 
  L1  2  dt
0  s  2s  5 
t
 1 
  L1  2 2 
dt
0  (s  1)  2 
t
 1 
  et L1  2 2 
dt
0 s 2 
t
sin 2t
  et dt
0
2
t
1 t
 e sin 2t dt
2 0
t
1  et 
  2 2
(sin 2t  2 cos 2t ) 
2 1  2 0
1 t t
  e sin 2t  2et cos 2t 
10 0
1
  et sin 2t  2et cos 2t  0  2 
10
1
  et sin 2t  2et cos 2t  2 
10

 1 
7. Find L1  
2
 s ( s  6 s  13) 
Solution :
 1  1  1 1 
L1  2 L   2 
 s ( s  6 s  13)   s s  6 s  13 
t
 1 
  L1  2  dt
0  ( s  3)  4 
t
 1 
  e 3t L1  2  dt
0  s 4
t
1  2 
  e 3t L1  2  dt
20  s 4
t
1 3t
 e sin 2t dt
2 0
t
1  e 3 t 
  2 2
(3sin 2t  2 cos 2t ) 
2  (3)  2 0
1 3t

26
e (3sin 2t  2 cos 2t )  2
1  1 
8. Find L  2 2 2 
 s(s  a ) 
Solution :
 1  1  s 
L1  2 2 2 
L  2 2 2 2 
 s( s  a )   s (s  a ) 
t t
 s 
   L1  2 2 2 
dtdt
0 0  ( s  a ) 
t t
t
  sin atdtdt (refer the above problem)
0 0
2a
t t
1
 t sin atdtdt
2a 0 0
t
1    cos at    sin at  
  t    (1)  2   dt
2a 0   a   a 
t t
1  sin at t cos at 
   dt
2a 0  a 2

a 0
t
1

2a 3   sin at  at cos at  dt
0
t
1   cos at t   sin at    cos at   
    a t
  a   (1)   
2a 3  a 0     a
2
  0 

t
1   cos at  cos at 
  a  t sin at 
2a 3 a  0
t
1  2cos at 
 3  t sin at 
2a  a 0
1  2cos at 2
 3  t sin at  
2a  a a
1
 4 (2  2 cos at  at sin at )
2a
Inverse Laplace Transform using Second Shifting Theorem
If L ( f (t ))  F ( s ) , then L ( f (t  a )  U (t  a ))  e  as F ( s ) where ‘a’ is a positive constant and U (t  a ) is

the unit step function.
The above property can be written in terms of inverse Laplace operator as,
If L1 ( F ( s ))  f (t ) then L1 ( e  as F ( s ))  f (t  a )U (t  a )
 L1 ( e  as F ( s ))  L1 ( F ( s )) t t  a  U (t  a ) where U is the unit step function.
Thus we want to find the Laplace inverse transform of the product of two factors one of which is e  as , ignore
e  as , find the inverse transform of the other function and then replace t by t  a in it and multiply by
U (t  a )
Problems :
 e S 
1
1. Find L  
s2
Solution :
 eS 
1 1  1 
L  L    U (t  1)
s2  s  2 t  t 1
 ( e 2 t ) t t 1  U (t  1) where U is the unit step function.
 e 2(t 1)U (t  1)
 e 2 S 
1
2. Find L  
 s 1 
Solution :
 e 2 S   1  1  
L1    L   U (t  2)
 s  1    s  1  t  t  2
 ( et ) t t  2U (t  2) where U is the unit step function
 et  2U (t  2)

 eS 
3. Find L1  
 ( s  1) 5 2 
 
Solution :
 e S   1  1  
L1    L   U (t  1) _______(1)
 ( s  1) 5 2    ( s  1) 5 2 
     t  t 1
 1   t 1  1 
Now, L1    e L  5  Using first shifting property.
 (s  1) 5 2  s 2 
 
1 3
 1  1  1 n 1 
 L  n
2
 et t  t 
 2
 5  s  ( n) 
1 3
2
 et t
3 1
  
2 2
4 3
2
 e t t ______(2)
3 
Substituting (2) in (1)
 e S   4 3
2 
1
L   e t t  U (t  1)
 ( s  1) 5 2  3  t t 1
 
 e S  4  (t 1) 3
L1   e (t  1) 2  U (t  1)
 ( s  1) 5 2  3 
 
 se  aS 
4. Find L1  2 2 , a  0
s w 
Solution :
 se  aS   1  s  
L1  2 2 
 L  2 2 
U (t  a )
 s  w    s  w  t t  a
 (cosh wt )t  t  a U (t  a )
 cosh wt (t  a )  U (t  a )
 e 2 S 
5. Find L1  3 
 ( s  1) 
Solution :
 e 2 S   1  1  
L1  3 
 L  3 
 U (t  2) _____(1)
 ( s  1)    ( s  1)  t  t  2
 1  1 
Now, L1  3 
 e  t L1  3 
 ( s  1)  s 

e t 1  2! 
 L  3
2! S 
t
e 2
 t _____(2)
2
 e 2 S   e  t 2 
L1  3 
 t  U (t  2)
 ( s  1)   2 t t  2
e  (t  2)  (t  2) 2 U (t  2)

2
  3a  4 s   5 s 
6. Find L1   2 2 
e 
 s  a  
Solution:
  3a  4 s     3a  4 s  
L 1  e 5 s  2 2 
 L 1   2 2 
 U (t  5)
  s  a    s  a   t  t 5
  a   s 
 3L1  2 2   4 L1  2 2    U (t  5)
 a s   a  s   t  t 5
 (3sin at  4 cos at )t t 5 U (t  5)
 3sin a (t  5)  4 cos a (t  5)  U (t  5)

1 e  s 
6. Find L  
 ( s  2)( S  5) 
Solution :

1 e  s  1  1 
L  L  
 ( s  2)( s  5)   ( s  2)( s  5) t t 
1 A B
Now,  
( s  2)( s  5) s  2 s  5
1  A( s  5)  B ( s  2)
Put s  5 Put s2
1 1
B  A
7 7
 1  1 1  1  1  1  1 
 L1   L   L  
 ( s  2)( s  5)  7 s2 7  s5
1 1
 e 2 t  e  5t
7 7
 e  S   e2t e5t 
 L1     U (t   )
 ( s  2)( s  5)   7 7 t  t 
 e 2(t  ) e 5(t  ) 
   U (t   )
 7 7 

Exercise - 1(g)
Find the inverse Laplace transform of the following functions.
 0 if t  a
e  as 
1. , a0 Ans : t  a
s2 if t  a
 1!
e 2 s  e 3s 0 if t  2  0 if t  3
2. Ans :    
s 1 if t  2  1 if t  3
e 3 s  0 if t  3
3. Ans :  2(t 3)
s2 e if t  3
se  s  0 if t  1
4. Ans : 
s2  9 cos3(t 1) if t  1
1  e  s  0 if t  
5. Ans : sin t  
s2 1 sin(t   ) if t  
1 t2
6. Ans : e t
( s  1)3 2!
7.
s2  2s  3 Ans : t2
1  2t 
s3 2!
s t3
8. Ans : e2t
( s  2) 4 3!
9. 2s  3 Ans : 2cos 2t  6sin 2t

s2  4
s6
10. Ans : cos h4t  24sin h4t
s 2  16
Exercise - 1 (h)
1
1. 2
Ans : e3t sin t
s  6 s  10
1
2.
2
Ans : te 4t
s  8 s  16
3s  2
3. 2
Ans : 3e 2 t cos 4t  e 2 t sin 4t
s  4 s  20

3s  7
4. 2
Ans : 4e3t  e t
s  2s  3
sa
5. Ans : e  at (b cos bt  (d  ca )sin bt )
( s  a)2  b 2
s
6. Ans : ebt cos at
( s  b)2  a 2
s 1  1 
7. 2
Ans : e 3t  cos 4t  sin 4t 
s  6 s  25  2 
1
8. 2 Ans : te 4t
s  8 s  16
s
9. Ans : e 3t (1  2t )
( s  3) 2
s t
10. Ans : sin t
( s  1) 2
2
2
Exercise - 1(i)
s e 4t t 3 (4  3t )
1. Ans :
( s  4) 5 24
1 sin 3t  3t cos 3t
2. Ans :
( s  9) 2
2
54
s2 t 2 t
3. Ans : e sin t
( s  4 s  5) 2
2
2
s 2  2s
4. Ans : te t cos t
( s 2  2 s  2) 2
1 1
5. Ans : (1  (1  2t  2t 2 )e 2 t
s ( s  2) 3 S
s2  s  2 1 8 3t 4 2 t
6. Ans :  e  e
s ( s  3)( s  2) 3 15 5
2s  1
7. Ans : t (et  1)
s ( s  1) 2
2
1 at  sin at
8. Ans :
s (s  a 2 )2
2 2
a3

s 1 1  et
9. Ans :
s ( s  2) 2
1 1
10. 2 Ans : (1  sin t  cos t ) et
s ( s  2 s  2) 2
Exercise - 1(j)
Find the inverse Laplace Transform of the following functions.
s 1 1  et
1. log Ans :
s t
1 s 2  et
2. log Ans :
s2 t
 a 1  e at
3. log  1   Ans :
 s t
s2  a2 2
4. log Ans : (cos bt  cos at )
s2  b2 t
s2  1 1
5. log Ans : (1  e t  2 cos t )
s ( s  1) t
1 s2  b2 1 at
6. log Ans : ( e  cos bt )
2 ( s  a )2 t
1 s2  1 1 t
7. log Ans : ( e  cos t )
2 ( s  1) 2 t
s3 1
8. log Ans : (1  e 2 t  e 3t )
s ( s  2) t
1
9. cot 1 ( as ) Ans :
t
sin t 
a
 2  1 t
10. cot 1   Ans : ( e sin 2t )
 s 1 t
1 t
11. cot 1 (1  s ) Ans : e sin t
t
 sa 1 at
12. tan 1   Ans : e sin bt
 b  t

24. Partial Fraction

The rational fraction P(x)/Q(x) is said to be resolved into partial fraction if it can be expressed as the sum of
difference of simple proper fractions.
Rules for resolving a Proper Fraction P(x) / Q(x) into partial fractions.
Rule 1 :
Corresponding to every non repeated, linear factor (ax+b) of the denomiator Q(x), there exists a partial
A
fraction of the form where A is a constant, to be determined.
ax  b
For Example :
2x  7 A B
(i)  
( x  2)(3 x  5) x  2 3x  5
5 x 2  18 x  22 A B C
(ii)   
( x  1)( x  2)(2 x  3) x  1 x  2 2 x  3
Rule 2 :
Corresponding to every repeated linear factor ( ax  b) k of the denominator Q(x), there exist k partial fractions
of the forms,
A1 A2 A3 Ak
, 2
, 3
,
ax  b (ax  b) (ax  b) (ax  b) k
where A1 , A2  Ak are constants to be detemined.

For example :
4x  3 A B C
(i) 2
  
( x  2)(2 x  3) x  2 2 x  3 (2 x  3) 2
x2 A B C D
(ii) 3
   
( x  1)(2 x  1) x  1 (2 x  1) (2 x  1) (2 x  1) 3
2
Rule 3 :
Corresponding to every non-repeated irreducible quadratic factor ax 2  bx  c of the denominator Q(x)
Ax  B
there exists a partial fraction of the form where A and B are constants to be determined.
ax 2  bx  c
(ax 2  bx  c) is said to be an irreducible quadratic factor, if it cannot be factorized into two linear fractors
with real coefficients.
Example :
x2  1 Ax  B Cx  D
(i)  2  2
2 2
( x  4)( x  9) x  4 x 9
(ii)
8x3  5x2  2 x  4 A B Cx  D
2 2
  2
 2
(2 x  1) (3x  4) 2 x  1 (2 x  1) 3x  4
In the case of an improper fraction, by division, it can be expressed as the sum of integral function and a
proper fraction and then proper fraction is resolved into partial fractions.

Inverse Laplace Transform using Partial Fractions :
 1 
1. Find L1  
 ( s  1)( s  3) 
Solution :
 1 
Let F ( s )   
 ( s  1)( s  3) 
Let us split F ( S ) into partial fractions,
1 A B
 
( s  1)( s  3) ( s  1) ( s  3)
1  A( S  3)  B ( S  1)
Putting s  1 Putting s  3
A 1 B  1
2 2
1 1
1 2  2
 
( s  1)( s  3) ( s  1) ( s  3)
 1  1 1  1  1 1  1 
  L   L  s 3
 ( s  1)( s  3)  2  s 1  2  
1 1
 e  t  e 3 t
2 2
1
 ( e  t  e  3t )
2
 s2  s  2 
2. Find L1  
 s ( s  3)( s  2) 
Solution :
s2  s  2 A B C
Consider,   
s ( s  3)( s  2) s s  3 s  2
s2  s  2 A( s  3)( s  2)  Bs ( s  2)  Cs ( s  3)

s ( s  3)( s  2) s ( s  3)( s  2)
s 2  s  2  A( s  3)( s  2)  Bs ( s  2)  Cs ( s  3)
put s  2 put s  0
put s  3
4  2  2  C (2)(5) 2  A(3)(2)
9  3  2  B(3)(5)
4  10C 1
4  15B A
4 3
4 C 
B 10
15
2
C
5

s2  s  2 1 1 4 1 2 1
     
s ( s  3)( s  2) 3 s 15 s  3 5 s  2
 s 2  s  2  1 1  1  4 1  1  2 1  1 
 L1    L   L   L  
 s ( s  3)( s  2)  3  s  15  s3 5  s2
1 4 2
 (1)  e 3t  e 2 t
3 15 5
 s 
3. Find L 1  2 
 s  5 s  6 
Solution :
Consider
s s A B
2
  
s  5 s  6 ( s  2)( s  3) ( s  2) ( s  3)
s  A( s  3)  B ( s  2)
Put s  3 Put s  2
3  A(0)  B ( 1) 2  A(1)  B (0)
3   B A  2
B3
s 2 3
 
( s  2)( s  3) ( s  2) ( s  3)
 s  1  1  1  B 
 L1    2 L    3L  
 ( s  2)( s  3)   ( s  2)   ( s  3) 
 2e 2t  3e 3t
 s 
4. Find L1  2 
 ( s  1) 
Solution :
Consider
s A B
 
( s  1) 2 s  1 ( s  1) 2
S A( s  1)  B

( s  1) 2 ( s  1) 2
s A( s  1)  B
Put s  1 Put s  0
B  1 0  A B
0  A 1
A 1

s 1 1
2
 
( s  1) s  1 ( s  1) 2
 s   1 1 
L1  2 
 L1   2 
 ( s  1)   s  1 ( s  1) 
 1  1  1 
 L1    L  ( s  1) 2 
 s 1  
1
 e t  e  t L1  2 
s 
 e  e (t )  e  t (1  t )
t t
 5s 2  15 s  11 
5. Find L1  3 
 ( s  1)( s  2) 
Solution :
5 s 2  15 S  11 A B C D
3
   2

( s  1)( s  2) s  1 ( s  2) ( s  2) ( s  2)3
5 s 2  15 s  11  A( s  2) 3  B ( s  1)( s  2) 2  C ( s  1)( s  2)  D ( s  1)
Put s  1 Put s  2 Equating the Equating the

3
27 A  9 3D  21 coefficient of s constant coefficient
9 D  7 A B  0 8 A  4 B  2C  D  11
A
27 B  A 8 4
  2C  7  11
1 1 3 3
A B
3 3  2C  8
C4
1 1
5s 2  15 s  11 4 7
 2
 3  3  
( s  1)( s  2) s  1 s  2 ( s  2) ( s  2)3
2
 5s 2  15s  11  1 1  1  1 1  1 
L1  2 
 L   L  
 ( s  1)( s  2)  3  s 1  3  s  2 
 1   1 
 4 L1  2 
 7 L1  3 
 ( s  2)   ( s  2) 
1  t 1 2 t 1 1
 e  e  4e 2 t L1  2   7e 2 t L1  3 
3 3 s  s 
1 1 7
 e t  e2t  4e2t  t  e2t t 2
3 3 2

 2 s 2  5s  2 
6. Find L1  4 
 ( s  3) 
Solution :
2 s 2  5s  2
To resolve into partial fraction
( s  3) 4
we substitute s  3  y (or) s  y  3
2 s 2  5S  2 2( y  3) 2  5( y  3)  2
 
( s  3) 4 y4
2( y 2  6 y  9)  5 y  15  2

y4
2 y 2  17 y  35

y4
2 17 35
 2 3 4
y y y
2s 2  5s  2 2 17 35
4
 2
 
( s  3) ( s  3) ( s  3) ( s  3) 4
3
 2s 2  5s  2 
1 1  1   1   1 
L  4   2L  2 
 17 L1  3 
 35 L1  4 
 ( s  3)   ( s  3)   ( s  3)   ( s  3) 
 1!  17  2!  35  3! 
 2 e3t L1  2   e3 t L1  3   e3t L1  4 
s  2 s  6 s 
17 35
 2 e 3t  t  e 3t t 2  t 3 e 3 t
2 6
 s2 
7. Find L1  2 2 2 
 ( s  a )( s  b ) 
Solution :
s2 A B
 2  2
( s  a )( s  b ) ( s  a ) ( s  b 2 )
2 2 2 2 2
s 2  A( s 2  b 2 )  B ( s 2  a 2 )
Put s 2   a 2 ,  a 2  A( a 2  b 2 )
a2 a2
A 
b2  a2 a 2  b2
Put s 2  b 2 ,  b 2  B ( b 2  a 2 )
b 2
B
a 2  b2

a2 b 2
s2 a 2  b2  a 2  b 2

( s 2  a 2 )( s 2  b 2 ) ( s 2  a 2 ) ( s 2  b 2 )
1  a2 b2 
   
a2  b2  s2  a2 s 2  b2 

1 s2  1 1  a2 b2 
L  2 2 2 2 
 2 2
L  2 2
 2 
 ( s  a )( s  b )  a  b s a s  b2 
1  1  a 2  1  b 2  
 2 L  L  2 2 
a  b2   s2  a 2   s  b 
1
 2 ( a sin at  b sin bt )
a  b2
 1 s 
8. Find L1  2 2 
 ( s  1) ( s  4 s  13) 
Solution :
1 s A Bs  C
2
  2
( s  1)( s  4 s  13) s  1 s  4 s  13
1  s  A( s 2  4 s  13)  ( Bs  C )( s  1)
Equating coefficient of s
2 Equating constant coefficient
Putting s  1
2  10 A A B  0 13A  C  1
1 B  A 1
A 13    C  1
5 1 5
B 13
5 C  1
5
8
C
5
1 1 8
s
1 s
(ie),  5  5 5
( s  1)( s 2  4 s  13) s  1 s 2  4 s  13
 1 s  1 1  1  1 1  s8 
L1  2  L   L  2 
 ( s  1)( s  4s  13)  5  s  1  5  s  4 s  13 
1 1  s 26 
 e t  L1  
5 5  ( s  2)2  9 
1 1  s2  1 1  6 
 e t  L1  2 2 
 L  2 2 
5 5  ( s  2)  3  5  ( s  2)  3 
1 1 6 sin 3t
 e t  e 2t cos 3t  e 2t
5 5 5 3
1 1 2
 e t  e 2t cos 3t  e 2 t sin 3t
5 5 5

 4 s 2  3s  5 
9. Find L1  2 
 ( s  1)( s  3s  2) 
Solution :
4 s 2  3s  5 A Bs  C
2
  2
( s  1)( s  3 s  2) s  1 s  3 s  2
4 s 2  3 s  5  A( s 2  3s  2)  ( Bs  C )( s  1)
2
Putting s  1 Equating coefficient s Equating constant coefficients
6 A  12 4  A B 5  2A  C
A2 B2 C  5  2A
C 1
4 s 2  3s  5 2 2s  1
 2
  2
( s  1)( s  3s  2) s  1 s  3s  2
 4s 2  3s  5  1  2  1  2s  1 
L1  2 L  L  2 
 ( s  1)( s  3s  2)   s  1   s  3s  2 
 1  1  2s  1 
 2 L1    L 
 s 1  (s  3 2)2  1 
 4
 
1 
s 1 
t
 2e  2 L  2
2 
 
 s3
2  1 
4
 
1 
s 1 22 
t
 2e  2 L  2
2 
 
 s 3
2   14 

   
1 
s3  1  1 
t
 2e  2 L  2  4L 
2  2 
 
 s3
2  1 
4 
 s 3
2 1 
4
3   3
t   t 1 
2
  s   t
2 t
 2e  2e L  2 
 4e sin h    2
 s2  1
  
2 
  2
3
t  t
2 t 3 t t 
 2e  2e cos h    8e 2 sin h  
 2 2

Exercise - 1 (c)
Find the inverse Laplace transform of the following by Partial fraction method.
86 s  78  15 t
1. Ans : 3e3t  2e4t  e
( s  3)( s  4)(5 s  1)
2  5s 1  67 
2. Ans :  28e 6t  28cos cos 11t  sin 11t 
( s  6)( s 2  11) 47  11 
25 1 25 2 2 t 2 t 
3. 3 2
Ans : 11  20t  t  11e cos t  2e sin t 
s ( s  4 s  5) 5 2 
1
4. 2
Ans : e t (1  cos t )
( s  1)( s  2 s  2)
1 1 t
5. Ans : ( e  e  3t )
( s  1)( s  3) 4
1 1
6. Ans : (sin t  cos t  e  t )
( s  1)( s 2  1) 2
1 1 2t
7. Ans : ( e  (4t  1) e2 t )
( P  2) 2 ( P  2) 16
1 t  t2 
8. Ans : 1  e    t  1
s ( s  1) 3 2 
3s  1 1
9. Ans : (7e 2 t  7 cos t  sin t )
( s  2)( s 2  1) 5
1 et
10. Ans : (t e  t  3sin 2t  4 cos 2t )
( s  1) ( s 2  4)
2
50
2s 2  6 s  5 1 t 5
11. Ans : e  e 2 t  e3t
s 3  6 s 2  11s  6 2 2
19 s  37
12. Ans : 5e 2 t  3e t  2e 3t
( s  1)( s  2)( s  3)
1
13. Ans : t  sin t
s ( s 2  1)
2
1 t sin t 1  sin 3t 
14. Ans :    
s ( s  1)( s 2  9)
2 2
9 8 72  3 
2 s 2  5s  4
15. Ans : 2  et  e 2 t
s3  s 2  2s

25. Convolution of two functions
If f (t ) and g (t ) are given functions, then the convolution of f (t ) and g (t ) is defined as  f (u) g (t  u)du .
0
It is denoted by f (t )  g ( t ) .
25.1. Convolution Theorem
If f (t ) and g (t ) are functions defined for t  0 , then L ( f (t )  g (t ))  L ( f (t )) L ( g (t ))
(ie) L ( f (t )  g (t ))  F ( s )  G ( s )
where F ( s )  L ( f (t )), G ( s )  L ( g (t ))
Proof :
By definition of Laplace Transform,

We have L( f (t ))  g (t )   e  st  f (t )  g (t ) dt
0

 st
t 
 e   f (u ) g (t  u )du  dt
0 0 
 t
   e  st f (u ) g (t  u )dudt
0 0
on changing the order of integration,


 
  f (u )   e st g (t  u )du  dt
0 u 
Put t u  v when t  u, v  0
dt  dv when t  , v  

 
L( f (t ))  g (t )   f (u )   e s (u  v ) g (v )dv  du
0 0 

 
  f (u )e  su   e sV g (v)dv  du
0 0 
 
  e f (u )du  e  sv g (v)dv
su
0 0
 
 st
 e f (t ) dt  e  st g (t ) dt
0 0
 L ( f (t )) L ( g (t ))
 L ( f (t ))  g (t )  F ( s )  G ( s )

Corollary :
Using the above theorem
We get,
L1 ( F ( s )  G ( s ))  f (t )  g (t )
 L1 ( F ( s)  L1 (G ( s))
Note :
f (t )  g ( t )  g (t )  f ( t )
1. Find the value of 1 et
Solution :
Let f (t )  1, g (t )  e  t
f (u )  1, g (t  u )  e  (t u )
 e t eu
t
By definition, f (t )  g (t ) 
 f (u ) g (t  u )du
0
t
1  e   1e  t e u du
t
 e  t (e u ) t0
 e  t (e t  1)
 1  e t
2. Evaluate 1  sin t
Solution :
Let f (t )  sin t g (t )  1
f (t )  sin u g (t  u )  1
By definition,
t
f (t )  g (t )   f (u ) g (t  u )du
0
t
t  et   sin u1  du
0
 (cos u ) t0
 (cos t  1)
 1  cos t

3. Evaluate e t  cos t
Solution :
Let f (t )  cos t g (t )  e t
f (t )  cos u g (t  u )  e t  u
 et  e  u
t
f (t )  g (t )   f (u ) g (t  u )du
0
t
et  cos t   cos uet e  u du
0
t
e  cos t  e  e  u cos udu
t t
0
t
 e u t 
e  2 2
(  cos u  sin u ) 
 (1)  1 0
 e ax 

  e ax
cos bxdx  2 2
( a cos bx  b sin bx ) 
 a b 
 e t 1 
 et  (  cos t  sin t )  ( 1) 
 2 2 
1 1
 (sin t  cos t )  et
2 2
1
 (sin t  cos t  et )
2
 1 
4. Use convolution theorem to find L1  
 ( s  a )( s  b ) 
Solution :
 1  1  1  1  1 
L1  L   L  
 ( s  a )( s  b )   (s  a)   ( s  b) 
 e  at  e  bt
t
  e  au e  b ( t u ) du
0
t
  e  au e  bt  bu du
0
t
 bt  e  ( a b ) u 
e  ( a  b ) 
 0
e  bt
 ( e  ( a b ) t  1)
 ( a  b)
e  at e  bt
 
 ( a  b) ( a  b )
1
 ( e  bt  e  at )
ab

UNIT – III –APPLICATIONS OF LAPLACE TRANSFORM – SMT1401

M aths Applications of Laplace Transform
UNIT III
CHAPTER -V
APPLICATIONS OF LAPLACE TRANSFORM
1.1 INTRODUCTION
Laplace transform is a powerful integral transform used to switch a function from the time domain to the s
- domain. It can greatly simplify the solution of problems involving differential equations. It is very useful in
obtaining solution of linear differential equations both ordinary and partial, solution of system of simultaneous
differential equations, solution of integral equations and in the evaluation of definite integral.
Ordinary and partial differential equations describe the way certain quantities vary with time such as the
current in an electrical circuit, the oscillations of a vibrating membrane, or the flow of heat through an
insulated conductor these equations are generally coupled with initial conditions that describe the state of
the system at time t = 0. A very powerful technique for solving these problems is that of Laplace transform
which transform the differential equation into an algebraic equation from which we get the solution.
Solutions of Differential Equations using Laplace Transform
The following results will be used in solving differential and integral equations using Laplace transforms.
Theorem :
If f (t ) is continuous in t  o, f (t ) is piecewise continuous in every finite interval in the range t  o and
f (t ) and f (t ) are of exponential order, then
L( f (t ))  sL( f (t))  f (0)

Proof :
The given conditions ensure the existence of the Laplace transforms of f (t ) and f (t ) .

By definition, L ( f (t ))  e  st f (t ) dt

0

  e  st d ( f (t ))
0
 
  e  st f (t )    ( s )e  st f (t )dt , on integration by parts
0
0
 Lim  e  st f (t )   f (0)  s.L( f (t ))

t 
 0  f (0)  sL( f (t )) [ f (t ) is of exponential order]

 sL ( f (t ))  f (0)
Corollary 1
In the above theorem if we replace f (t ) by f (t ) we get,

L( f (t ))  sL( f (t ))  f (0)
 s  sL( f (t ))  f (0)  f (0)
 s 2 L( f (t ))  sf (0)  f (0)
Repeated application of the above theorem gives the following result:
L ( f n (t ))  s n L( f (t ))  s n 1 f (0)  s n  2 f 1 (0)  .....  f n 1 (0)

Solved Problems :
1. Using Laplace transform, solve y   y  t , y (0)  0 .

Solution :
Given y   y  t , y (0)  0
Taking Laplace transfrom on both sides,
L ( y )  L ( y )  L ( t )
1
sL ( y )  y (0)  L ( y ) 
s2
1
L ( y )  S  1 
s2
1
L( y)  2
s ( s  1)
 1 
 y  L1  2 
 s ( s  1) 
t t
1  1 
y L   dt dt
0 0  s 1
t t
t
y e dt dt
0 0
t
t
   e t  dt
0
0
t
t
   e t  1 dt
0
0
t
  et  t 
0
t
 e  t 1
2. Solve y   4 y  8 y  e2 t , y (0)  2 and y(0)  2 .
Solution :
Taking Laplace transforms on the sides of the equation, we get
L ( y )  4 L ( y )  8 L ( y )  L(e 2 t )
1
 s 2 L ( y )  sy (0)  y1 (0)   4  sL ( y )  y (0)  8 L ( y ) 
s2
1
i.e.,  s 2  4 s  8  L ( y )   2 s  10
s2
1 2 s  10
L( y)  2
 2
( s  2)( s  4 s  8) s  4 s  8
A Bs  C 2 s  10
  2  2
s  2 s  4s  8 s  4s  8

Solving we get A 
1 1 1
, B , C
4 4 2
1 1 1
s
 4  24 2  2 s  10
s  2 s  4s  8 s2  4s  8
1 7 19
s
 4  24 2
s  2 s  4s  8
1 7
( S  2)  6
 4 4
S  2 ( S  2) 2  4
7 
 s6
1  1  2t 4
y  L1  e  2 
4  s2  s 4 
 
1 7 
 e 2 t  e 2 t  cos 2t  3sin 2t 
4 4 
1
 e 2 t 1  7 cos 2t  12 sin 2t 
4
3. Use Laplace transform to solve y   y  et given that y (0)  1
Solution:
y   y  et
Taking Laplace transform on both sides of the equation, we get y  y  t , y (0)  0

1
 sL ( y )  y (0)   L( y) 
s 1
1
L ( y )[ s  1]  1
s 1
s
L( y) 
( s  1) 2
 s 
y  L1  2 
 ( s  1) 
 ( s  1)  1 
 L1  2 
 ( s  1) 
 1  1  1 
 L1    L  ( s  1) 2 
 s 1  
 e t  te t
 e t (1  t )

d2y  
4. Solve  9 y  18t given that y (0)  0  y 
dt 2 2
Solution :
d2y
y   9 y  18t where y  
dt 2
Taking Laplace transform on both sides of the equation, we get
L( y)  9 L( y )  18 L(t )
18
 s 2 L( y )  sy (0)  y(0)   9 L( y )  2
s
18
L ( y )  s 2  9    y (0) [ y(0) is not given we can take it to be a constant a]
s2
18

a
s2
as 2  18

s2
2
as  18
L( y)  2 2
s ( s  9)
a 18
 2  2 2
s  9 s ( s  9)
 a  1  18 
y  L1  2  L  2 2 
 s 9  s ( s  9) 
 a  1  2 2 
 L1  2  L  2  2  (using partial fractions)
 s 9 s ( s  9) 
a sin 3t 2sin 3t
  2t 
a 3

Now, using the conditions y  0 and t  we havee
2
a  3  2  3 
0  sin      sin  
3  2  3  2 
a 2
   
3 3
a 3  2

3 3
Hence a  3  2
(3  2) sin 3t 2 sin 3t

y   2t 
3 3
  sin 3t  2t

Exercise :
1. Solve y   4 y   8 y  e 2 t , y (0)  2 and y(0)  2
2. Solve y   4 y  sin wt , y (0)  0 and y(0)  0
3. Solve y   y  2 y  3cos 3t  11sin 3t , y (0)  0 and y(0)  6
d
4. Solve ( D2  4D  13) y  et sin t , y  0 and Dy  0 at t  0 where D 
dt
5. Solve ( D 2  6 D  9) x  6t 2 e 3t , x  0 and Dx  0 at t  0 .
6. Solve x  3x  2 x  2(t 2  t  1), x(0)  2, x(0)  0 .
7. Solve y   3 y  4 y  2et , y (0)  y (0)  1 .
 
8. Solve x  9 x  18t , x(0)  0, x  0
2
9. y   4 y  cos 2t , y ( )  0, y ( )  0 .
10. x  2 x  x  t 2e 3t , x(0)  2, x(0)  3 .
Answers :
1 2t
1. y e (1  7 cos 2t  12sin 2t )
4
1
2. y  (sin 2t  2t cos 2t )
8
3. y  sin 3t  e 2 t  et
1 t 7
4. y e 2cos t  9sin t  e 2t 2 cos 3t  sin 3t 
85  3 
1
5. x  t 4e 3t
2
6. x  t 2  2t  3  e 2 t
1
7. y  (13e t  10te t  12e 4t )
25
8. x  2t   sin 3t
1
9. y  (t   ) sin 2t
4
 t4 
10. x    t  2  et
 12 

Solution of Integral equations using Laplace transform

Theorem :
If f (t ) is piecewise continuous in every finite interval in the range t  0 and is of the exponential order, then
t  1
L   f (t ) dt   L( f (t ))
0  s
Proof :
t
Let g (t )   f (t )dt
0
1
 g (t )  f (t )
 L(g 1 (t ))  sL( g (t ))  g (0)
t  0
i.e L( f (t ))  sL   f (t )dt    f (t )dt
0  0
t
  1
 L   f (t )dt   L( f (t ))
0  s
Corollary :
t t  1
L    f (t ) dtdt   2 L( f (t ))
0 0  s
In generl
t t t
 1
L    ..... f (t )( dt ) n   n L( f (t ))
0 0 0  s
Problems :
t
2
1. Solve y   ydt  t  2t
0
Solution :
t
2
Given y 
 ydt  t
0
 2t
Taking Laplace Transform on both sides
t 
L( y )  L   ydt   L(t 2 )  L(2t )
0 
1 2 2
L( y )  L( y )  3  2
s s s
 1 1  s 
L( y ) 1    2  3 
 s  s 

 s  1  s  1
L( y )    2 3 
 s   s 
 s  1  s 
L( y )  2  3  
 s   s  1 
2
 2
s
2
y  L1  2   2t
s 
t
dy
2. Solve  2 y   ydt  2 cos t , y (0)  1
dt 0
Solution :
t
Given y   2 y   ydt  2 cos t
0

t 
L ( y )  2 L ( y )  L   ydt   2 L (cos t )
0 
1 2s
sL( y )  y (0)  2 L ( y )  L ( y )  2
s s 1
 1 2s
L( y )  s  2    1  2
 s s 1
 s 2  2s  1 2s
L( y )   2 1
 s  s 1
 s2  2s  1  s 
L( y )   2  2 
 s  1   s  2s  1
s
 2
s 1
 s 
y  L1  2   cos t
 s  1
t
t
3. Using Laplace Transform solve y   y (t ) dt  e
0
Solution :
t
Given y   y (t )dt  e t
0
Taking Laplace transform on both sides,

t 
L( y )  L   y (t )dt   L(e  t )
0 
1 1
L( y )  L( y ) 
s s 1
 1 1
L( y ) 1   
 s  s 1
 s  1 1
L( y )   
 s  s 1
s
L( y ) 
( s  1)2
 s   s  1 1 
y  L1  2 
 L1  2 
 ( s  1)   ( s  1) 
 1   t 1  1 
 L1  e L  2 
 s 1  s 
t t
y  e e t
y  e t (1  t )
4. Using Laplace transform, solve x  x(t ) dt  cos t  sin t


0
Solution :
t
x   x(t )dt  cos t  sin t
0
t 
L( x )  L   x (t )dt   L(cos t  sin t )
0 
 1  s 1
L( x ) 1    2
 s  s 1
 s  1 s  1
L( x )   2
 s  s  1
 s  1  s 
L( x )   2  
 s  1  s  1 
s
L( x )  2
s 1
 s 
 x  L1  2   cos t
 s 1

Solving Integral Equations using convolution
Theorem :
t
By the definition of convolution, we have f (t )  g (t )   f (u) g (t  u )du

0
and by convolution theorem, L ( f (t )  g (t ))  L ( f (t )) L ( g (t ))
Problems :
t
2 u
1. Solve y  1  2 e  y (t  u ) du ______(1)
0
Solution :
t t
2 u
 e y(t  u ) du is of the form  f (u) g (t  u)du where f (t )  e 2 t , g (t )  y (t )
0 0
Taking Laplace Transform on both sides of (1),
t 
L( y )  L(1)  2 L   e 2u y (t  u ) du 
0 
1
  2 L  e 2 t  y (t )  (Definition of convolution)
s
1
  2 L(e 2 t ) L( y ) (Convolution theorem)
s
1  1 
  2  L( y )
s s2
1 2
L( y )   L( y )
s s2
 2  1
L( y ) 1  
 s  2  s
 s  1
L( y )  
 s  2  s
s2 1 2
L( y )  2   2
s s s
1 2 
y  L1   2 
s s 
y  1  2t
t
2. Using Laplace transform solve y  1   y(u ) sin(t  u )du
0
Solution :
t
Given y  1   y (u ) sin(t  u ) du
0

t 
L( y )  L(1)  L   y (u ) sin(t  u )du  ____(1)
0 
t t
Now the integral  y(u ) sin(t  u)du is of the form  f (u) g(t  u)du where f (t )  y (t ), g (t )  sin t
0 0
 (1) becomes
1
L( y )   L( y (t )  sin t )
s
1 1
L( y )   L( y )  2
s s 1
 1  1
L( y ) 1  2  
 s  1 s
 s2  1
L( y )  2  
 s  1 s
s2  1
L( y )  3
s
1 1
  3
s s
1 1  2 
y  L1    L1  3 
s 2 s 
1
y  1 t2
2
t
u
3. Using Laplace transform, solve f (t )  cos t  e  f (t  u )du
0
Solution :
t
u
Given that f (t )  cos t  e  f (t  u )du _____(1)
0
Taking Laplace transform on both sides of (1),
t 
L( f (t ))  L(cos t )  L   e u f (t  u )du 
0 
s
 2  L(e t  f (t ))
s 1
s
 2  L(e t ) L( f (t ))
s 1
s 1
 2  L( f (t ))
s 1 s 1

 1  s
L( f (t )) 1    2
 s  1 s  1
 s  s
L( f (t ))    2
 s  1 s  1
s 1
L( f (t ))  2
s 1
 s   1 
f (t )  L1  2   L1  2 
 s 1   s 1 
f (t )  cos t  sin t
t
Solve the integral equation y (t )  t 2 
4.
 y(t ) sin(t  u)du
0
Solution :
t
2
y (t )  t   y (t ) sin(t  u )du
0
Taking Laplace transform obn both sides,
2
t 
L( y (t ))  L(t )  L   y (t ) sin(t  u )du 
0 
2
L( y )   L( y (t )  sin t )
s3
2
 3  L( y ) L(sin t )
s
2  1 
 3  L( y )  2 
s  s 1
 1  2
L ( y ) 1  2  3
 s 1 s
 s2  2
L( y )  2   3
 s 1  s
2( s 2  1) 2 2
L( y )   3 5
s5 s s
2 2  4! 
y  L1  3   L1  5 
 s  4!  s 
1
y  t2  t4
12

Exercise :
t
1. Solve x  3 x  2 x dt  t , x(0)  0
0
2. Solve y   4 y  5 y dt  e t y (0)  0
0
t
3. Solve x  2 x   x dt  cos t , x(0)  1
0
4. Solve y   4 y  13 y dt  3e2 t sin 3t , y (0)  3

0
t
5. Solve x(t )  4t  3 x(u ) sin(t  u ) du
0
t
6. Solve y (t )  e t  2  y (u ) cos(t  u )du
0
7. Solve  y(u ) y (t  u)du  2 y(t )  t  2

0
8. Solve y (t )  t   sin u y (t  u )du

0
9. Solve y  1   y (u ) sin(t  u ) du
0
10. Solve f (t )  cos t   e u f (t  u )du

0

Answers :
1
1. x (1  e2 t )  e  t
2
1  t 1  t
2. y e  e (cos t  3sin t )
2 2
1
3. x  (1  t )e t  cos t 
2
 7 3 
4. y  e 2 t 3cos 3t  sin 3t  t sin 3t  t cos 3t 
 3 2 
3
5. x  t  sin 2t
2
2
6. y (t )  e t 1  t 
7. y (t )  1
t3
8. y t
6
t2
9. y  1
2
10. f (t )  cos t  sin t

Simulaneous differential equations
1. Using Laplace transform solve
dx
 y  sin t
dt
dy
 x  cos t
dt
given x(0)  2 and y (0)  0

Solution :
Applying Laplace transform to the given equations
We get, L( x)  L( y )  L(sin t )

L( y)  L( x)  L(cos t )
1
 sL( x)  x(0)  L( y )  2
s 1
s
sL( y )  y (0)  L( x)  2
s 1
1
 sL( x)  L(y)  2 2
s 1
2s2  3
 2 ____(1)
s 1
s
Also sL ( y )  L ( x )  _____(2)
2
s 1
(2 s 2  3) s
(1)  s  s 2l ( x )  sL( y )  ____(3)
s2  1
s
(2)  L( x )  sL( y )  2 ____(4)
s 1
(2 s 2  3) s
(3) - (4) ( s 2  1) L( x )  2  2
s 1 s 1
3
2s  2s
 2
s 1
2s
L( x)  2 ____(5)
s 1
Substituting (5) in (2), we get
s 2s s ( s 2  1)  2s (s 2  1)
sL( y )   
s2  1 s2 1 ( s 2  1)( s 2  1)
 s 3  3s

( s 2  1)( s 2  1)
 s ( s 2  3)

( s 2  1)(1  s 2 )
( s 2  3)
L( y )  ____(6)
(s 2  1)(1  s 2 )

 2s 
From (5), x  L1  2 
 s 1 
 2 cosh t
 ( s 2  3) 
y  L1  2 2 
 (1  s )( s  1) 
( s 2  3) A B Cs  D
Consider 2 2
   2 ____(7)
(1  s )( s  1) 1  s 1  s s  1
s 2  3  A(1  s )( s 2  1)  B (1  s )( s 2  1)  (Cs  D )(1  s )(1  s )
Put s  1, 4  A(2)(2)
 4  4A  A 1
Put s  1, 4  B (2)(2)
 B 1
Put s  0, 3  A  B  D
3  11 D
 D 1
Comparing the coefficient of S,
0  A BC
C 0
Substituting the values of A, B, C, D in (7) we get
( s 2  3) 1 1 1
2 2
   2
(1  s )( s  1) 1  s 1  s s  1
 1  1  1  1  1 
 y  L1    L  1 s   L  s2  1 
1 s     
y  e  t  e t  sin t
Hence the solution is x  2 cos ht and y  e t  e  t  sin t
dx
2. Solve  ax  y
dt
dy
 ay  x
dt
given that x  0 and y  1 when t  0
Solution :
Applying Laplace transform we get

L( x)  aL( x)  L( y)
L( y)  aL( y)  L( x)
 sL( x)  x(0)  aL( x)  L( y)
sL( y)  y(0)  aL( y)  L( x)
Given that x(0)  0, y (0)  1
 sL( x )  x (0)  aL ( x )  L( y )
sL ( y )  y (0)  aL ( y )  L( x )
 sL( x )  aL ( x )  L ( y )
sL ( y )  1  aL ( y )  L ( x )
 ( s  a ) L( x )  L ( y )
( s  a) L( x)  L( y )  0 ____(1)
- L( x)  ( s  a) L( y )  1 ____(2)
(1)  ( s  a )  (2)  L ( y )  ( s  a ) 2  1  s  a
sa
 L( y) 
(s  a)2  1
1
Also by (1) L ( x ) 
(s  a)2  1
 1 
 x  L1  2 
 ( s  a)  1 
 1 
 e  at L1  2 
 s 1 
 e  at sin ht
 sa 
y  L1  2 
 (s  a)  1 
 s 
 e  at L1  2 
 s 1 
 e  at cos ht
dy
3. Solve  2 x  sin 2t and
dt
dx
 2 y  cos 2t , x(0)  1, y (0)  0
dt
Solution :
L( y)  2 L( x )  L(sin 2t )
L( x)  2 L( y )  L(cos 2t )

Exercise :
1. Solve the simultaneous equations
2 x  y  3 x  2t and x  2 y   2 x  y  t 2  t , x(0)  1, y (0)  1
2. Solve the simultaneous equations
D 2 x  Dy  cos t and Dx  D 2 y   sin t; x  1, Dx  0, y  0, Dy  1 at t  0
3. Solve x  y  et and y   x  sin t; x (0)  1, y (0)  0 .
4. Solve x  y  sin t , y  x   cos t; x  2, and y  0 at t  0.
5. Solve D 2 x  y  5cos 2t , D 2 y  x  5cos 2t , x  Dx  Dy  1 and y  1 at t  0.
Answers :
9  t 7 35t
1. x  1  e  e
8 8
9 49 3t
y   e t  e 5  t 2  3t  4
8 8
2. x  1  t sin t , y  t cos t
1 t
3. x (e  2 sin t  cos t  t cos t )
2
1
x  (et  sin t  cos t  t sin t )
2
4. x  2 cos ht , y  2 sin ht  sin t
5. x  sin t  cos 2t , y  sin t  cos 2t

UNIT – IV – FOURIER TRANSFORM – SMT1401

UNIT V
UNIT IV
FOURIER TRANSFORM
Fourier Transforms
Complex Fourier Transform (Infinite)
Let f(x) be a function defined in (-∞,∞) f : R  C and be piece-wise continuous in

each finite partial interval then the complex Fourier transform of f(x) is defined by
1 
F ( s)  F{ f ( x)}  isx
 f ( x)e dx
2 
Inverse Fourier Transform
Inverse complex Fourier transform of F(s) is given by
1 
f ( x)  F 1[ F ( s)]  isx
 F ( s)e ds
2  
Properties of Fourier Transforms
1. Linearity property
If F(s) and G(s) are the Fourier transforms of f(x) and g(x), then
F[af(x) + bg(x)] = aF[f(x)] + bF[g(x)]
2. Shifting property
If F[f(x)] = F(s) then F(f(x – a) = eias F[f(x)] = eias F(s)
3. Changeof scale property
1 s
If F[f(x)] = F(s) then F[f(ax)] = F   where a 0
|a| a
4. Shifting in s
If F[f(x)] = F(s) then F(e iaxf(x )) = F(s+a)
5. Modulation Property
1
If F(f(x)) = F(s) then F[cos axf (x)] = [F(s+a)+F( s - a)]
2
6. Fourier transform of Derivative
If F[f(x)] = F(s) and derivative f (x) is continuous, absolutely integrable on (-∞,

∞), then F[f (x)] = - (is) F(s) if f(x) → 0 as x →  ∞
7. Derivative of transform
d n F (s)
If F[f(x)] = F(s) , then F(xn f(x))= (-i)n
ds n
Definition: Convolution of two functions.
The convolution of two functions f(x) and g(x) is defined as

1 
f ( x) * g ( x)   f (t ) g ( x  t )dt
2 
PROBLEMS
1, | x |  a  sin s
Problem 1. Find the Fourier transform of f ( x)   . Hence evaluate  ds.
0, | x |  a 0 s
1 
Solution: Fourier transform of f(x) is F ( f ( x))  isx
 f ( x)e dx
2 
1 a isx
=  e dx
2 a
1 a
=  (cos sx  i sin sx ) dx
2 a
1 a
=  cos sx dx (sin sx is an odd fn.)
2 a
2 a
=  cos sx dx
2 0
a
2  sin sx 
=
  s  0
2  sin as 
F ( s) 
  s 
By inverse Fourier transforms,

1  isx
f ( x)   F ( s)e ds
2 
1  2 sin as
=  (cos sx  i sin sx) ds
2   s
1  sin as  sin as 
=  cos sx ds  s sin sx is odd 
  s
2 
 sin as 
f(x) =    cos sx ds
 0  s 
Put a = 1, x = 0
2  sin s
f (0)   ds
 0 s
  sin s
1   ds ( f ( x)  1,a  x  a )
2 0 s
 sin s 
 ds 
0 s 2
Definition: If the fourier transform of f(x) is equal to f(s) then the function f(x) is called
self-reciprocal. i.e. F(f(x)) = f(s)
 x2
 a2 x2 2
Problem 2: Find the Fourier transform of e . Hence prove that e is self-reciprocal
with respect to Fourier Transforms.
Solution:
1 
F [ f ( x)]  isx
 f ( x)e dx
2 
1  a2 x2 isx
  e e dx
2 
1  ( a 2 x2 )isx
  e dx
2 
1  ( a 2 x2 isx)
  e dx … (1)
2 
2 2
(is )  is   is 
Consider a2x2 – isx  (ax) 2  2(ax)    
2a  2a   2a 
2
 is  s2
  ax    2 … (2)
 2a  4a
Substitute (2) in (1), we get
 is 
2
s2 
1   ax 2 a   
4 a 2 
F [ f ( x)]   e dx
2 
2
s2  is 
1  4 a 2   ax 2 a 
 e  e dx
2 
s2
1  4 a2  t 2 dt is
 e  e Let t  ax  , dt  adx
2  a 2a
s2
a 2 x 2
]
1  2
e 4a    e t 2 dt   
F [e
a 2   
s2
1
F[e  a x ] 
2 2 2
e 4a … (3)
a 2
1
Put a  in (3)
2
F[e  x ]  es
2 2
/2 /2
es
2
/2
is self-reciprocal with respect to Fourier Transform.
Problem 3: State and Prove convolution theorem on Fourier transform.
Solution:
Statement: If F(s) and G(s) are Fourier transform of f(x) and g(x) respectively, Then the
Fourier transform of the convolutions of f(x) and g(x) is the product of their Fourier
transforms.
i.e. F[ f ( x) * g ( x)]  F[ f ( x)]F[ g ( x)]  F s Gs 
Proof:
1  isx
F(f*g) =  ( f * g )( x)e dx
2 
1  1 
 f (t ) g ( x  t )dt e dx
isx
= 
2  2  
1  1 
 g ( x  t ) e dxdt
isx
=  f (t )
2  2 
1  1  
  g ( x  t ) e dx dt
isx
=  f (t )
2  2   
1 
=  f (t ) F ( g ( x  t )dt
2 
1 
= ist
 f (t ) e F ( g (t )) dt [ f ( g ( x  t )  e ist F ( g (t ))]
2 
1 
= ist
 f (t ) e dtG( s) [ F ( g (t ))  G( s)]
2 
F ( f * g )  F ( s).G ( s). [ F ( f (t ))  F ( s)].
a 2  x 2 , | x |  a
Problem 4: Find the Fourier transform of f ( x)   and hence evaluate
 0, | x| a
 sin t  t cos t 
2

 sin t  t cos t  
(i)   dt (ii)    dt
0  t3  0  t3 
Solutions:
Fourier transform of f(x) is
1  isx
F(f(x)) =  f ( x).e dx
2 
1 0  a (a 2  x 2 )e isx dx  0
 a
= 
2
1 a 
 (a  x )(cos sx  i sin x) dx 
2 2
= 
2   a 
=
2 a 2 2 2 2

 (a  x ) cos sx dx  (a  x ) sin sx is an odd fn. 
2 0
a
2 2  sin sx    cos sx   sin sx 
=  (a  x 2 )   (2 x)   (2) 3 
  s   s
2
  s  0
2  2a cos as 2 sin as 
= 0 
  s2 s 3 
2   2as cos as  2 sin as 

=
  s3 
2  sin as  as cos as 
F(s) = 2 … (1)
  s3 
By inverse Fourier transforms,
1  isx
f ( x)   F ( s)e dx
2 
1  2  sin as  as cos as 
=  2   (cos sx  i sin sx ) ds
2   s3 
2  sin as  as cos as
f ( x)   cos sx dx (the second term is on odd function)
  s3
4  sin as  as cos as
f ( x)   cos sx dx
 0 s3
Put a = 1
4  sin s  s cos s  1  x 2 , | x |  1
f ( x)   cos sx dx  f ( x)   
0 s3  0 , | x |  1
Put x = 0
4  sin s  s cos s  f (0)  1  0

f (0)     1 
dx
0 s3 
4  sin s  s cos s
1  ds
 0 s3
 sin t  t cos t 
 3
dt  [ by changing s →t]
0 t 4
Using Parseval’s identify

 
2 2
 | F ( s) | ds   | f ( x) | dx
 
2
  2  sin as  as cos as  
 2    ds   | a  x | dx
2 2 2

   s 3
  
8  sin s  s cos s 
2
 1
   ds   (1  x ) dx (put a = 1)
2 2
   
3
s 1
 sin s  s cos s 
2
8  1
2    ds  2  (1  x ) dx
2 2
 0  s 3
 0
1
16   sin s  s cos s   x5 2x3 
2
   ds  2 x  5  3 
 0  s3   0
 sin s  s cos s   8 

2

   ds   2  
0   16  15  15
3
s
 sin t  t cos t  
2

Put s = t,    dt  .
0  
3
t 15
1 | x |, | x |  1
Problem 5: Find the Fourier transform of f ( x)   and hence find the
 0, | x | 1
 sin 2 t  sin 4 t
value of (i)  dt. (ii)  dt.
0 t2 0 t4
Solution:
1 
The Fourier transform of F ( f ( x))  isx
 f ( x)e dx
2 
1 1
=  (1 | x |) (cos sx  i sin sx )dx
2 1
1 1
=  (1 | x |) cos sx dx [ (1 | x |) sin sx is an odd fn.]
2 1
1
2   sin sx   cos sx 
= (1  x)   (1) 2 
2   s   s  0
2  cos s 1 
=  2  2 
2  s s 
2 1  cos s 
F(s) = (1)
  s 2 
(i) By inverse Fourier transform
1  isx
f(x) =  F ( s)e ds
2 
1  2 1  cos s 
=  (cos sx  i sin sx)ds (by (1))
2    s 2 
1 
 1  cos s 
=    cos sx ds (Second term is odd)
   s
2

2   1  cos s 
f(x)=    cos sx ds
 0  s2 
Put x = 0
2   1  cos s 
f(0)= 1 | 0 |    ds
 0  s2 

 1  cos s  
   ds 
 s 
2
0 2
 2 sin 2 ( s / 2) 
 2
ds 
0 s 2
Put t = s /2 ds = 2dt
 2 sin 2 t 
 2
2dt 
0 (2t ) 2
 sin 2 t 
 2
dt  .
0 t 2
(ii) Using Parseval’s identity.
 
 | F ( s) | ds   | f ( x) | dx
2 2
 
2
  2  1  cos s  1
     ds   (1 | x |) dx
2

   s 2
 1
 1  cos s 
2
2  1
   ds   (1 | x |) dx
2
   s 2
 1
4   1  cos s 
2
1
   ds  2  (1  x) dx
2
0  s 2
 0
2
  s 
 2 sin 2    3 1

4   2   ds  2 1  x  
    
0  s2  
   3   0
 
 
4
 2 s  
 sin   
16    2   ds  2 ; Let t  s / 2, dt  ds
 
 0 s2  3 2
 
 
4
16   sin t  2
   2dt 
 0  2t  3
4
16   sin t  1
   dt 
16 0  2t  3

4

 sin t 
   dt  .
0  t  3
 
i.e.  | f (t ) |2 dx   | F ( s) |2 ds
 
Fourier Sine and Cosine Transform
Infinite Fourier Sine Transform of f(x) is denoted by Fs{f(x)] and is defined as
2
Fs [ f ( x)]  Fs (s)   f ( x) sin sx dx
 0
Inverse Fourier Sine Transform is

2
f ( x)  F 1[ Fs (s)]   Fs ( s) sin sx ds
 0
The Fourier cosine Integral of f(x) in (0,) is
2
FC [ f ( x)]  FC (s)   f ( x) cos sx dx
 0
This is known as Infinite Fourier Cosine Transform of f(x).
The Inverse Fourier Cosine Transform is

2

1
f ( x)  F [ FC ( s)]  FC ( s) cos sx ds
 0
Properties of Fourier Sine and Cosine Transforms
1. Linearity Property
(i) Fc [af(x) + bg(x)] = aFc [f(x)] + bFc [g(x)]
(ii) Fs [af(x) + bg(x)] = aFs [f(x)] + bFs [g(x)] where a and b are constants.
2. Modulation property
If Fc [f(x)]= Fc [s] and Fs [f(x)]= Fs [s], then
1
(i) Fc[f(x) cos ax] = [ Fc ( s  a)  Fc ( s  a)]
2
1
(ii) Fs [f(x) cos ax]= [ Fs ( s  a )  Fs ( s  a)]
2
1
(iii) Fc [f(x) sin ax] = [Fs(s+a) – Fs(s-a)]
2
1
(iv) Fs[f(x) sin ax] = [Fc(s–a) – Fc(s+a)]
2
1 s 1 s
(i) FC [ f (ax)]  FC   if a  0 (ii) FS [ f (ax)]  FS   if a  0
a a a a
4. Differentiation of sine and cosine transform

d d
(i) FC [ xf ( x)]  [ FS ( s )]  [ FS ( f ( x))]
ds ds
d d
(ii) FS [ xf ( x)]   [ FC ( s )]   [ FC ( f ( x))]
ds ds
5. Identities
If Fc(s) and Gc(s) are the Fourier cosine transforms and Fs(s) and Gs(s) are the Fourier sine
transforms of f(x) and g(x) respectively then
 
i) 
0
f ( x) g ( x)dx   Fc ( s)Gc ( s)ds
0
 
ii) 
0
f ( x) g ( x)dx   Fs ( s)Gs ( s)ds
0
  
 | f ( x) | dx   | Fc ( s) | ds   | Fs ( s) | ds
2 2 2
iii)
0 0 0
Problem 1: Find the Fourier cosine and sine transformation of f(x) = e-ax, a> 0. Hence
 x sin  x   cos xt  a|x|
deduce that  dx  e  . and  2 2 dt  e
0 1 x 2
2 0 a t 2a
Solution:
2
The Fourier cosine transform is FC [ f ( x)]   f ( x) cos sxdx
 0
2
 FC [e ax ]  ax
 e cos sxdx
 0

2  e ax 
  (a cos sx  s sin sx )
 a  s
2 2
0
2 1  2 a
 0  (  a  0)  .
  a  s
2 2   a  s2
2
2
The Fourier sine transform is Fs ( f ( x))   f ( x) sin sx dx
 0
2
Fs (e ax )  ax
 e sin sx dx
 0

2  e ax 
  (a sin sx  s cos sx )
 a  s
2 2
0
2 1  2 s
  0 2 (0  s )   . 2
  a s 2
  a  s2
2  s 
=  
  s2  a2 
By inverse Sine transform, we get
2
f ( x)   Fs (s) sin sx dx
 0
2 2 s 
=    sin sx ds
 0   s2  a2 
2  s sin sx
f ( x)   ds
 0 s2  a2
2  s sin sx
f ( x)   ds
 0 s2  a2
  s sin sx
f ( x)   ds
2 0 s2  a2
  s sin sx
e ax   ds
2 0 s2  a2
Put a = 1, x = α
  s sin sx
e a   ds
2 0 s2 1
Replace ‘s’ by ‘x’ and ‘x’ by ‘s’
 x sin sx 
 dx  e  .
0 1 x 2
2
Using Fourier inverse cosine transform,
2
f(x) = e a|x|   Fc ( s) cos sxds
 0
2 2 a 
  cos sx ds
 0   a 2  s 2 
2a  cos sx
  ds
 0 a2  s2
2a  cos xt
  dt (Replace ‘s’ by ‘t’)
 0 a2  t 2
 cos xt  a|x|
 dt  e
0 a t
2 2
2a
cos x, 0  x  a
Problem 2: Find the Fourier cosine transform of f ( x)  
 0, xa
Solution:
2  2 a
Fc ( f ( x))   f ( x) cos sx dx   cos x cos sxdx
 0  0
2 a
 cos( s  1) x  cos( s  1) x 
=   dx
 0  2
1  sin( s  1) x sin( s  1) x 
a
= 
2  s  1 s  1  0
1  sin( s  1)a sin( s  1)a 

=  , provided s 1,s – 1.
2  s  1 s  1 
Problem 3: Find the Fourier cosine transform of f(x) defined as
x for 0  x  1

f ( x)  2  x for 1  x  2
0 for x  2

Solution: By definition of Fourier Cosine Transform
2 
Fc[f(x)] =  f ( x) cos sx dx
 
2 1 2

=  x cos sx dx   (2  x) cos sx dx
 0 1 
2  sin sx cos sx   sin sx cos sx  

1 2
=  x  2    (2  x)  2  
  s s 0  s s 1 
2  sin s cos s  cos 0   sin s cos 2s  cos s 

=      0  (1)  
  s s 2
  s s2 
2  cos 2s  2 cos s  1
Fc(s)=
  s2 
1
Problem 4: Find the Fourier sine transform of .
x
Solution:
2
Fs ( f ( x))   f ( x) sin sx dx
 0
1 2 1
Fs     sin sx dx
 x 0 x
Let sx =  , sdx = d; X 0 ∞
1 2 s d
Fs     sin  =sx 0 ∞
 x 0  s
2  sin    sin  
=  d   d  
 0   0  2
2   
=   .
 2 2
Problem6: Using Parseval’s Identity calculate
 1  x2
(a)  dx (b)  dx
0 (a  x ) 0 (x  a )
2 2 2 2 2 2
Solution: (a) By Parseval’s identity.
 
 | f ( x) | dx   | Fc ( s) | ds
2 2
0 0
2

 2 ax
 2
 a 
 e dx    2
ds
  a s 
2
0 0

 e 2 ax  2 2 ds
   a 
  2a  0  0 ( a  s )
2 2 2
1 2a 2  ds
 
2a  0 a  s2
2
 dx 
i.e.   3 [Replace, s by x]
0 (a  x )
2
2 2
4a
(b) By Parseval’s identity.
 
 | f ( x) | dx   | Fs ( f ( x)) | ds
2 2
0 0
2

 ax 2 2  s 
 (e ) dx    2  ds
0  0  a  s2 

 s2   e 2 ax   1
i.e  ds     
0 (a  s ) 2   2a  0 2 2a
2 2 2
 x2 
 dx  [Replace, s by x]
0 (a  x )
2 2 2
4a
 2
1  x
Problem 7. Evaluate (a)  dx (b)  dx , using Fourier
0 ( x  1)( x  4) 0 ( x  a )( x  b )
2 2 2 2 2 2
cosine and sine transform.
Solution: (a) Let f(x) = e-x and g(x) = e-2x
2
Fc (e  x )  x
 e cos sx dx
 0

2  ex 
  2 ( cos x  s sin sx )
  s 1 0
2 1 
 … (1)
  s 2  1
2
Fc (e 2 x )  2 x
 e cos sx dx
 0
2 2 
   … (2)
  s2  4 
 
  f ( x) g ( x)dx   Fc ( f ( x)) Fc ( g ( x)) ds
0 0

 x 2 x 2 
 1 2 
 e e dx    . 2 ds ( from (1) & (2))
0  0  s 1 s  4 
2
 4 ds
3 x
 e dx   ds
0  0 ( s  1)( s 2  4)
2

 ds   e 3 x   1
      
0 ( s  1)( s  4)
2 2
4   3 0 4  3 
 dx 
  [Replace s to x]
0 ( x  1)( x  4) 12
2 2
 x2
(b) To find  dx.
0 ( x  a )( x  b )
2 2 2 2
Let
f ( x)  e  ax , g ( x)  e bx
2 ax 2 s 
Fs ( f ( x))   e sin sx dx    … (1)
 0   s2  a2 
2 bx 2 s 
Fs ( g ( x))   e sin sx dx    … (2)
 0   s 2  b2 
 
 f ( x) g ( x)dx   Fs [ f ( x)].Fs [ g ( x)]ds From (1) and (2)
0 0

 ax bx 2 s2
 e e dx   ds
0  0 ( s 2  a 2 )( s 2  b 2 )
 s2   ( a b ) x
 ds   e dx
0 ( s 2  a 2 )( s 2  b 2 ) 20

 x2   e ( a  b ) x  
i.e  dx    (a  b)   2(a  b) [Replace s to x]
0 ( x  a )( x  b )
2 2 2 2
2  0
 x2
 x2
Problem 7. Find the Fourier Cosine Transform of e and hence Show that xe 2 is self-
reciprocal with respect to Fourier sine transform.
Solution
The Fourier Cosine Transform of f(x) is


Fc  f ( x ) 
2
  f ( x) cos sx dx
0
2 1   x2
 2 0
= . .2 e cos sx dx
1 
 e  x e isx dx
2
=
2 
s2 
e x isx
2
1 
=
2
R.P of e 4 

s2
dx
4
e
s 2
 s2
1   x 2 isx
=
2
R.P of e 4 e

4
dx
2
s   x 2  is 
1   
= R.P of e 4  e  2  dx
2 
is
Put x   y; dx  dy
2
When x  , y  
x  , y
s 2

1 
e
 y2
= R.P of e 4 dy
2 
s  2
1 
R.P of e 4 2  e  y dy
2
=
2 0
   x2  
2
1 
s
   e dx 
= R.P of e 4 2 
2 2  0 2 
 
 s2
 x2 1
Fc e  e 4
2
 x  d 
x 
2 2
Result : Fs  xe 2    Fc e 2 
  ds  
 x  s 2 2
But Fc e   e 2
2
 
 x  d 
s 
2 2
Fs  xe 2     e 2 
  ds  

 s2
  2s 
=e 2
. 
 2 
 s2
= se 2
 s2
 xe 2
is self reciprocal with respect to sine transform
Finite Fourier Transforms
If f(x) is a function defined in the interval (0,l)then the finite Fourier sine
transform of f(x) in 0 <x<l is defined as
l nx
FS [ f ( x)]   f ( x). sin dx where ‘n’ is an integer.
0 l
The inverse finite Fourier sine transform of Fs[f(x)] f(x) and given by
2  nx
f ( x)   Fs [ f ( x)] sin
l n 1 l
The finite Fourier cosine transform of f(x) in 0 <x < l is defined as
l nx
FC [ f ( x)]   f ( x) cos dx
0 l
where ‘n’ is an integer.
The inverse finite Fourier cosine transform of Fc[f(x)] is f(x) and is given by
1 2  nx
f ( x)  Fc (0)   Fc [ f ( x)] cos
l l n 1 l
Example 1. Find the finite Fourier sine and cosine transform of f(x) = x2 in 0 <x< 1.
Solution:
The finite Fourier sine transform is
l nx
FS [ f ( x)]   f ( x). sin dx
0 l
Here f ( x)  x 2
l nx
 Fs[x2] =  x 2 sin dx
0 l
l
  nx   nx   nx 
 2   cos l    sin   cos 
= x     2 x l   2 l 
  n   n2 2   n3 3 
    
  l   l2   l 3 0
 l3 2l 3 2l 3
= cos n  3 3 cos n  3 3 , cos n=(-1)n, sin n=0
n n n
l3 n 1 2l 3
= (1)  3 3 [( 1) n  1]
n n
The finite Fourier cosine transform is
l nx
Fc[f(x)] =  f ( x) cos dx
0 l
Here f(x) = x2
l nx
 Fc[x2] =  x 2 cos dx
0 l
l
  nx   nx   nx 
  sin    cos    sin 
=  x2  l   2 x l   2 l 
  n   n 2 2   n3 3 
     
l   l2   l3  0
2l 3
= 2 2 cos n , cos n=(-1)n, sin n=0
n
2l 3
= (1) n
n
2 2
Example 2:Find the finite Fourier sine and cosine transform of f(x) = x in (0, π)
Solution:
The finite Fourier sine transform of f(x) in (0, π) is

FS [ f ( x)]   f ( x). sin nx dx
0
Here f(x) = x in (0, π)

 Fs[x] =  x sin nx dx
0

   cos nx   sin nx 
=  x  1
  n  n 2  0
 
= - cos n  () n1 .
n n
The finite Fourier cosine transform of f(x) in (0, π) is

FC[f(x)] =  f ( x). cos nx dx
0

FC[x] =  ( x) cos nx dx
0

  sin nx    cos nx 
=  x   1 
  n   n  0
2
1
= [cos n  1]
n2
1
= 2
[( 1) n  1]
n
Example 3: Find the finite Fourier sine and cosine transforms of f(x) = eax in (0,l)
Solution:
l nx
We know that FS [ f ( x)]   f ( x) sin dx
0 l
Here f(x) = eax

l nx
Fs[eax] =  e ax sin dx
0 l
1
 

 e ax  n x n n x 

=   a sin  . cos 
a2  n   l 
2 2
l l

 l2 
0
n
  n 
al
e l
= 2 2 
cos n  
n  a2  n 
a2  2 
2 2
l
l l2
nl
= [( 1) n1 e al  1]
a l  n 2 2
2 2
l nx
FC [eax] =  f ( x) cos dx
0 l
l nx
=  e ax cos dx
0 l
l
 
 e ax  nx n nx  
=   a cos  sin 
a2  n 
2 2
l l l  
 l2 0
e al .l 2 al 2
= 22 (a cos n )  2 2
a l  n 2 2 a l  n 2 2
al 2
= [e al .(1) n  1]
al 2  n 2 2
Example 4: Find the finite Fourier cosine transform of f(x) = sin ax in (0, π).
Solution:

FC [sin ax]   sin ax. cos nx dx
0

1
=  [sin( a  n) x  sin( a  n) x]dx
20

1   cos(a  n) x cos(a  n) x 
= 
2  an a  n  0
 1  cos( a  n) cos( a  n) 1 1 

=    
2  an an a  n a  n 
 1  (1) an (1) an 1 1 

=    
2  an an a  n a  n 
if both n and a are even
0, if both n and a are even

 
Fc(sin ax) =  1 2  2 , if n or a is odd
 2  a  n a  n _ 

0, if both n and a is odd


Fc(sin ax) =  2n , if n or a is odd

 a2  n2
UNIT – V – Z -TRANSFORM – SMT1401

COURSE MATERIAL
SUBJECT NAME: ENGINEERING MATHEMATICS IV
(COMMON TO ALL BRANCHES EXCEPT BIO INFORMATICS)
SUBJECT CODE: SMTX1010
UNIT-V -- Z -TRANSFORM AND DIFFERENCE EQUATIONS
Topics:
UNIT V
Z-Transforms-Elementary properties-Inverse Z-Transforms-Convolution theorem-
Formation of Difference equations-Solution of Difference equations using Z-Transforms.
Definition:
Let be a sequence defined for then the Z-transform of is defined

as which is known as two sided or Bilateral Z-transform of
.
If , then the Z-transform reduces to one sided or Unilateral Z-transform and is

defined as .
Z-transform for discrete values of t:
If the function is defined at discrete values of t, where ,T being the

sampling period, then .
Z-transform of standard functions:
1.
Proof: By the definition
Note:
(i) When a = 1,
(ii) When a = -1,
2.
Proof: By definition
3. Z
Proof: By definition
4.
5.

6.
7.
8. and
Proof: Let
We know that
Equate the real and imaginary parts on both sides, we get
Note: When
and
9.
Proof:
10.
Proof:
11. Z-Transform of unit step function:
Unit step function is denoted by and is defined by
By the definition
Note:
12. Z-Transform of unit impulse function:
Unit impulse function is denoted by and is defined by
By the definition
Note:
Properties of Z-transform:
1. Linearity property
If then
2. Damping Rule
If then
Note:
3. Differentiation in Z-domain
If then
Differentiate w.r.t. z on both sides we get,
4. Time shifting property
If then
(i)
(ii)
Put
Now
Put
Note:
Problems:
1. Find the Z-transform of
Solution:
Solution: Let
By partial fraction
⇒
When n = -1⇒B = -1 and n = 0 ⇒ A = 1
Solution: Let
By partial fraction
⇒2n+3
When n = -2⇒B = 1 and n = -1 ⇒ A = 1
4. Find the Z-transform of .
Solution: .
Solution: By the definition
6. Find the Z- transform of
Solution: We know that
(since f(n) is a unit step function)
7. Find the Z- transform of

(since is a unit impulse function)
Solution: Let ⇒
By shifting theorem
By damping rule
Also
By the property of Z-transform
Solution:
Theorems on Z-transform
1. First Shifting Theorem
If
Proof: By the definition of Z-transform
Note:
2. Second Shifting theorem
If
Proof: By the definition of Z-transform
Put n+1 = m
3. Initial Value theorem
If
Taking limit as on both sides
4. Final Value Theorem
If

⇒
Taking limit on both sides
Convolution of sequences
The convolution of two sequences is defined as
5. Convolution Theorem
If
( By the definition of convolution)
By changing the order of summation

Problems:
(i)
(ii)
(iii)
(iv)
Solution:
(1) By first shifting property
(2)
(3) By the definition
(4)
2. Find the Z-transform of sin(t+T)
Solution: Let implies
By second shifting theorem

Solution:
Let implies
By second shifting theorem
4. Find the initial value of
Solution:
By initial value theorem
5. If
Solution: By initial value theorem
6. If
Solution: By initial value theorem
7. Verify initial and final value theorem for .
Solution: Given .
By initial value theorem
Consider L.H.S
Consider R.H.S
From (1) and (2) L.H.S= R.H.S . Hence Initial Value theorem verified.
Consider L.H.S
Consider R.H.S
From (1) and (2) L.H.S= R.H.S . Hence Final Value theorem verified.
8. Find the Z-transform of the convolution of

We know that
The Inverse Z-Transform
If then is called inverse Z-transform of
Example:
1.
Methods of finding inverse Z-transforms:
1. Method of partial fraction

2. Method of residues
3. Long division method
4. Convolution method
Partial Fraction Method:
1. Find the inverse Z-transform of

Solution:
Put z =1 A =1
Put z = 2 B=1
Solution:
Put z =1 A = -3
Put z = 2 B = -2
Equating coefficient of z2 A + C = 0, C = 3

Solution:
……….(1)
Solving (1) we get A= -1 , B = 2, C = 1, D = 0
Method of Residues
To find inverse Z- transform using residue theorem

If then f(n) which gives the inverse Z-transform of is obtained from the
following result
Where C is the closed contour which encloses all the poles of the integrand.
By Residue theorem,
z
n 1
 
F ( z ) dz  2i sum of residues of z n1F ( z ) at its poles
C
1. Find the inverse Z – transform of
Solution: Let
zn
z n 1 F ( z ) 
( z  1)( z  2)
The poles are z = 1, z = 2 ( simple poles)
f(n)= sum of the residues z n1 F ( z ) at its

poles Re s z n 1 F ( z ) z 1  lim ( z  1)
z 1
zn
( z  1)( z  2)
  (1) n

Re s z n 1F ( z ) z 2  lim ( z  2)
z 2
zn
( z  1)( z  2)
 2n
f(n)= sum of the residues z n1 F ( z ) at its poles

= 2n  (1) n , n 0
2. Find by Residue theorem.
Solution: Let
……………..(1)
Let
Equate the denominator to zero, we get
z = 2 is a pole of order 3
By Residue theorem
( by (1)
3. Find by Residue theorem.
Solution: Let
……………..(1)
Let
Equate the denominator to zero, we get
By Residue theorem
( by (1)
POWER SERIES METHOD (Long Division Method)
1. Find inverse Z- transform of by long division method.

Solution:
Given
By actual division
10 z 1  30 z 2  70 z 3  150z 4  310z 5  ...................

1  3z -1  2 z  2 10 z 1
10 z 1  30 z  2  20 z 3
_____________________
30z -2  20 z 3
30z -2  90 z 3  60 z  4
_________________________
70z -3  60 z  4
70z -3  210z  4  140z 5
________________________
150z -4  140z 5
150z -4  450 z 5  300z 6
___________________________
310z -5  300z 6
Comparing the like terms on both sides, we get

 z2  z 
1
2. Find Z  3
by the long division method.
 (z  1) 
Solution:
z2  z z2  z z 1  z 2
F ( z)   
( z  1) 3 z 3  3 z 2  3 z  1 1  3 z 1  3 z  2  z 3
By actual division
z 1  4 z 2  9 z 3  16 z 4  25 z 5  ...................
1  3 z 1  3 z  2  z 3 z 1  z  2
z 1  3 z  2  3 z 3  z  4
_____________________
4z -2  3 z 3  z  4
4z -2  12 z 3  12 z  4  4 z 5
_________________________
9z -3  11z  4  4 z 5
9z -3  27 z  4  27 z 5  9 z 6
________________________
16z -4  23z 5  9 z 6
16z -4  48 z 5  48 z 6  16 z 7
___________________________
25z -5  39 z 6  16 z 7
F(z)= z 1  4 z 2  9 z 3  16z 4  25z 5  ...................
0, for n0

 f ( n)   2
n for n  1
 f ( n)  n 2 u ( n)
2 z ( z 2  1)
3. Find inverse Z transform of
( z 2  1) 2
2 z ( z 2  1)
Solution: F ( z ) 
( z 2  1) 2
2z 3  2z

z 4  2z 2  1
2 z 1  2 z 3

1  2 z 2  z 4
By actual division
2 z 1  6 z 3  10 z 5  14 z 7  ...................
1  2 z 2  z 4 2 z 1  2 z 3
2 z 1  4 z 3  2 z 5
_____________________
- 6z -3  2 z 5
- 6z -3  12 z 5  6 z 7
_________________________
10z-5  6 z 7
10z-5  20 z 7  10 z 9
________________________
- 14z-7  10 z 9
F (z )  2 z 1  6 z 3  10z 5  14z 7  ............
 f (0)  0, f (1)  2, f (2)  0, f (3)  6, f (4)  0, f (5)  10, f (6)  0, f (7)  14,........
Convolution Method:
1. Find the inverse Z-transform of using convolution theorem.
Solution:
By convolution theorem
Solution:
Solution:
Solution:
Difference Equations:
A difference equation is a relation between the differences of an unknown function at

one or more general values of the argument.
Example:
1.
2.
Formation of difference equation
1. Form a difference equation given
Solution:
Given …………..(1)
………………..(2)
……………….(3)
( By (1)
Solution:
Given ……….(1)
……….(2)
……………(3)
(3) - (2) gives ………….(4)
(2) - (1) gives …………..(5)
(4) – (5) gives which is the required difference equation.
Solution:
Given …………..(1)
………..(2)
……….(3)
Eliminating and from equations (1) (2) and (3)

4. Form a
difference equation by eliminating from the sequence
Solution:
Given …………(1)
………..(2)
………..(3)
………..(4)
1 1
un -1
2 2
u n 1 1 3 2  0
u n2 2 9 8
u n 3 4  27 32
Expanding by usual determinant method, we get
which is the required difference equation.
Solution of Difference Equation Using Z-Transform:
The following results are used to solve difference equation.
(i)
(ii)
(iii)
And so on…
1. Solve
using Z-transform.
Solution:
Given
Taking Z-transform on both sides,
By partial fraction ………………(1)
Put z =-3 Put z =2
Equate the co-efficient of on both sides, we get
A+B=0
Equation (1) becomes

2. Solve
using Z-transform.
Solution:
Given
Put z =1
A+B=0
Equate the co-efficient of z on both sides, we get
-B + C = 0 C = B =- 1

3. Solve
using Z-transform.
Solution:
Given
Put z = 2
A = -1
Equate the co-efficient of z on both sides, we get
-4A + B = 6 B=2

4. Solve
using Z-
transform.
Solution: Given ………………(1)
Changing ‘n’ into ‘n+2’ we get,
…………………..(2)
Put z =-4 Put z =1

5. Solve
using
Z-transform.
Solution:
Given
Put z = 1 Put z = -2
A +C = 0
3A +B + D =1 3A = 1 – B - D = 1-
***********ALL THE BEST***************

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SCHOOL OF SCIENCE AND HUMANITIES

UNIT – I – LAPLACE TRANSFORM – SMT1401

A transformation is mathematical operations, which transforms a mathematical expressions into another

1.1 DEFINITION OF LAPLACE TRANSFORMS

denoted by the symbol L[ f (t )] .

1.2. Piecewise continuous function :

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1.3. Definition of Exponential order:

A function f (t ) is said to be of exponential order if L im e  st f (t )  0 .

1.4. Sufficient conditions for the existence of the Laplace Transforms :

(i) f (t ) is piecewise continuous (or) sectionally continuous.

(ii) f (t ) should be of exponential order..

1.5. Seven Indeterminates

By the definition of exponential order

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Apply L - Hospital Rule

Again apply L - Hospital Rule.

Hence f (t )  t 2 is exponential order..

By the definition of exponential order.

2. Laplace Transform of Standard functions :

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2.1. Linear property of Laplace Transform

Proof (1) : By the defn of L.T

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By the defn of L.T

1. 2sin A cos B  sin( A  B )  sin( A  B )

2. 2 cos A sin B  sin( A  B )  sin( A  B )

3. 2 cos A cos B  cos( A  B )  cos( A  B )

4. 2sin A sin B  cos( A  B )  cos( A  B )

7. sin 3 A  3sin A  4 sin 3 A

8. cos3 A  4 cos 3 A  3cos A

10. sin( A  B )  sin A cos B  cos A sin B

11. cos( A  B )  cos A cos B  sin A sin B

12. cos( A  B )  cos A cos B  sin A sin B

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5. Find L(1  e 3t  5e 4 t )

L 1  e 3t  5e 4t   L 1 L  e 3t   5L  e4 t 

6. Find L(3  e6 t  sin 2t  5cos 3t )

L(3  e6t  sin 2t  5cos 3t )  3L(1)  L(e6t )  L(sin 2t )  5 L(cos 3t )

7. Find L (sin(2t  3))

L(sin(2t  3))  L(sin 2t cos 3  sin 3cos 2t )

L(sin 4t  3sin h2t  4 cos h5t  e 5t )

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(n  1)  n!, n  1, 2,3,.....

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6. Find L ( e 2 t sin 4t cos 6 t )

L  e4t (sin 3 3t  cosh 3 3t )   L  sin 3 3t  cosh 3 3t 

 3sin 3t  sin 9t 3cosh 3t  cosh 9t 

8. Find L (cosh t cos 2t )

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differentiate both sides, w.r. to ‘s’

(or) L (tf (t ))   F ( s ) where F ( s )  L ( f (t ))

similarly we can show that,

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3. Find L(t cos 2 3t )

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4. Find L(te2 t sin 3t )

5. Find L(te 2 t sin 2t sin 3t )