Module 3.2 Laplace & Inverse Laplace Transforms

You might also like

Download as pdf or txt
Download as pdf or txt
You are on page 1of 17

Differential Equations & Transforms

(BMAT102L)

Module 3
The Laplace Transform

Dr. T. Phaneendra
Professor of Mathematics
(Higher Academic Grade)

School of Advanced Sciences


Vellore Institute of Technology
Vellore-632014
Tamil Nadu, India

E-mail: phaneendra.t@vit.ac.in

March 5, 2023
Contents

1 The Laplace Transform 5

1.1 Laplace transform of Periodic Functions . . . . . . . . . . . . . . . . . . . . . . . . . 5

3
4
Chapter 1

The Laplace Transform


1.1 Laplace transform of Periodic Functions

A real valued function 𝑓 (𝑡) is said to be a periodic function, if there exists a positive real number τ such
that

𝑓 (𝑡 + τ) = 𝑓 (𝑡) for all 𝑡. (1.1.1)

The least τ is called the period of 𝑓 . Let 𝑓 (𝑡) be a periodic function with period τ > 0. Then its graph
is repeated in regular intervals of length τ. Then the Laplace transform of 𝑓 is given by

∫τ
1
ℒ { 𝑓 (𝑡)} = 𝑒 −𝑠𝑡 𝑓 (𝑡) d𝑡. (1.1.2)
1 − 𝑒 −𝑠τ
0

Example 1.1.1. Find the Laplace transform of the periodic function 𝑓 with period 𝑎, whose definition
in one period is given by:

 𝑎
 1,

 0<𝑡< 2
𝑓 (𝑡) = (1.1.3)
𝑎
 −1,

2 < 𝑡 < 𝑎.

Solution
Write τ = 𝑎 in (1.1.2). Then

∫𝑎 ∫𝑎/2 ∫𝑎 
1 −𝑠𝑡 1 
−𝑠𝑡 −𝑠𝑡

ℒ { 𝑓 (𝑡)} = 𝑓 (𝑡) d𝑡 =  𝑒 · 1 d𝑡 + 𝑒 · (−1) d𝑡 
 
𝑒
1 − 𝑒 −𝑠𝑎 1 − 𝑒 −𝑠𝑎  
0 0 𝑎/2 
" # 
1 𝑒 −𝑠𝑡 𝑎/2
𝑒 −𝑠𝑡 𝑎
= − − −
1 − 𝑒 −𝑠𝑎 𝑠 𝑡=0 𝑠 𝑡=𝑎/2

𝑒 −𝑠𝑎/2 𝑒 −𝑠𝑎 − 𝑒 −𝑠𝑎/2


 
1 1−
= −𝑠𝑎
+
1−𝑒 𝑠 𝑠
1 1 − 2𝑒 −𝑠𝑎/2 + 𝑒 −𝑠𝑎
= ·
𝑠 1 − 𝑒 −𝑠𝑎
1 (1 − 𝑒 −𝑠𝑎/2 ) 2 1 − 𝑒 −𝑠𝑎/2
= ·   = 
𝑠 1 − 𝑒 −𝑠𝑎/2 1 + 𝑒 −𝑠𝑎/2 𝑠 1 + 𝑒 −𝑠𝑎/2

Multiplying the numerator and denominator by 𝑒 𝑠𝑎/4 , we find that

1 𝑒 𝑠𝑎/4 − 𝑒 −𝑎𝑠/4 1  𝑠𝑎 
ℒ { 𝑓 (𝑡)} = · 𝑠𝑎/4 = tanh .
𝑠 𝑒 + 𝑒 −𝑎𝑠/4 𝑠 4

5
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Laplace Transform Professor of Mathematics

Example 1.1.2. Find the Laplace transform of half-wave rectified sinusoidal signal 𝑓 with period 2π/ω,
whose definition in one period is given by:

 π
 sin ω𝑡,

 0<𝑡< ω
𝑓 (𝑡) = (1.1.4)
 0,
 π
ω <𝑡 < 2π
ω.

Solution
Write τ = 𝑎 in (1.1.2). Then

2π/ω
∫ ∫π/ω
1 1
ℒ { 𝑓 (𝑡)} = 𝑒 −𝑠𝑡 𝑓 (𝑡) d𝑡 = sin ω𝑡 · 𝑒 −𝑠𝑡 d𝑡
1 − 𝑒 −𝑠𝑎 1 − 𝑒 −2𝑠π/ω
0 0

1 𝑒 −𝑠𝑡 π/ω
= · (−𝑠 sin ω𝑡 − ω cos ω𝑡)
1 − 𝑒 −2𝑠π/ω 𝑠2 + ω2 𝑡=0
1 ω(1 + 𝑒 −𝑠π/ω )
= ·
1 − 𝑒 −2𝑠π/ω 𝑠2 + ω2
ω 1 + 𝑒 −𝑠π/ω ω 1
= 2 · = ·
𝑠 + ω2 1 − 𝑒 −2𝑠π/ω 𝑠2 + ω2 1 − 𝑒 −𝑠π/ω

𝑒 𝐵𝑡
Integral Formula: sin 𝐴𝑡.𝑒 𝐵𝑡 d𝑡 = 2 (𝐵 sin 𝐴𝑡 − 𝐴 cos 𝐴𝑡)
𝐴 + 𝐵2
Example 1.1.3. Find the Laplace transform of full-wave rectified sinusoidal signal 𝑓 with period 2π/ω,
whose definition in one period is given by:

 π
 sin ω𝑡,

 0<𝑡< ω
𝑓 (𝑡) = (1.1.5)
 − sin ω𝑡,
 π
ω <𝑡 < 2π
ω.

Answers
Write τ = 𝑎 in (1.1.2). Then

2π/ω

1
ℒ { 𝑓 (𝑡)} = 𝑒 −𝑠𝑡 𝑓 (𝑡) d𝑡
1 − 𝑒 −𝑠𝑎
0

 π/ω 2π/ω 

1 ∫

 −𝑠𝑡

−𝑠𝑡



= sin ω𝑡 · 𝑒 d𝑡 − sin ω𝑡 · 𝑒 d𝑡
1 − 𝑒 −2𝑠π/ω 

0



 π/ω 
(
1 𝑒 −𝑠𝑡 π/ω
= 2
(−𝑠 sin ω𝑡 − ω cos ω𝑡)
1−𝑒 −2𝑠π/ω 𝑠 + ω2 𝑡=0
)
2π/ω
𝑒 −𝑠𝑡
− 2 (−𝑠 sin ω𝑡 − ω cos ω𝑡)
𝑠 + ω2 𝑡=π/ω

6
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Laplace Transform Professor of Mathematics

ω(1 + 𝑒 −𝑠π/ω ) ω𝑒 −𝑠π/ω (1 + 𝑒 −𝑠π/ω )


 
1
= · +
1 − 𝑒 −2𝑠π/ω 𝑠2 + ω2 𝑠2 + ω2
ω 1 + 𝑒 −𝑠π/ω ω 𝑒 𝑠π/2ω + 𝑒 −𝑠π/2ω ω
= 2 2
· = 2 2
· = 2 coth (𝑠π/2ω).
𝑠 +ω 1−𝑒 −𝑠π/ω 𝑠 +ω 𝑒 𝑠π/2ω −𝑒 −𝑠π/2ω 𝑠 + ω2
EXERCISE 1.1.1. Find the Laplace transform of half-wave the saw-tooth wave 𝑓 (𝑡) = 𝑘𝑡/π with period
π.

EXERCISE 1.1.2. Find the Laplace transform of the signal 𝑓 (𝑡) = 𝑡 (𝑙 − 𝑡) with period 𝑙.


 𝑡,
 0<𝑡<𝑎
EXERCISE 1.1.3. Find the Laplace transform of the triangular wave 𝑓 (𝑡) = with
 2𝑎 − 𝑡,
 𝑎 < 𝑡 < 2𝑎

period 2𝑎.

7
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Laplace Transform Professor of Mathematics

8
Chapter 2

The Inverse Laplace Transform


2.1 Inverse Laplace Transform

If 𝐹¯ (𝑠) = ℒ { 𝑓 (𝑡)} is the Laplace transform of 𝑓 (𝑡), 𝑡 ≥ 0, then 𝑓 (𝑡) is called the inverse of the Laplace
transform 𝐹¯ (𝑠) or simply the inverse Laplace transform, and we write

𝑓 (𝑡) = ℒ −1 𝐹¯ (𝑠) .

(2.1.1)

Inverse Laplace Transform of Elementary Functions

 
1 𝑡 𝑛−1
(a) ℒ −1 = for 𝑛 = 1, 2, 3, ...
𝑠𝑛 (𝑛 − 1)!
 
1 𝑡 𝑝−1
(b) ℒ −1 = for real 𝑝 > 0
𝑠𝑝 Γ( 𝑝)
 
1
(c) ℒ −1 = 𝑒 𝑎𝑡
𝑠−𝑎
 
1 1
(d) ℒ −1 2 2
= · sin 𝑎𝑡
𝑠 +𝑎 𝑎
n 𝑠 o
(e) ℒ −1 2 = cos 𝑎𝑡
𝑠 + 𝑎2
 𝑎𝑠 
𝑒
(f) ℒ −1 = 𝐻 (𝑡 − 𝑎), where 𝑎 ≥ 0
𝑠

Linearity of the Inverse Laplace Transform

Let 𝑓 (𝑡) = ℒ −1 𝐹¯ (𝑠) , 𝑔(𝑡) = ℒ −1 𝐺¯ (𝑠) . Then for any scalars 𝑎 and 𝑏, we have
 

ℒ −1 𝑎 𝐹¯ (𝑠) + 𝑏 𝐺¯ (𝑠) = 𝑎 𝑓 (𝑡) + 𝑏𝑔(𝑡).



(2.1.2)

Hyperbolic (Sine and Cosine) as the Inverses

𝑒 𝑎𝑡 − 𝑒 −𝑎𝑡
 
1 1
(a) ℒ −1 = · sinh 𝑎𝑡 =
𝑠2 − 𝑎 2 𝑎 2𝑎
n 𝑠 o 𝑒 𝑎𝑡 + 𝑒 −𝑎𝑡
(b) ℒ −1 = cosh 𝑎𝑡 =
𝑠2 − 𝑎 2 2
9
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Inverse Laplace Transform Professor of Mathematics

2.2 Inverse Shifting

(a) First Shifting: If ℒ −1 𝐹¯ (𝑠) = 𝑓 (𝑡), then ℒ −1 𝐹¯ (𝑠 − 𝑎) = 𝑒 𝑎𝑡 · 𝑓 (𝑡). That is,


 

ℒ −1 𝐹¯ (𝑠 − 𝑎) = 𝑒 𝑎𝑡 · ℒ −1 𝐹¯ (𝑠)
 
(2.2.1)

Example 2.2.1.
   
−1 1 𝑎𝑡 −1 1 𝑡 𝑛−1
(𝑎) ℒ =𝑒 ℒ = 𝑒 𝑎𝑡 · (𝑛−1)! , 𝑛 = 1, 2, , ...
(𝑠 − 𝑎) 𝑛 𝑠𝑛
   
1 1
(𝑏) ℒ −1 = 𝑒 −𝑎𝑡 ℒ −1 𝑛 = 𝑒 −𝑎𝑡 · (𝑛−1)! 𝑡 𝑛−1
, 𝑛 = 1, 2, , ...
(𝑠 + 𝑎) 𝑛 𝑠
   
−1 1 𝑎𝑡 −1 1 𝑡 𝑝−1
(𝑐) ℒ =𝑒 ℒ = 𝑒 𝑎𝑡 · Γ( 𝑝) for real 𝑝 > 0
(𝑠 − 𝑎) 𝑝 𝑠 𝑝
   
1 1
(𝑑) ℒ −1 = 𝑒 −𝑎𝑡 ℒ −1 𝑝 = 𝑒 −𝑎𝑡 · Γ( 𝑡 𝑝−1
𝑝) for real 𝑝 > 0
(𝑠 + 𝑎) 𝑝 𝑠

Example 2.2.2.
   
−1 1 −1 1
(𝑎) ℒ =𝑒 ℒ𝑎𝑡
= 𝑒 𝑎𝑡 · sin𝑏𝑏𝑡
(𝑠 − 𝑎) 2 + 𝑏 2 𝑠2 + 𝑏 2
   
−1 1 −𝑎𝑡 −1 1
(𝑏) ℒ =𝑒 ℒ = 𝑒 −𝑎𝑡 · sin𝑏𝑏𝑡
(𝑠 + 𝑎) 2 + 𝑏 2 𝑠2 + 𝑏 2
   
−1 1 −1 1
(𝑐) ℒ =𝑒 ℒ𝑎𝑡
= 𝑒 𝑎𝑡 · sinh𝑏 𝑏𝑡
(𝑠 − 𝑎) 2 − 𝑏 2 𝑠2 − 𝑏 2
   
1 1
(𝑑) ℒ −1 = 𝑒 −𝑎𝑡
ℒ −1
= 𝑒 −𝑎𝑡 · sinh𝑏 𝑏𝑡
(𝑠 + 𝑎) 2 − 𝑏 2 𝑠2 − 𝑏 2

Example 2.2.3.
 
−1 𝑠−𝑎 𝑎𝑡 −1
n 𝑠 o
(𝑎) ℒ = 𝑒 ℒ = 𝑒 𝑎𝑡 · cos 𝑏𝑡
(𝑠 − 𝑎) 2 + 𝑏 2 𝑠2 + 𝑏 2
     
−1 𝑠 −1 𝑠−𝑎 −1 𝑎
(𝑏) ℒ =ℒ +ℒ
(𝑠 − 𝑎) 2 + 𝑏 2 (𝑠 − 𝑎) 2 + 𝑏 2 (𝑠 − 𝑎) 2 + 𝑏 2
h n 𝑠 o n 𝑎 oi
= 𝑒 𝑎𝑡 ℒ −1 2 + ℒ −1 2
𝑠 + 𝑏2 𝑠 + 𝑏2
𝑎𝑡
 𝑎

= 𝑒 cos 𝑏𝑡 + 𝑏 · sin 𝑏𝑡
 
𝑠−𝑎 n 𝑠 o
(𝑐) ℒ −1 2 2
= 𝑒 𝑎𝑡
ℒ −1
2 2
= 𝑒 𝑎𝑡 · cosh 𝑏𝑡
(𝑠 − 𝑎) − 𝑏 𝑠 −𝑏
     
−1 𝑠 −1 𝑠−𝑎 −1 𝑎
(𝑑) ℒ =ℒ +ℒ
(𝑠 − 𝑎) 2 − 𝑏 2 (𝑠 − 𝑎) 2 + 𝑏 2 (𝑠 − 𝑎) 2 − 𝑏 2
h n 𝑠 o n 𝑎 oi
= 𝑒 𝑎𝑡 ℒ −1 2 + ℒ −1 2
𝑠 − 𝑏2 𝑠 − 𝑏2
 
= 𝑒 𝑎𝑡 cosh 𝑏𝑡 + 𝑏𝑎 · sinh 𝑏𝑡

10
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Inverse Laplace Transform Professor of Mathematics

 
−1 𝑠+𝑎 −𝑎𝑡 −1
n 𝑠 o
(𝑒) ℒ =𝑒 ℒ = 𝑒 −𝑎𝑡 · cos 𝑏𝑡
(𝑠 + 𝑎) 2 + 𝑏 2 𝑠2 + 𝑏 2
     
−1 𝑠 −1 𝑠+𝑎 −1 𝑎
(𝑓) ℒ =ℒ −ℒ
(𝑠 + 𝑎) 2 + 𝑏 2 (𝑠 + 𝑎) 2 + 𝑏 2 (𝑠 + 𝑎) 2 + 𝑏 2
h n 𝑠 o n 𝑎 oi
= 𝑒 −𝑎𝑡 ℒ −1 2 − ℒ −1 2
𝑠 + 𝑏2 𝑠 + 𝑏2
−𝑎𝑡
 
=𝑒 cos 𝑏𝑡 − 𝑏𝑎 · sin 𝑏𝑡
 
𝑠+𝑎 n 𝑠 o
(𝑔) ℒ −1 = 𝑒 −𝑎𝑡
ℒ −1
= 𝑒 −𝑎𝑡 · cosh 𝑏𝑡
(𝑠 + 𝑎) 2 − 𝑏 2 𝑠2 − 𝑏 2
     
−1 𝑠 −1 𝑠+𝑎 −1 𝑎
(ℎ) ℒ =ℒ −ℒ
(𝑠 + 𝑎) 2 − 𝑏 2 (𝑠 + 𝑎) 2 + 𝑏 2 (𝑠 + 𝑎) 2 − 𝑏 2
h n 𝑠 o n 𝑎 oi
= 𝑒 −𝑎𝑡 ℒ −1 2 − ℒ −1 2
𝑠 − 𝑏2 𝑠 − 𝑏2
= 𝑒 −𝑎𝑡 cosh 𝑏𝑡 − 𝑏𝑎 · sinh 𝑏𝑡
 

(b) Second Shifting: If ℒ −1 𝐹¯ (𝑠) = 𝑓 (𝑡), then




ℒ −1 𝑒 −𝑎𝑠 𝐹¯ (𝑠) = 𝑓 (𝑡 − 𝑎) · 𝐻 (𝑡 − 𝑎)

(2.2.2)

where 𝑎 ≥ 0.
Example 2.2.4.

𝑒 −𝑎𝑠
  
−1 1
(𝑎) ℒ −1
𝑛
= ℒ 𝑛
𝐻 (𝑡 − 𝑎) = (𝑡(𝑛−1)!
−𝑎) 𝑛−1
· 𝐻 (𝑡 − 𝑎)
𝑠 𝑠 𝑡→(𝑡 −𝑎)
 −𝑎𝑠   
−1 𝑒 −1 1
(𝑏) ℒ = ℒ 𝐻 (𝑡 − 𝑎) = 𝑒 𝑏 (𝑡 −𝑎) · 𝐻 (𝑡 − 𝑎)
𝑠−𝑏 𝑠 − 𝑏 𝑡→(𝑡 −𝑎)

Example 2.2.5.

𝑒 −𝑎𝑠
   
−1 −1 1
(𝑎) ℒ = ℒ 𝐻 (𝑡 − 𝑎)
𝑠2 + 𝑏 2 𝑠2 + 𝑏 2 𝑡→(𝑡 −𝑎)
=𝐻 (𝑡 − 𝑎) = sin 𝑏 𝑏(𝑡 −𝑎) · 𝐻 (𝑡 − 𝑎)
sin 𝑏𝑡
𝑏 𝑡→(𝑡 −𝑎)
 −𝑎𝑠   
𝑒 1
(𝑏) ℒ −1 2 = ℒ −1
𝐻 (𝑡 − 𝑎)
𝑠 − 𝑏2 𝑠2 − 𝑏 2 𝑡→(𝑡 −𝑎)
= 𝐻 (𝑡 − 𝑎) = sinh 𝑏𝑏(𝑡 −𝑎) · 𝐻 (𝑡 − 𝑎)
sinh 𝑏𝑡
𝑏 𝑡→(𝑡 −𝑎)
 −𝑎𝑠  n 𝑠 o
−1 𝑠𝑒 −1
(𝑐) ℒ = ℒ 𝐻 (𝑡 − 𝑎)
𝑠2 + 𝑏 2 𝑠2 + 𝑏 2 𝑡→(𝑡 −𝑎)
= 𝐻 (𝑡 − 𝑎) |cos 𝑏𝑡| 𝑡→(𝑡 −𝑎) = 𝐻 (𝑡 − 𝑎) cos 𝑏(𝑡 − 𝑎)
𝑠𝑒 −𝑎𝑠
  n 𝑠 o
(𝑑) ℒ −1 = ℒ −1 2 𝐻 (𝑡 − 𝑎)
𝑠2 − 𝑏 2 𝑠 − 𝑏 2 𝑡→(𝑡 −𝑎)
= 𝐻 (𝑡 − 𝑎) |cosh 𝑏𝑡| 𝑡→(𝑡 −𝑎) = 𝐻 (𝑡 − 𝑎) cosh 𝑏(𝑡 − 𝑎)

11
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Inverse Laplace Transform Professor of Mathematics

EXERCISE 2.2.1. Find the inverse of each of the following Laplace transforms:

1 𝑠 𝑠 2 −1 (2+𝑠) 2
(𝑎) 𝑠 + 𝑠 2 +4
(𝑏) 𝑠3
(𝑐) 𝑠5
𝑠 2 −3𝑠+4 𝑠 2 3(𝑠 2 −2) 2
(𝑑) 𝑠3
(𝑒) 𝑠 2 +16
+ 𝑠−3 + 𝑠+1
𝑠3
(𝑓) 2𝑠 5
3𝑠−1 1 6 3 1
(𝑔) (𝑠+1) 4
(ℎ) 𝑠+4 − (𝑠−4) 2 (𝑖) 𝑠−7 + 𝑠 3

EXERCISE 2.2.2. Find the inverse of each of the following Laplace transforms:

2𝑠−5
(𝑎) 4𝑠 2 +25
+ 4𝑠−18
9−𝑠 2
(𝑏) 𝑠
𝑠 2 +6𝑠+13
(𝑐) 3
𝑠 2 +6𝑠+18
3𝑠+7
(𝑑) 𝑠
2𝑠 2 +2𝑠+1
(𝑒) 𝑠 2 −2𝑠−3
+ 𝑠2 2𝑠−3
+4𝑠+13
(𝑓) 𝑠+1
𝑠 2 +4𝑠+16
3𝑠−1 𝑠−4
(𝑔) 𝑠 2 −6𝑠+2
(ℎ) 𝑠 2 −8𝑠+10

2.3 Inverse Laplace Transform by Partial Fractions

Case (a) Rational Fractions with Linear Factors in the Denominator


Example 2.3.1.
   
−1 1 1 −1 1
ℒ = ·ℒ
(𝑠 − 1) (𝑠 + 2) (𝑠 − 3) (𝑠 + 2) (𝑠 − 3) 𝑠=1 𝑠−1
 
1 −1 1
+ ·ℒ
(𝑠 − 1) (𝑠 − 3) 𝑠=−2 𝑠+2
 
1 −1 1
+ ·ℒ
(𝑠 − 1) (𝑠 + 2) 𝑠=3 𝑠−3
1 1 1
= · 𝑒𝑡 + · 𝑒 −2𝑡 + · 𝑒 3𝑡
(3) (−2) (−3) (−5) (2) (5)
1 1 1
= − · 𝑒𝑡 + · 𝑒 −2𝑡 + · 𝑒 3𝑡
6 15 10
Example 2.3.2.
   
−1 𝑠−1 𝑠−1 −1 1
ℒ = ·ℒ
(𝑠 − 2) (𝑠 − 3) (𝑠 − 4) (𝑠 − 3) (𝑠 − 4) 𝑠=2 𝑠−2
 
𝑠−1 −1 1
+ ·ℒ
(𝑠 − 2) (𝑠 − 4) 𝑠=3 𝑠−3
 
𝑠−1 −1 1
+ ·ℒ
(𝑠 − 2) (𝑠 − 3) 𝑠=4 𝑠−4
1 2 3
= · 𝑒𝑡 + · 𝑒 −2𝑡 + · 𝑒 3𝑡
(−1) (−2) (1) (−1) (2) (1)
1 3
= · 𝑒 𝑡 − 2𝑒 −2𝑡 + · 𝑒 3𝑡
2 2

12
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Inverse Laplace Transform Professor of Mathematics

Example 2.3.3.

𝑠2 + 1 𝑠2 + 1
   
1
ℒ −1 = · ℒ −1
𝑠(𝑠 − 1) (𝑠 + 1) (𝑠 − 2) (𝑠 − 1) (𝑠 + 1) (𝑠 − 2) 𝑠=0 𝑠
2
 
𝑠 +1 −1 1
+ ·ℒ
𝑠(𝑠 + 1) (𝑠 − 2) 𝑠=1 𝑠−1
2
 
𝑠 +1 −1 1
+ ·ℒ
𝑠(𝑠 − 1) (𝑠 − 2) 𝑠=−1 𝑠+1
2
 
𝑠 +1 −1 1
+ ·ℒ
𝑠(𝑠 − 1) (𝑠 + 1) 𝑠=2 𝑠−2
1 1 5
= − 𝑒 𝑡 − · 𝑒 −𝑡 + · 𝑒 2𝑡
2 3 6
EXERCISE 2.3.1. Find the inverse of each of the following Laplace transforms:

3𝑠 1 𝑠−1
(𝑎) (𝑠−1) (𝑠 2 −4)
(𝑏) (𝑠+3) (𝑠+7) (𝑐) (𝑠+1) (𝑠−3)
𝑠−8 𝑠 2 −7𝑠+5 𝑠 2 +𝑠−2
(𝑑) 𝑠 2 −3𝑠−4
(𝑒) (𝑠−1) (𝑠−2) (𝑠−3) (𝑓) 𝑠 (𝑠−2) (𝑠+3)
𝑠+10 𝑠−4 1−7𝑠
(𝑔) 𝑠 2 −𝑠−2
(ℎ) 𝑠 2 −4
(𝑖) (𝑠−3) (𝑠−1) (𝑠+2)
1 6 𝑠 2 +9𝑠−9
( 𝑗) 𝑠 3 −𝑠
(𝑘) (𝑠+2) (𝑠−4) (𝑙) 𝑠 3 −9𝑠
𝑠 2 −6𝑠+4 2𝑠 2 −6𝑠+5
(𝑚) 𝑠 3 −3𝑠 2 +2𝑠
(𝑛) 𝑠 3 −6𝑠 2 +11𝑠−6

Case (b) Rational Fractions with Quadratic Factors in the Denominator


n o
−1 1
Example 2.3.4. We find 𝑓 (𝑡) = ℒ (𝑠−1) (𝑠−2) 2
. Write

1
𝐹¯ (𝑠) = (𝑠−1) (𝑠−2) 2
= 𝐴
𝑠−1 + 𝐵
𝑠−2 + 𝐶
(𝑠−2) 2
·

1 1
Then 𝐴 = (𝑠−2) 2 𝑠=1
= 1, 𝐶 = 𝑠−1 𝑠=2 = 1. To find 𝐵, we clear the fractions in 𝐹¯ (𝑠), so that

𝐴(𝑠 − 2) 2 + [𝐵(𝑠 − 2) + 𝐶] (𝑠 − 1) = 1.

Comparing the coefficients of 𝑠2 on both sides, we get 𝐴 + 𝐵 = 0 or 𝐵 = −𝐴 = −1. Hence with 𝐴 = 𝐶 = 1


and 𝐵 = −1, we get
n o
𝑓 (𝑡) = ℒ −1 𝑠−1 − ℒ −1 𝑠−2 + ℒ −1 (𝑠−2)
 1  1 1
2
n o
= 𝑒 𝑡 − 𝑒 2𝑡 + 𝑒 2𝑡 · ℒ −1 𝑠12 = 𝑒 𝑡 − 𝑒 2𝑡 + 𝑡𝑒 2𝑡

EXERCISE 2.3.2. Find the inverse of each of the following Laplace transforms:

𝑠 2 +1 4𝑠 𝑠+1
(𝑎) 𝑠 (𝑠−1) (𝑠+2) 2
(𝑏) (𝑠−1) (𝑠+1) 2
(𝑐) 𝑠 2 (𝑠+1)
1 𝑠 4𝑠+5
(𝑑) 𝑠 3 (𝑠+1)
(𝑒) (𝑠−1) 2 (𝑠+2) 2
(𝑓) (𝑠−1) 2 (𝑠+2)

13
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Inverse Laplace Transform Professor of Mathematics

Case (c) Rational Fractions with Simple Quadratic Factors in the Denominator
Example 2.3.5.
n o n o n o
𝑠 2 +6
ℒ −1 (𝑠2 +1) (𝑠 2 +4)
= 1
𝑠 2 +4 𝑠 2 =−1
· ℒ −1 𝑠21+1 + 1
𝑠 2 +1 𝑠 2 =−4
· ℒ −1 1
𝑠 2 +4
1 1 sin 2𝑡
− 3 · sin 𝑡 + 3 · 2

Example 2.3.6.
n o n o n o
(𝑠 2 +𝑏2 ) − (𝑠 2 +𝑎2 ) ]
ℒ −1 (𝑠2 +𝑎2 )𝑠(𝑠2 +𝑏2 ) = ℒ −1 (𝑏𝑠[2 −𝑎 2 ) (𝑠 2 +𝑎 2 ) (𝑠 2 +𝑏 2 ) = 1
𝑏2 −𝑎2
· ℒ −1 𝑠
𝑠 2 +𝑎2
− 𝑠
𝑠 2 +𝑎2
h n o n oi
−1
1
= 𝑏2 −𝑎 2 ℒ
𝑠
𝑠 2 +𝑎2
− ℒ −1 𝑠2 +𝑎 𝑠
2
1
= 𝑏2 −𝑎 2 [cos 𝑎𝑡 − cos 𝑏𝑡]

EXERCISE 2.3.3. Find the inverse of each of the following Laplace transforms:

𝑠 2 −8 𝑠3 𝑠
(𝑎) (𝑠 2 +5) (𝑠 2 −7)
(𝑏) 𝑠 4 −𝑎4
(𝑐) 𝑠 4 +𝑠 2 +1
1 𝑠 𝑠
(𝑑) (𝑠 2 −𝑎2 ) 2
(𝑒) 𝑠 4 +1
(𝑓) 𝑠 2 (𝑠 2 +9)

Case (d) Linear and Quadratic Factors in the Denominator


n o
Example 2.3.7. We find 𝑓 (𝑡) = ℒ −1 (𝑠−1)5𝑠+3
2
(𝑠 +2𝑠+5)
. Write

5𝑠+3
𝐹¯ (𝑠) = (𝑠−1) (𝑠 2 +2𝑠+5)
= 𝐴
𝑠−1 + 𝐵𝑠+𝐶
𝑠 2 +2𝑠+5
·

5𝑠+3 8
Then 𝐴 = 𝑠 2 +2𝑠+5 𝑠=1
= 8 = 1. To find 𝐵 and 𝐶, we clear the fractions in 𝐹¯ (𝑠) so that

𝐴(𝑠2 + 2𝑠 + 5) 2 + (𝐵𝑠 + 𝐶) (𝑠 − 1) = 1 or 8(𝑠2 + 2𝑠 + 5) 2 + (𝐵𝑠 + 𝐶) (𝑠 − 1) = 1.

(a) Comparing the coefficients of 𝑠2 on both sides, we get 1 + 𝐵 = 0 or 𝐵 = −1

(b) Comparing the constant terms on both sides, we get 5 − 𝐶 = 3 or 𝐶 = 5 − 2 = 3

Hence
n o n o n o
𝑓 (𝑡) = ℒ −1 1
− ℒ −1 −𝑠+2
= ℒ −1 1
− ℒ −1 + 3 · ℒ −1 (𝑠+1)1 2 +4
  𝑠+1
𝑠−1 𝑠 2 +2𝑠+5 𝑠−1 (𝑠+1) 2 +4
n o n o
= 𝑒 𝑡 − 𝑒 2𝑡 − 𝑒 −𝑡 · ℒ −1 3
· 𝑒 −𝑡 · ℒ −1 2
= 𝑒 𝑡 − 𝑒 −𝑡 cos 2𝑡 − 32 · sin 2𝑡
𝑠
 
𝑠 2 +4
+ 2 𝑠 2 +4

EXERCISE 2.3.4. Find the inverse of each of the following Laplace transforms:

𝑠 2 +2𝑠+3 𝑠+1 5𝑠 2 −7𝑠+17


(𝑎) (𝑠 2 +2𝑠+2) (𝑠 2 +2𝑠+5)
(𝑏) (𝑠 2 +1) (𝑠 2 +4)
(𝑐) (𝑠−1) (𝑠 2 +4)
𝑠 2 +2𝑠−4 𝑠 5𝑠−7
(𝑑) (𝑠 2 +9) (𝑠−5)
(𝑒) (𝑠2 +2𝑠+5) (𝑠−7)
(𝑓) (𝑠+3) (𝑠 2 +2)
𝑠
(𝑔) (𝑠−1) (𝑠 2 +2𝑠+2)

14
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Inverse Laplace Transform Professor of Mathematics

2.4 Inverse of the Laplace Transform by Convolution Theorem

Let 𝑓 and 𝑔 be piece-wise continuous on the interval [0, ∞), then the special product 𝑓 ∗ 𝑔, defined by
the integral

∫𝑡
( 𝑓 ∗ 𝑔) (𝑡) = 𝑓 (𝑣)𝑔(𝑡 − 𝑣)𝑑𝑣 (2.4.1)
0

is called the convolution integral or simply convolution of 𝑓 and 𝑔.


Theorem 2.4.1 (Convolution Theorem). Let 𝑓 and 𝑔 be piece-wise continuous on the interval
[0, ∞), and have exponential orders, then the Laplace transform of the convolution of 𝑓 and 𝑔 equals the
product of the Laplace transforms of 𝑓 and 𝑔, that is

 𝑡 
∫

 


ℒ( 𝑓 ∗ 𝑔) (𝑡) = ℒ 𝑓 (𝑣)𝑔(𝑡 − 𝑣)𝑑𝑣 = ℒ { 𝑓 (𝑡)} · ℒ {𝑔(𝑡)} (2.4.2)

 

0 
The inverse form of the convolution theorem states that
∫𝑡
−1
𝐹ˆ (𝑠) · 𝐺ˆ (𝑠) = ( 𝑓 ∗ 𝑔) (𝑡) =

ℒ 𝑓 (𝑣)𝑔(𝑡 − 𝑣)𝑑𝑣, (2.4.3)
0

where 𝑓 (𝑡) = ℒ −1 𝐹ˆ (𝑠) and 𝑔(𝑡) = ℒ −1 𝐺ˆ (𝑠)


 

REMARK 2.4.1. Division by 𝑠 Write 𝐺ˆ (𝑠) = 1/𝑠 in the Convolution theorem, we have

 ∫𝑡
𝐹ˆ (𝑠)

−1
ℒ = 𝑓 (𝑣)𝑑𝑣, (2.4.4)
𝑠
0

where 𝑓 (𝑡) = ℒ −1 𝐹ˆ (𝑠) . In other words,




𝑡
𝐹ˆ (𝑠)
 
∫

 


ℒ 𝑓 (𝑣)𝑑𝑣 = , (2.4.5)

 
 𝑠
0 
n o
1
Example 2.4.1. Use convolution theorem to evaluate ℒ −1 (𝑠+𝑎)𝑠
1 1
· 1𝑠 . Identify that ℒ −1 𝑠+𝑎
 1
= 𝑒 −𝑎𝑡 and ℒ −1 1𝑠

Solution. Write (𝑠+𝑎)𝑠 = 𝑠+𝑎 = 1. Then by
convolution theorem, we have
     
1 1 1 1
ℒ −1 · = ℒ −1 ∗ ℒ −1
𝑠+𝑎 𝑠 𝑠+𝑎 𝑠
𝑡
𝑒 −𝑎𝑣 𝑡

−𝑎𝑡 −𝑎𝑣 1
1 − 𝑒 −𝑎𝑡

=𝑒 ∗1= 𝑒 .1 𝑑𝑣 = − =
𝑎 𝑣=0 𝑎
0

15
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Inverse Laplace Transform Professor of Mathematics

n o
1
Example 2.4.2. Use convolution theorem to evaluate ℒ −1 𝑠2 (𝑠+𝑎)
n o
1
= 𝑠12 · 𝑠+𝑎
1
. Since ℒ −1 𝑠12 = 𝑡 and ℒ −1 𝑠+𝑎
 1
Solution. Write 𝑠2 (𝑠+𝑎) = 𝑒 −𝑎𝑡 , convolution theorem
gives

  ∫𝑡 ∫𝑡
−1 1 1 −𝑎𝑡 −𝑎 (𝑡 −𝑣) −𝑎𝑡
ℒ 2
· =𝑡∗𝑒 = 𝑣𝑒 𝑑𝑣 = 𝑒 𝑣𝑒 𝑎𝑣 𝑑𝑣
𝑠 𝑠 + 𝑎
0 0
 𝑎𝑣   𝑎𝑣  𝑡
𝑒 𝑒
= 𝑒 −𝑎𝑡 (𝑣) − (1)
𝑎 𝑎 2 𝑣=0
 −𝑎𝑡
𝑒 𝑎𝑡 𝑒 0
 𝑎𝑡  
−𝑎𝑡 𝑡𝑒 𝑡 𝑒 −1
=𝑒 − 2 + 2 = +
𝑎 𝑎 𝑎 𝑎 𝑎2
n o
1
Example 2.4.3. Use convolution theorem to evaluate ℒ −1 (𝑠2 +1)𝑠
n o
1
= 𝑠21+1 · 1𝑠 . Note that ℒ −1 𝑠21+1 = sin 𝑡, ℒ −1 1𝑠 = 1. Then

Solution. Write (𝑠2 +1)𝑠
     
−1 1 1 −1 1 −1 1
ℒ · =ℒ ∗ℒ = sin 𝑡 ∗ 1
𝑠2 + 1 𝑠 𝑠2 + 1 𝑠
∫𝑡
= sin 𝑣.1 𝑑𝑣 = |− cos 𝑣| 𝑡𝑣=0 = 1 − cos 𝑡
0
n o
Example 2.4.4. Use convolution theorem to evaluate ℒ −1 (𝑠2 +1) 𝑠
2
n o n o
𝑠 1 𝑠 −1 1 −1 𝑠
Solution. We write (𝑠2 +1) 2 = 𝑠 2 +1 · 𝑠 2 +1 . Since ℒ 2
𝑠 +1
= sin 𝑡, ℒ 2
𝑠 +1
= cos 𝑡, by convolution
theorem, we obtain

  ∫𝑡
−1 1 𝑠
ℒ · = sin 𝑡 ∗ cos 𝑡 = sin 𝑣 cos(𝑡 − 𝑣) 𝑑𝑣
𝑠2 + 1 𝑠2 + 1
0
∫𝑡
1
= [sin 𝑡 + sin(2𝑣 − 𝑡)] 𝑑𝑣
2
0
cos(2𝑣 − 𝑡) 𝑡
 
1
= 𝑡 sin 𝑡 −
2 2 𝑣=0
 
1 1 𝑡 sin 𝑡
= 𝑡 sin 𝑡 − (cos 𝑡 − cos(−𝑡)) =
2 2 2
n o
1
Example 2.4.5. Find ℒ −1 (𝑠 2 +4) (𝑠−1)
n o
1 1 1 1 sin 2𝑡 1
. Since ℒ −1 −1

Solution. We write (𝑠 2 +4) (𝑠−1)
= 𝑠 2 +4
· 𝑠−1 𝑠 2 +4
= 2 ,ℒ 𝑠−1 = 𝑒 𝑡 , by convolution

16
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Inverse Laplace Transform Professor of Mathematics

theorem,

  ∫𝑡 𝑡 ∫
𝑡
1 1 1 1 𝑒
ℒ −1 · = sin 2𝑡 ∗ 𝑒 𝑡 = (sin 2𝑣)𝑒 𝑡 −𝑣 𝑑𝑣 = 𝑒 −𝑣 sin 2𝑣𝑑𝑣
𝑠2 + 4 𝑠 − 1 2 2 2
0 0


𝑒 𝐴𝑣
We know that 𝑒 𝐴𝑣 sin 𝐵𝑣𝑑𝑣 = ( 𝐴 sin 𝐵𝑣 − 𝐵 cos 𝐵𝑣). With 𝐴 = −1 and 𝐵 = 2 so that
𝐴2 + 𝐵 2
𝐴2 + 𝐵2 = 5, and we have

∫𝑡
𝑒 −𝑣 𝑡
𝑒 −𝑣 sin 2𝑣𝑑𝑣 = (− sin 2𝑣 − 2 cos 2𝑣)
5 𝑣=0
0
1
= [(sin 0 + 2 cos 0) − 𝑒 −𝑡 (sin 2𝑡 + 2 cos 2𝑡)]
5
1
= [2 − 𝑒 −𝑡 (sin 2𝑡 + 2 cos 2𝑡)]
5
Therefore,
   
1 1 𝑒𝑡 1
ℒ −1 · = [2 − 𝑒 −𝑡 (sin 2𝑡 + 2 cos 2𝑡)]
𝑠2 + 4 𝑠 − 1 2 5
𝑒𝑡 sin 2𝑡 + 2 cos 2𝑡
= −
5 10
n o
1
EXERCISE 2.4.1 (Think About It). Which method is convenient to find ℒ −1 (𝑠 2 +1) 2
? Also, find the
inverse transform

17

You might also like