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Laplace
Laplace
Laplace
1
Defn: Let F (t ) be a function of t > 0 , then the
Laplace transform of F (t ) is denoted by L F (t ) and is
L F (t ) f ( s) 0 e st F (t ) dt
defined by ----------- (1)
2
Function of exponential order
If real constant M 0 and exist such that for all t N ,
e t F (t ) M or F (t ) Me t . We say that F (t ) is a function
of exponential order as t .
Sufficient conditions for the existence of Laplace trasform.
Existence theorem: If the function F (t ) is piecewise
continuous over any closed interval 0t N and of
exponential order for t N, then its Laplace transform
f ( s) exists for s
3
Fundamental formulas
1
L F (t ) L 1 0 e st dt
1
s
(n 1)
L F (t ) L t n 0 t n e st dt
2. n 1
,s 0
s
3. L F (t ) L eat
1
,s a
sa
k
4. L F (t ) L sin kt ,s 0
s k
2 2
s
5. L F (t ) L cos kt ,s 0
s k
2 2
k
6. L F (t ) L sinh kt ,s 0
s k
2 2
s
7. L F (t ) L cosh kt ,s 0
s k
2 2 4
Theorem-1 L c1 F1 (t ) c2 F2 (t ) c1 L F1 (t )} c2 L{F2 (t )
where c1 and c2 are constants.
Examples:
L 2t 3 3sin 2t 4sin t cos 2 t e 2 t
L 2t 3 3L sin 2t 4 L sin t cos 2 t L e 2 t
5
Show that the following:
12 5s
1. L6 sin 2t 5 cos3t 2
s 4 s2 9
2. L 3t 4e
4 2t
2 sin 5t 3 cos 2t 3(5)
s5
4
2
10
2
3s
s 2 s 25 s 4
3. L sin t cos t
3 2
1
5
8( s 1) 16( s 25) 16( s 2 9)
2 2
3
2
4. L 4 cos 2t sin t
2 2s 3 1
2 2
3 1
s s 16 4 s 1 s 9
2
4 2 s 0, 0 t 2
5. L f (t ) e , where f (t )
s 4, t 2
6. L f (t )
9e 5s 2
2 1 e 5 s
, where f (t )
2t , 0 t 5
1, t 5
6
s s
Theorem-2 If L F (t ) f (s) , then Leat F (t ) f s a
Proof: We have
L F (t ) 0 e st F (t ) dt f (s)
L eat F (t )
0 e e F (t )dt 0 e ( s a )t F (t )dt f s a
st at
7
Examples
3.
32 2 t 1
4. L t e ( ) ( s 2)
2
8
1 s
Theorem-3 If L F (t ) f ( s ) , then L F (at ) f
a a
Proof: We have
L F (t ) 0 e F (t ) dt f ( s)
st
1
L F (at ) 0 e F (at )dt put at x, dt dx
st
a
s
1 x 1 s
0 e a
F ( x)dx f
a a a
9
Show that the following:
1. L t e
3 2t
(s 2)
(4)
4
6
( s 2) 4
2. L t e
2 2t
e t sin 3 t 2
3 1
1
( s 2)3 4 s 2 2s 2 s 2 2s 10
3. L e t
sin 2 t
2
( s 1)( s 2 2s 5)
t e
1
4.
2 2t
e t sin 3 t dt
0 10
10
F (t a), t a
Theorem-4 If L F (t ) f ( s) and G(t )
0 ,t a
, then L G (t ) e as f ( s)
L F (t ) 0 e st F (t ) dt f ( s)
Proof: We have
L G (t )
0 e G (t )dt 0 e G (t )dt a e st G (t )dt
st a st
0 e (0)dt a e st F (t a)dt
a st
let t a u dt du
when t a then u 0 when t then u
L e G (t ) 0 e
at s ( a u )
F (u )du
e as
0
e su F (u )du e as f ( s ) 11
Example:
Find , where
(t 1) 2 , t 1
2e s F (t )
Show L F (t ) 3 , where 0 , t 1
s
12
Theorem-5 If L F (t ) f ( s) ,then Lt n F (t ) (1)n f n ( s)
Proof: We have f ( s) 0 e st F (t ) dt
Differentiating w. r. t s, we get
f ( s) 0 te F (t ) dt 0 e st tF (t ) dt
/ st
L tF (t ) (1)
Differentiating w. r. t s, we get
o e st t k 1 F (t ) dt (1) k f k 1 ( s )
o e st t k 1 F (t ) dt (1) k 1 f k 1 ( s )
L t k 1 F (t ) (1) k 1 f k 1 ( s ) (2)
Ist part
2 1
We have , 𝐿 sintcos t = 𝐿 sint(1 + cos2t)
2
1 1 1 1
= 𝐿 sint + 𝐿 2sintcos2t = 𝐿 sint + 𝐿 sin3t − sint
2 4 2 4
1 1 1 1 3
= 𝐿 sint + 𝐿 sin3t = [ + ]
4 4 4 𝑠 2 +1 𝑠 2 +9
2 1
𝐿 t sin 𝑡 cos 𝑡 = −1
2 2 2 𝑑
𝑑𝑠 2 4
[ 𝑠21+1 + 3
𝑠2 +9
] 15
1 𝑑 −2𝑠 −6𝑠
=
4 𝑑𝑠
[ 2 + 2 ]
𝑠2 +1 𝑠2 +9
1 1 4𝑠2 3 12𝑠2
= −
2
[ 2 − 3 + 2 − 3 ]
𝑠2 +1 𝑠2 +1 𝑠2 +9 𝑠2 +9
1 1 4 s+2 2
= − [ −
2 (s+2)2 +1 2 (s+2)2 +1 3
3 12 s+2 2
+ − ]
(s+22 +9 2 (s+2)2 +9 3
1 s 2 −3 3s2 +15
= − [
s 2 +4s+5 3
+ ]
2 s2 +4s+13 3
16
2nd part
1 s 2 −3 3s2 +15
= − [
s 2 +4s+5 3
+
2 s2 +4s+13 3
∞ −st −2t 2
0
e e t sin 𝑡 cos2 𝑡 𝑑𝑡
1 s 2 −3 3s2 +15
= − [
s 2 +4s+5 3
+
2 s2 +4s+13 3
1 −3 15 2358
= − [
5 3
+ ]=
2 13 3 274625 17
1. Show that the following:
2 2
3 2 8 s 2 8 s
2. L t sin t 2 2 2
2 3
4 ( s 1) 3
2 2
( s 1) 3
( s 9) 2
( s 9)
0 t e
48
2 t
3. sin t dt
3
125
3s s
4. Lt sin t cos 2t 2 2 2
( s 9) ( s 1)
2
0
1
5. te sin t cos 2t dt
2t
450
te
4
2t
6. sin t dt
0 25
18
Divisible by t
Theorem-6 If L F (t ) f ( s ) , then L
t
F (t )
s f (u )du
F (t )
G (t ) F (t ) tG (t )
t
d d
L F (t ) L G (t ) f ( s ) L G (t )
ds ds
L G (t )
s
s f ( s )ds
L G (t ) lim L G (t ) s f ( s )ds
lim
s s s
lim
s 0
e st
G (t ) dt L
F (t
t
) s f ( s )ds
0L
F (t
t
) s
f ( s )ds L
F (t
t
) s f (u )du
19
Examples: 1. Find
20
2. Find and hence evaluate
21
nd
2 part
Put
.
22
3. Evaluate
23
24
=
Put s = 0
25
sin 2 t 1 s 2 4 e t sin 2 t
4 Show that L ln 2 and evaluate dt
t 4 s 0 t
1 cos t 1 s s 2
5 Show that L
t
cot s ln 2
2 s 1
1 et s 1
6 Show that L ln
t s
e4t sin 3t 1 3
7 Show that L tan 2
t s 4
e t e3t
8 Show that 0 t
dt lon3
e bt eat
9 Show that L
t 3
26
Show that the following:
e t sin t sin 2 t 1 s 2 4 e t sin 2 t
1
L cot ( s 1) , L ln 2 and hence find dt
t t 4 s 0 t
e 2t sin 2 t 1 1 et s 1
0 t
dt ln 2 ,
4
L
t
ln
s
e t e 2t ) ebt eat
0 t
dt ln 2 ,
L
t 3
s a s b
27
Theorem-7 If L F (t ) f ( s) , then
L 0 F (u )du
t f ( s)
s
Proof:
Let G (t ) 0 F (u )du
t
d t
G (t ) 0 F (u )du F (t )
/
dt
L G / (t ) F (t ) f ( s )
sg ( s ) G (0) f ( s )
f (s) f (s)
g (s) L G (t )
s s
L 0 F (u )du
t
f (s)
s
28
Example:
Find and hence evaluate
We know that
Ans
29
2nd part
Putting s = 1
t 1 e u 1 s 1
Show that L du ln .
0 u s s 30
Show that the following:
t sin u 1 1
1. L
0 u
du cot (s)
s
t sin u
0 0
t
2. e dudt
u 4
t 1 e u 1 s 1
3. L
0 u
du ln
s s
t 1 e u
4.
0 0
e t
u
dudt ln 2
31
Theorem-7 If L F (t ) f ( s ) , then L F / (t ) sf s F (0)
Proof: We have
L F (t ) 0 e st F / (t ) dt
/
e F (t ) 0 s 0 e F (t ) dt
st st
0 F (0) sf ( s) sf ( s) F (0)
32
Theorem-8 IfL F (t ) f ( s) , then
LF (t ) s f s sF (0) F (0)
// 2 /
33