Ch1 - Laplace Transform L.T. - 26 Pgs PDF
Ch1 - Laplace Transform L.T. - 26 Pgs PDF
Ch1 - Laplace Transform L.T. - 26 Pgs PDF
Al-Ne’aimi 1
Chapter 1
Laplace Transform (L.T.)
1.1 Introduction
Laplace Transform is a method of solution for solving:-
Ordinary and Partial differential equations.
Initial value problems without first determining the general solution.
Non-homogeneous equations without solving homogeneous equations.
1) Let f(t) = 1
∞
−𝑠𝑡
1 −𝑠𝑡 ∞ 1
F(𝑠) = ∫ 1 𝑒 𝑑𝑡 = − 𝑒 ] = − (𝑒 −∞ − 𝑒 0 )
0 𝑠 0 𝑠
1 1 𝑎
= − (0 − 1) = ∴ ℒ {𝑓(𝑡) = 𝑎} =
𝑠 𝑠 𝑠
2) f(t) = t n n = 1, 2, 3, …
∞ ∞ ∞
𝑛 −𝑠𝑡 𝑛
𝑒 −𝑠𝑡 𝑛−1
𝑒 −𝑠𝑡
F(𝑠) = ∫ 𝑡 𝑒 𝑑𝑡 = 𝑡 ] −∫ 𝑛𝑡 𝑑𝑡
0 −𝑠 0 0 −𝑠
𝑛 ∞ 𝑛−1 −𝑠𝑡 𝑛
=0+ ∫ 𝑡 𝑒 𝑑𝑡 = ℒ { 𝑡 𝑛−1 }
𝑠 0 𝑠
𝑛 𝑛−1
ℒ { 𝑡 𝑛 } = ℒ { 𝑡 𝑛−1 } 𝑤ℎ𝑖𝑐ℎ 𝑚𝑒𝑎𝑛𝑠: ℒ { 𝑡 𝑛−1 } = ℒ { 𝑡 𝑛−2 }
𝑠 𝑠
𝑛−2
ℒ { 𝑡 𝑛−2 } = ℒ { 𝑡 𝑛−3 } , …
𝑠
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 2
∞
𝑛 (𝑛 − 1) (𝑛 − 2) 1 𝑛! 1 𝑛!
∴ F(𝑠) = ∫ 𝑡 𝑛 𝑒 −𝑠𝑡 𝑑𝑡 = … ℒ { 1 } = 𝑛 = 𝑛+1
0 𝑠 𝑠 𝑠 𝑠 𝑠 𝑠 𝑠
∞
Γ(𝑛 + 1)
𝑜𝑟 F(𝑠) = ∫ 𝑡 𝑛 𝑒 −𝑠𝑡 𝑑𝑡 =
0 𝑠 𝑛+1
∞
Γ f(𝑥) = ∫ 𝑡 𝑥−1 𝑒 −𝑡 𝑑𝑡
0
∞
Γ (𝑛 + 1) = ∫0 𝑡 𝑛+1−1 𝑒 −𝑡 𝑑𝑡 (n is an integer value)
Γ (𝑥) = (𝑥 − 1)!
Γ (𝑥 + 1) = (𝑥)!
Γ (−𝑛) = ∞
−1 −1 1
Γ (1/2) = √𝜋 , !=Γ ( + 1) = Γ ( ) = √𝜋
2 2 2
𝑛! 3! 3×2×1 6
F(t) = t 3 , F(𝑠) = = 𝑠4 = = 𝑠4
𝑠 𝑛+1 𝑠4
3) f(t) = e –a t
∞ ∞
−𝑎𝑡 −𝑠𝑡
F(𝑠) = ∫ 𝑒 𝑒 𝑑𝑡 = ∫ 𝑒 −(𝑎+𝑠)𝑡 𝑑𝑡
0 0
∞
1 −(𝑠+𝑎)𝑡
1 1
=− 𝑒 ] =− (0 − 1) =
𝑠+𝑎 0 𝑠+𝑎 𝑠+𝑎
4) f(t) = sinh at (e a t − e –a t ) / 2
1
ℒ { sinh 𝑎𝑡 } = [ ℒ { 𝑒 𝑎𝑡 } + ℒ { 𝑒 −𝑎𝑡 } ]
2
1 1 1
= [ − ]
2 𝑠−𝑎 𝑠+𝑎
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 3
1 𝑠+𝑎−𝑠+𝑎 2𝑎 𝑎
= = ⇒ ℒ { sinh 𝑎𝑡 } =
2 (𝑠 − 𝑎)(𝑠 + 𝑎) 2(𝑠 2 − 𝑎2 ) (𝑠 2 − 𝑎2 )
5) f(t) = cosh at ( e a t + e –a t ) / 2
1
ℒ { cosh 𝑎𝑡 } = [ ℒ { 𝑒 𝑎𝑡 } + ℒ { 𝑒 −𝑎𝑡 } ]
2
1 1 1
= [ + ]
2 𝑠−𝑎 𝑠+𝑎
1 𝑠+𝑎+𝑠−𝑎 2𝑠 𝑠
= = ⇒ ℒ { cosh 𝑎𝑡 } =
2 (𝑠 − 𝑎)(𝑠 + 𝑎) 2(𝑠 2 − 𝑎2 ) (𝑠 2 − 𝑎2 )
𝑎2 1 𝑠 2 + 𝑎2 1
ℒ { cos 𝑎𝑡 } (1 + 2 ) = ⇒ ℒ { cos 𝑎𝑡 } ( ) =
𝑠 𝑠 𝑠2 𝑠
𝑠 𝑎 𝑠 𝑎
∴ ℒ { cos 𝑎𝑡 } = ∴ ℒ { sin 𝑎𝑡 } = =
𝑠 2 + 𝑎2 𝑠 𝑠 2 + 𝑎2 𝑠 2 + 𝑎2
Or
1
f(t) = cos at →
2
[ 𝑒 𝑖𝑎𝑡 + 𝑒 −𝑖𝑎𝑡 ]
1 1 1 1 𝑠 + 𝑖𝑎 + 𝑠 − 𝑖𝑎 1 2𝑠 𝑠
F(𝑠) = [ + ] = = =
2 𝑠 − 𝑖𝑎 𝑠 + 𝑖𝑎 2 (𝑠 − 𝑖𝑎)(𝑠 + 𝑖𝑎) 2 (𝑠 2 + 𝑎2 ) 𝑠 2 + 𝑎2
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 4
1
f(t) = sin at →
2𝑖
[ 𝑒 𝑖𝑎𝑡 − 𝑒 −𝑖𝑎𝑡 ]
1 1 1 1 𝑠 + 𝑖𝑎 − 𝑠 + 𝑖𝑎 1 2𝑖𝑎 𝑎
F(𝑠) = [ − ]= = =
2𝑖 𝑠 − 𝑖𝑎 𝑠 + 𝑖𝑎 2𝑖 (𝑠 − 𝑖𝑎)(𝑠 + 𝑖𝑎) 2𝑖 (𝑠 2 + 𝑎2 ) 𝑠 2 + 𝑎2
Basic transforms are listed in the table below. From these almost all the others
can be obtained by the use of the general properties of the Laplace transform.
vii) 𝑐𝑜𝑠 2 𝑡
viii) 𝑒 𝑎𝑡+𝑏 , (where a, b , 𝜔 and 𝜃 are constants).
ix) 6 𝑒 −5𝑡 + 5 𝑡 3 − 9
x) 2 cos 10𝑡 − 7 sin 4𝑡 + 3 sinh 2𝑡 − 8 cosh 2𝑡
Solution
1
i) 𝒇(𝒕) = 𝒆𝟑𝒕 → 𝐹(𝑠) =
𝑠−3
𝑠
ii) 𝒇(𝒕) = 𝒄𝒐𝒔𝒉 𝟐𝒕 → 𝐹(𝑠) =
𝑠 2 −4
2 6
iii) 𝒇(𝒕) = 𝟑 𝒔𝒊𝒏𝒉 𝟐𝒕 → 𝐹(𝑠) = 3 × =
𝑠2 −4 𝑠 2 −4
3 4
iv) 𝟑𝒕 + 𝟒 → 𝐹(𝑠) = +
𝑠2 𝑠
2! 𝑎 𝑏
v) 𝒕𝟐 + 𝒂𝒕 + 𝒃 → 𝐹(𝑠) = + +
𝑠3 𝑠2 𝑠
𝑠 𝜔
vi) 𝒄𝒐𝒔 (𝝎𝒕 + 𝜽) → 𝐹(𝑠) = 𝑐𝑜𝑠𝜃 − 𝑠𝑖𝑛𝜃
𝑠 2 + 𝜔2 𝑠 2 + 𝜔2
1 1 𝑠
vii) 𝒄𝒐𝒔 𝟐 𝒕 → 𝐹(𝑠) = ( + 𝑠2 +4)
2 𝑠
𝒂𝒕+𝒃
𝒆𝒃
viii) 𝒆 → 𝐹(𝑠) =
𝑠−𝑎
1 3! 9 6 30 9
𝐹(𝑠) = 6 + 5 3+1 − = + 4−
𝑠+5 𝑠 𝑠 𝑠+5 𝑠 𝑠
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 6
𝑠 4 2 𝑠
𝐹(𝑠) = 2 − 7 + 3 − 8
𝑠 2 + 102 𝑠 2 + 42 𝑠 2 − 22 𝑠 2 − 22
2𝑠 28 6 − 8𝑠
= − +
𝑠 2 + 100 𝑠 2 + 16 𝑠 2 − 4
∞
Γ (𝑥) = ∫0 𝑡 𝑥−1 𝑒 −𝑡 𝑑𝑡 ……….. (For x > 0)
Γ (0 + 1) = 0!
Γ (2 + 1) = 2! = 2 × 1 = 2
Γ (3 + 1) = 3! = 3 × 2 × 1 = 6
2. Γ (𝑛 + 1) = 𝑛 Γ (𝑛)
3. Γ (1/2) = √𝜋
3 1 1 1 1
Γ ( ) = Γ ( + 1) = Γ ( ) = √𝜋
2 2 2 2 2
𝑓(𝑡) = 1/√𝑡
∞
𝐹(𝑠) = ∫0 𝑡 −1/2 𝑒 −𝑠𝑡 𝑑𝑡
1
∞ Γ (𝑛+1) Γ (−2+1) Γ (1/2) 𝜋
= ∫0 𝑡 −1/2 𝑒 −𝑠𝑡
𝑑𝑡 = = 1 = =√
𝑠𝑛+1 − +1 𝑠1/2 𝑠
𝑠 2
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 7
𝒇(𝒕)
0 𝑤ℎ𝑒𝑛 𝑡 < 0
U0 (t) = {
1 𝑡>0
1
𝒕
0
𝑈0 (𝑡)
Example (4): Find: ℒ { Ua (t) } = ?
∞
ℒ { Ua (t) } = ∫0 Ua (t) 𝑒 −𝑠𝑡 𝑑𝑡
𝑎 ∞
−𝑠𝑡
= ∫ 0.𝑒 𝑑𝑡 + ∫ 1. 𝑒 −𝑠𝑡 𝑑𝑡
0 𝑎
−1 −𝑠𝑡 ∞ −1
= 𝑒 ] = [0 − 𝑒 −𝑎𝑠 ]
𝑠 𝑎 𝑠
𝑒 −𝑎𝑠 1
∴ ℒ { Ua (t) } = and ℒ { U0 (t) } =
𝑠 𝑠
Example (5): Find L.T. of the periodic square wave function shown in Fig.
𝒇(𝒕)
+𝑘 0<𝑡<𝑎
𝑓(t) = {
−𝑘 𝑎 < 𝑡 < 2𝑎
+k
𝑓(t + P) = 𝑓(t), the function is periodic
𝒕
0 a 2a 3a 4a
Solution
−k
1 𝑝
ℒ { 𝑓(t) } = ∫0 𝑓(t). 𝑒 −𝑠𝑡 𝑑𝑡 Here P = 2a
1 – 𝑒 −𝑝𝑠
1 2𝑎
= [∫0 𝑓(t). 𝑒 −𝑠𝑡 𝑑𝑡]
1 – 𝑒 −2𝑎𝑠
1 𝑎 2𝑎
= [∫0 (𝑘) 𝑒 −𝑠𝑡 𝑑𝑡 + ∫𝑎 (−𝑘) 𝑒 −𝑠𝑡 𝑑𝑡]
1 – 𝑒 −2𝑎𝑠
𝑎 2𝑎
𝑘 – 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
= [ ] + ] ]
1 – 𝑒 −2𝑎𝑠 𝑠 0 𝑠 𝑎
𝑘
= [– 𝑒 −𝑎𝑠 + 1 + 𝑒 −2𝑎𝑠 −𝑒 −𝑎𝑠 ]
𝑠(1 – 𝑒 −𝑎𝑠 )(1+ 𝑒 −𝑎𝑠 )
𝑘
= (1 – 𝑒 −𝑎𝑠 )(1 – 𝑒 −𝑎𝑠 )
𝑠(1 – 𝑒 −𝑎𝑠 )(1+ 𝑒 −𝑎𝑠 )
𝑘 (1 – 𝑒 −𝑎𝑠 )
=
𝑠 (1+ 𝑒 −𝑎𝑠 )
𝑘 𝑎𝑠
= 𝑡𝑎𝑛ℎ
𝑠 2
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 9
Example (6): Express the following graph in terms of stair case function and
then Find its L.T.?.
𝒇(𝒕)
0 0<𝑡<1
1 1<𝑡<2
𝑓(t) = 2 2<𝑡<3
4
3 3<𝑡<4 3
{5 4<𝑡<5 2
1
0 𝒕
Solution 1 2 3 4 5
∞
ℒ { 𝑓(t) } = ∫0 𝑓(t). 𝑒 −𝑠𝑡 𝑑𝑡
1 2 5
= ∫0 0 . 𝑒 −𝑠𝑡 𝑑𝑡 + ∫1 1. 𝑒 −𝑠𝑡 𝑑𝑡 + ⋯ … … . … + ∫4 4. 𝑒 −𝑠𝑡 𝑑𝑡
𝑓(t) = 0[U0 (t) − U1 (t)] + 1[U1 (t) − U2 (t)] + ⋯ … . . + 4[U4 (t) − U5 (t)]
𝑒 −𝑠 1 1st. term
=
𝑠 1 − 𝑒 −𝑠
Difference between any two successive terms
Constant
1 𝑎𝑠
Here P = 2a ⇒ Ans. = 2 𝑡𝑎𝑛ℎ
𝑠 2
𝑠𝑖𝑛 𝑡 0<𝑡<𝜋
(b) 𝑓(t) = {
0 𝜋 < 𝑡 < 2𝜋
1
P=2𝜋 ⇒ Ans. = −2𝜋𝑠
(1 − 𝑒 )(𝑠2 + 1)
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 10
2. Multiplication by t n
𝑛
𝑑𝑛
ℒ { 𝑡 𝑓(𝑡) } = (−1)𝑛 𝐹(𝑠)
𝑑𝑠 𝑛
(a) 𝒕 𝐬𝐢𝐧 𝜷𝒕
𝑑
ℒ { 𝑡 1 sin 𝛽𝑡 } = (−1)1 𝐹(𝑠)
𝑑𝑠
𝑓(𝑡) = sin 𝛽𝑡
𝛽 −2 𝛽 𝑠
𝐹(𝑠) = ⇒ 𝐹(𝑠)′ =
𝑠2 + 𝛽2 (𝑠 2 + 𝛽 2 )2
2𝛽𝑠
ℒ { 𝑡 1 sin 𝛽𝑡 } =
(𝑠 2 + 𝛽 2 )2
𝑑2
(b) 𝓛 { 𝒕𝟐 𝐬𝐢𝐧 𝟒𝒕 } = (−1)2 𝐹(𝑠)
𝑑𝑠 2
4 −8𝑠
𝑓(𝑡) = sin 4𝑡 ⇒ 𝐹(𝑠) = ⇒ 𝐹′(𝑠) =
𝑠 2 +16 (𝑠 2 +16)2
2
−8 (𝑠 2 + 16) + 32 𝑠 2
ℒ { 𝑡 sin 4𝑡 } =
(𝑠 2 + 16)3
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 11
(c) 𝓛 { 𝒕𝟐 𝒆−𝒕 }
𝑑2
ℒ { 𝑡 2 𝑒 −𝑡 } = (−1)2 𝐹(𝑠)
𝑑𝑠 2
1 −1
𝑓(𝑡) = 𝑒 −𝑡 ⇒ 𝐹(𝑠) = ⇒ 𝐹(𝑠)′ =
𝑠 +1 (𝑠 +1)2
2(𝑠 + 1) 2
𝐹(𝑠)′′ = =
(𝑠 + 1)4 (𝑠 + 1)3
2
ℒ { 𝑡 2 𝑒 −𝑡 } =
(𝑠 + 1)3
ℒ { 𝑒 𝑎𝑡 𝑓(𝑡) } = 𝐹(𝑠 − 𝑎)
Solution:
𝑑2
i) 𝓛 { 𝒕𝟐 𝐬𝐢𝐧 𝟒𝒕 } = (−1)2 𝐹(𝑠)
𝑑𝑠 2
𝑓(𝑡) = sin 4𝑡
4 −8 𝑠
𝐹(𝑠) = ⇒ 𝐹(𝑠)′ =
𝑠 2 + 16 (𝑠 2 + 16)2
2
−8 (𝑠 2 + 16) + 32 𝑠 2
ℒ { 𝑡 sin 4𝑡 } =
(𝑠 2 + 16)3
In general:
𝑑 𝑛 𝑓(𝑡)
ℒ { } = 𝑆 𝑛 𝑓(𝑠) − 𝑆 𝑛−1 𝑓(0) − 𝑆 𝑛−2 𝑓 ′ (0)−. … . … … − 𝑓 𝑛−1 (0)
𝑑𝑡 𝑛
𝑑𝑓(𝑡)
ℒ { 𝑓′(𝑡) } = ℒ { } = 𝑆𝑓(𝑠) − 𝑓(0)
𝑑𝑡
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 13
𝑑 2 𝑓(𝑡)
ℒ { 𝑓′′(𝑡) } = ℒ { 2
} = 𝑆 2 𝑓(𝑠) − 𝑆𝑓(0) − 𝑓′(0)
𝑑𝑡
𝑑 3 𝑓(𝑡)
ℒ { 𝑓′′′(𝑡) } = ℒ { 3
} = 𝑆 3 𝑓(𝑠) − 𝑆 2 𝑓(0) − 𝑆𝑓′(0) − 𝑓′′(0)
𝑑𝑡
The Procedure:
a) Continue differentiating R.H.S. till you get an expression in which L.T. of
each term can be found from known formula or can be expressed as f(t).
b) Take L.T. of L.H.S. from theorem of differentiating (Th.4) and that by
known formula, then, the only unknown remains is ℒ { 𝑓(𝑡) }.
Solution:
𝑓(𝑡) = t sin ω 𝑡 ⇒ 𝑓(0) = 0
𝑓 ′ (𝑡) = ωt cos ω 𝑡 + sin ω 𝑡 ⇒ 𝑓′(0) = 0
𝑓 ′′ (𝑡) = − ω2 t sin ω 𝑡 + ω cos ω 𝑡 + ω cos ω 𝑡
= 2ω cos ω 𝑡 − ω2 t sin ω 𝑡
= 2ω cos ω 𝑡 − ω2 𝑓(𝑡)
5. Division by t:
𝑓(𝑡) 𝐹(𝑠)
∞
𝑓(𝑡)
ℒ { } = ∫ 𝐹(𝑠) 𝑑𝑠
𝑡 𝑠
𝑓(𝑡) ∞ ∞ 1
ℒ { } = ∫𝑠 𝐹 (𝑠)𝑑𝑠 = ∫𝑠 𝑑𝑠 = 𝑡𝑎𝑛−1 𝑠|∞
𝑠
𝑡 𝑠2 +1
= 𝑡𝑎𝑛−1 ∞ − 𝑡𝑎𝑛−1 𝑠
𝜋
= − 𝑡𝑎𝑛−1 𝑠
2 𝑠 tan 𝜃 = 𝑠
𝜋 𝜃 𝜃 = 𝑡𝑎𝑛 −1 𝑠
= −𝜃
2
1 1
= 𝑡𝑎𝑛−1
𝑠
= 𝑐𝑜𝑡−1 𝑠
∞ 1−𝑒 𝑡 1
Example (13): Proof that ∫0 𝑒 −2𝑡 𝑡
𝑑𝑡 = 𝑙𝑛
2
Solution:
𝑓(𝑡) 1 − 𝑒 𝑡
=
𝑡 𝑡
1 1
ℒ { 1 − 𝑒𝑡 } = ℒ { 1 } − ℒ { 𝑒𝑡 } = − = 𝐹(𝑠)
𝑠 𝑠−1
∞ ∞
1 − 𝑒𝑡 1 1
ℒ { } = ∫ 𝐹(𝑠)𝑑𝑠 = ∫ [ − ] 𝑑𝑠
𝑡 𝑠 𝑠 𝑠 𝑠−1
𝑠 ∞
∞
= 𝑙𝑛 𝑠 − 𝑙𝑛(𝑠 − 1)| = 𝑙𝑛 𝑠 |
𝑠−1 𝑠
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 15
𝑠 𝑠−1
= 0 − 𝑙𝑛 = 𝑙𝑛
𝑠−1 𝑠
From given integral, s = 2
𝑓(𝑡) 𝐹(𝑠)
𝑡 𝑡
𝐹(𝑠) 𝐹(𝑠)
∫ 𝑓(𝑡) 𝑑𝑡 ℒ { ∫ 𝑓(𝑡) 𝑑𝑡 } =
0 𝑠 0 𝑠
1
𝑓(𝑡) = sin 𝑡 ⇒ 𝐹(𝑠) =
𝑠2 +1
𝑑 2s
ℒ { 𝑡 sin 𝑡 } = (−1)1 𝐹(𝑠) = − 𝐹′(𝑠) =
𝑑𝑠 (𝑠 2 +1)2
2 (s+1)
ℒ { 𝑒 −𝑡 𝑡 sin 𝑡 } =
[(𝑠+1)2 +1]2
𝑡 𝐹(𝑠) 2 (s+1)
∴ ℒ { ∫0 𝑒 −𝑡 𝑡 sin 𝑡 𝑑𝑡 } = =
𝑠 𝑠 [(𝑠+1)2 +1]2
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 16
cot 2 𝑡 − cot 3𝑡 1 𝑠2 + 9
(d) { } ⇒ Ans. 𝑙𝑛
𝑡 2 𝑠2 + 4
𝑡 3𝑠2 – 4𝑠 – 2
(f) {𝑡 ∫0 𝑒 −𝑡 𝑠𝑖𝑛𝑡 𝑑𝑡} ⇒ Ans.
(𝑠3 + 2𝑠2 + 2𝑠)2
𝑠/(𝑠 2 − 𝑎2 ) 𝑐𝑜𝑠ℎ 𝑎𝑡
1
𝑒 𝑏𝑡 𝑠𝑖𝑛ℎ 𝑎𝑡/𝑎
(𝑠 − 𝑏)2 − 𝑎2
𝐹(𝑡 − 𝑎) 𝑡>𝑎
𝑒 −𝑎𝑠 𝑓(𝑠) 𝑢(𝑡 − 𝑎) = {
0 𝑡<𝑎
3. Multiplication by t n (−1)𝑛 −1 𝑑 𝑛
𝑑𝑛 ℒ { 𝑛 𝑓(𝑠) }
If ℒ { 𝑡 𝑛 𝐹(𝑡) } = (−1)𝑛 𝑑𝑠𝑛
𝑓(𝑠) 𝑡𝑛 𝑑𝑠
𝑓′(𝑠) −𝑡 𝐹(𝑡)
𝑓′′(𝑠) 𝑡 2 𝐹(𝑡)
𝑓 𝑛 (𝑠) (−1)𝑛 𝑡 𝑛 𝐹(𝑡)
4. Differentiation in Time Domain
𝑑𝑓(𝑡)
If ℒ { 𝑓′(𝑡) } = ℒ { 𝑑𝑡 } = 𝑆𝑓(𝑠) − 𝑓(0) 𝐹′(𝑡)
4 3𝑠 5 9 𝑠+1
i) − 𝑠2 +16 + −𝑠 ii) ln
𝑠−2 𝑠 2 −4 𝑠−1
𝑠 𝑠2 +1
𝐢𝐢𝐢) iv) ln
(𝑠 2 +1)2 𝑠+1
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 18
Solution:
4 3𝑠 5 9
i) ℒ −1 { − + − }
𝑠−2 𝑠2 +16 𝑠2 −4 𝑠
5
= 4𝑒 2𝑡 − 3 cos 4𝑡 + sinh 2𝑡 − 9
2
𝑠+1
ii) 𝑙𝑛 or 𝐹(𝑠) = 𝑙𝑛(𝑠 + 1) − 𝑙𝑛(𝑠 − 1)
𝑠−1
1 1
ℒ −1 { − } = −𝑡 𝑓(𝑡)
(𝑠 + 1) (𝑠 − 1)
−𝑡 𝑡
𝑒 𝑡 − 𝑒 −𝑡 2 sinh 𝑡
𝑒 −𝑒 = −𝑡 𝑓(𝑡) ⇒ 𝑓(𝑡) = =
𝑡 𝑡
𝑠 1
iii) or 𝐹(𝑠) = ⇒ 𝑓(𝑡) = sin 𝑡
(𝑠 2 +1)2 𝑠2 +1
−2𝑠
𝐹 ′ (𝑠) =
(𝑠 2 + 1)2
𝑛
𝑑𝑛
Recalling that ℒ { 𝑡 𝑓(𝑡) } = (−1)𝑛 𝐹(𝑠)
𝑑𝑠 𝑛
𝐹𝑜𝑟 𝑛 = 1, ℒ { 𝑡 𝑓(𝑡) } = −1 𝐹 ′ (𝑠)
𝑠2 +1
iv) 𝑙𝑛 or 𝐹(𝑠) = 𝑙𝑛(𝑠 2 + 1) − 𝑙𝑛(𝑠 + 1)
𝑠+1
2𝑠 1
𝐹 ′ (𝑠) = −
(𝑠 2 + 1) (𝑠 + 1)
2𝑠 1
ℒ −1 { − } = −𝑡 𝑓(𝑡)
(𝑠 2 + 1) (𝑠 + 1)
−𝑡
𝑒 −𝑡 − 2 cos 𝑡
2 cos 𝑡 − 𝑒 = −𝑡 𝑓(𝑡) ⇒ 𝑓(𝑡) =
𝑡
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 19
Example (2): Find the inverse Laplace transform of the following functions:
1 𝑆 𝑆
i) ii) iii)
(𝑆 2 −2𝑆+5) 𝑆 2 +4 (𝑆 2 −1)2
1 𝑒 −3𝑆
iv) v) ℒ −1 { }
𝑆 (𝑆 2 +4) 𝑆3
Solution:
1
i)
(𝑆 2 −2𝑆+5)
1 sin 2𝑡
ℒ −1 { }=
𝑆 2 +4 2
1 1 𝑒𝑡
ℒ −1 { } = ℒ −1 { }= sin 2𝑡
𝑆 2 −2𝑆+5 (𝑆−1)2 +4 2
𝑆
ii)
𝑆 2 +4
1 sin 2𝑡 sin 2(0)
ℒ −1 { }= ⇒ =0
𝑆 2 +4 2 2
𝑆 𝑑 1 𝑑 sin 2𝑡
ℒ −1 { 2 }= ℒ −1 { 2 } = 𝑑𝑡 2
= cos 2𝑡
𝑆 +4 𝑑𝑡 𝑆 +4
𝑆
iii) 𝑦(𝑠) =
(𝑆 2 −1)2
∞
−1
𝑠
𝑦(𝑡) = 𝑡. ℒ {∫ 𝑑𝑆}
𝑠 (𝑠 2 − 1)2
∞
−1
−1 −1
1
𝑦(𝑡) = 𝑡. ℒ [ ] = 𝑡. ℒ [0 + ]
2 (𝑠 2 − 1) 𝑆 2 (𝑠 2 − 1)
1 1 𝐴 𝐵
= = +
2 (𝑠 2 − 1) 2 (𝑠 − 1)(𝑠 + 1) (𝑠 − 1) (𝑠 + 1)
1 1
A = lim =
s→+1 2 (s + 1) 4
1 −1
B = lim =
s→−1 2 (s − 1) 4
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 20
1 1 𝑡 𝑡 sinh 𝑡
𝑦(𝑡) = 𝑡. ℒ −1 [ − ] = [𝑒 𝑡 − 𝑒 −𝑡 ] =
4 (𝑠 − 1) 4 (𝑠 + 1) 4 2
1
iv) 𝑦(𝑠) =
𝑆 (𝑆 2 +4)
1
𝐹(𝑠) =
𝑠2 + 4
𝑡
1
𝑦(𝑡) = ∫ ℒ −1 { } 𝑑𝑡
0 𝑠2 + 4
1 sin 2𝑡
ℒ −1 { }=
𝑠2 + 4 2
1 𝑡 − cos 2𝑡 𝑡 1 – cos 2𝑡
𝑦(𝑡) = ∫0 sin 2𝑡 𝑑𝑡 = | =
2 4 0 4
𝑒 −3𝑆
v) ℒ −1 { }
𝑆3
1 𝑡2
ℒ −1 { 3 } =
𝑠 2
𝑒 −3𝑆 (𝑡−3)2 𝑈3𝑡
ℒ −1 { }=
𝑠3 2
(b) If L.T. can not be found from known formula directly, then f(t) can
be determined by the inverse of L.T. using one of the following
methods:
Square completion method in the denominator,
Partial fraction method,
Convolution theorem.
Example (3): Find the inverse Laplace transform of the following functions:
1 3𝑠−1 𝑠+1
i) ii) iii)
𝑠2 +2𝑠+2 𝑠2 +2𝑠+10 (𝑠−1) (𝑠−2)
Solution:
1
i)
𝑠 2 +2𝑠+2
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 21
1 1 1
𝐹(𝑠) = = (𝑠+1)2 ℒ −1 {(𝑠+1)2 } = 𝑒 −𝑡 sin 𝑡
𝑠2 +2𝑠+2 +1 +1
3𝑠−1
ii)
𝑠2 +2𝑠+10
3𝑠 − 1 3𝑠 − 1 3(𝑠 + 1) − 3 − 1
𝐹(𝑠) = = =
𝑠 2 + 2𝑠 + 1 + 9 (𝑠 + 1)2 + 9 (𝑠 + 1)2 + 9
3(𝑠 + 1) 4 4
ℒ −1 { − } = 𝑒 −𝑡
(3 cos 3𝑡 − sin 3𝑡)
(𝑠 + 1)2 + 9 (𝑠 + 1)2 + 9 3
𝑠+1
iii)
(𝑠−1) (𝑠−2)
𝑠+1 𝐴 𝐵
𝐹 (𝑠) = (𝑠−1) (𝑠−2) =
(𝑠−1 )
+(
𝑠−2)
𝑠+1
𝐴 = lim = −2
𝑠→1 (𝑠 − 2)
𝑠+1
𝐵 = lim =3
𝑠→2 (𝑠 − 1)
−2 3
ℒ −1 { + } = −2 𝑒 𝑡 + 3 𝑒 2𝑡
(𝑠 − 1) (𝑠 − 2)
𝑠+1
iv)
(𝑠−1) 2 (𝑠−2)
𝑠+1 𝐴 𝐵 𝐶
𝐹 (𝑠) = (𝑠−1) 2 (𝑠−2) =
(𝑠−1)2
+ (𝑠−1) + (𝑠−2)
𝑠+1
𝐴 = lim = −2
𝑠→1 (𝑠 − 2)
𝑑 (𝑠 + 1) (𝑠 − 2) × 1 − (𝑠 + 1) × 1 𝑠−2−𝑠−1
𝐵 = lim = lim = lim = −3
𝑠→1 𝑑𝑠 (𝑠 − 2) 𝑠→1 (𝑠 − 2)2 𝑠→1 (𝑠 − 2)2
𝑠+1
𝐶 = lim =3
𝑠→2 (𝑠 − 1)2
−2 3 3
ℒ −1 { 2
− + } = −2 𝑒 𝑡 𝑡 − 3 𝑒 𝑡 + 3 𝑒 2𝑡
(𝑠 − 1) (𝑠 − 1) (𝑠 − 2)
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 22
5𝑠 2 −7𝑠+17
v)
(𝑠−1) (𝑠 2 +4)
5𝑠 2 − 7𝑠 + 17 𝐴 𝐵𝑠 + 𝐶
= +
(𝑠 − 1) (𝑠 2 + 4) (𝑠 − 1) (𝑠 2 + 4)
5𝑠 2 − 7𝑠 + 17 15
𝐴 = lim = =3
𝑠→1 (𝑠 2 + 4) 5
5𝑠 2 − 7𝑠 + 17 𝐴(𝑠 2 + 4) + (𝐵𝑠 + 𝐶)(𝑠 − 1)
=
(𝑠 − 1) (𝑠 2 + 4) (𝑠 − 1) (𝑠 2 + 4)
5𝑠 2 − 7𝑠 + 17 = 𝐴𝑠 2 + 4𝐴 + 𝐵𝑠 2 − 𝐵𝑠 + 𝐶𝑠 − 𝐶
5𝑠 2 − 7𝑠 + 17 = (𝐴 + 𝐵)𝑠 2 + (𝐶 − 𝐵)𝑠 + 4𝐴 − 𝐶
𝐴+𝐵 =5 ⇒ 𝐵=5−3=2
𝐶 − 𝐵 = −7 ⇒ 𝐶 = −7 + 2 = −5
Or 4𝐴 − 𝐶 = 17 ⇒ 𝐶 = 4(3) − 17 = −5
3 2𝑠 5
𝐹(𝑠) = + 2 − 2
(𝑠 − 1) (𝑠 + 4) (𝑠 + 4)
5
𝑓(𝑡) = 3 𝑒 𝑡 + 2 cos 2𝑡 − sin 2𝑡
2
𝑠
vi)
(𝑠−3)5
𝑠 𝐴 𝐵 𝐶 𝐷 𝐸
𝐹 (𝑠) = (𝑠−3)5 =
(𝑠−3)5
+ (𝑠−3)4 + (𝑠−3)3 + (𝑠−3)2 + (𝑠−3)
𝐴 = lim 𝑠 = 3
𝑠→3
𝑑
𝐵 = lim (𝑠) = lim (1) = 1
𝑠→3 𝑑𝑠 𝑠→3
𝑑2
𝐶 = lim 2 (𝑠) = lim (0) = 0
𝑠→3 𝑑𝑠 𝑠→3
−1
3 1 3𝑡
𝑡4 3𝑡
𝑡3 3𝑡
3𝑡 4 𝑡 3
ℒ { + + 0 + 0 + 0} = 3 𝑒 + 𝑒 =𝑒 ( + )
(𝑠 − 3)5 (𝑠 − 3)4 4! 3! 4! 3!
𝑠 𝑠−3+3 1 3
Or = (𝑠−3)5 = (𝑠−3)4 + (𝑠−3)5
(𝑠−3)5
−1
3 1 3𝑡
3𝑡 4 𝑡 3
ℒ { + }=𝑒 ( + )
(𝑠 − 3)5 (𝑠 − 3)4 4! 3!
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 23
𝑡
ℒ −1 { 𝐹(𝑠) ∗ 𝐺(𝑠)} = ℎ(𝑡) = ∫0 𝑓(𝜆) 𝑔(𝑡 − 𝜆) 𝑑𝜆 for t ≥ 0
Properties of Convolution:
f*g=g*f (Commutative law)
f * ( g1 + g2 ) = f * g1 + f * g2 (Distributive law)
f * ( g1 * g2 ) = ( f * g1 ) * g2 (Associative law)
1*g≠g and 1*f≠f Prove that using convolution.
1
Example (4): Find the inverse Laplace transform of
𝑠2 (𝑠−1)
Solution:
1 1 1
= = 𝐹(𝑠) ∗ 𝐺(𝑠)
𝑠 2 (𝑠 − 1) 𝑠 2 (𝑠 − 1)
1
𝑓(𝑡) = ℒ −1 { 𝐹(𝑠) } = ℒ −1 { 2 } = 𝑡
𝑠
1
𝑔(𝑡) = ℒ −1 { 𝐺(𝑠) } = ℒ −1 { } = 𝑒𝑡
(𝑠 − 1)
𝑡
−1
1
ℒ { 2 } = ℎ(𝑡) = ∫ 𝑓(𝜆) 𝑔(𝑡 − 𝜆) 𝑑𝜆
𝑠 (𝑠 − 1) 0
𝑡
= ∫ 𝑒 𝜆 (𝑡 − 𝜆) 𝑑𝜆
0
𝑡
= |(𝑡 − 𝜆) 𝑒 𝜆 + 𝑒 𝜆 |0
= (0 + 𝑒 𝑡 ) − (𝑡 + 1)
ℎ(𝑡) = 𝑒 𝑡 − 𝑡 − 1
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 24
Example (5): Use L.T. to solve the following initial value problem.
Solution:
𝐿{ 𝑦 ′′ (𝑡) } + 3 𝐿{ 𝑦 ′ (𝑡) } + 2 𝐿{ 𝑦(𝑡) } = 𝐿{ sin 2𝑡 } … (1)
Taking LT then using the initial conditions 𝑦(0) = 2 and 𝑦 ′ (0) = −1
𝐿{ 𝑦 ′′ (𝑡) } = 𝑠 2 𝑦(𝑠) − 𝑠 𝑦(0) − 𝑦 ′ (0) = 𝑠 2 𝑦(𝑠) − 2𝑠 + 1
𝐿{ 𝑦 ′ (𝑡) } = 𝑠 𝑦(𝑠) − 𝑦(0) = 𝑠 𝑦(𝑠) − 2
2
Substituting into Eq.(1) and setting 𝐿{ 𝑦(𝑡) } = 𝑦(𝑠) and 𝐿{ sin 2𝑡 } =
𝑠 2 +4
2
[𝑠 2 𝑦(𝑠) − 2𝑠 + 1] + 3 [𝑠 𝑦(𝑠) − 2] + 2 𝑦(𝑠) =
𝑠2 + 4
2
𝑠 2 𝑦(𝑠) + 3 𝑠 𝑦(𝑠) + 2 𝑦(𝑠) − 2𝑠 + 1 − 6 = 2
𝑠 +4
2
(𝑠 2 + 3𝑠 + 2) 𝑦(𝑠) = 2 + 2𝑠 + 5
𝑠 +4
2𝑠 3 + 5𝑠 2 + 8𝑠 + 20 + 2
(𝑠 + 2)(𝑠 + 1) 𝑦(𝑠) =
𝑠2 + 4
2𝑠3 + 5𝑠2 + 8𝑠 + 22
𝑦(𝑠) =
(𝑠+2) (𝑠+1) (𝑠2 +4)
Taking the inverse LT gives the solution of the initial value problem:
5 17 3 1
𝑦(𝑡) = − 𝑒 −2𝑡 + 𝑒 −𝑡 − cos 2𝑡 − sin 2𝑡 … 𝑓𝑜𝑟 𝑡 > 0
4 5 20 20
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 25
Example (6): Use L.T. to solve the following initial value problem.
𝒙′ − 𝟐 𝒙 + 𝒚 = 𝐬𝐢𝐧 𝒕
𝒚′ + 𝟐 𝒙 − 𝒚 = 𝟏 𝐰𝐡𝐞𝐫𝐞 𝒙(𝟎) = 𝟏 𝐚𝐧𝐝 𝒚(𝟎) = −𝟏
Solution:
1
𝑠 𝑥(𝑠) − 𝑥(0) − 2 𝑥(𝑠) + 𝑦(𝑠) =
𝑠2 + 1
1
𝑠 𝑦(𝑠) − 𝑦(0) + 2 𝑥(𝑠) − 𝑦(𝑠) =
𝑠
Using the initial conditions:
1
𝑠 𝑥(𝑠) − 1 − 2 𝑥(𝑠) + 𝑦(𝑠) = … … … (1)
𝑠2 + 1
1
𝑠 𝑦(𝑠) + 1 + 2 𝑥(𝑠) − 𝑦(𝑠) = … … . . (2)
𝑠
1 1
𝑠 𝑥(𝑠) + 𝑠 𝑦(𝑠) = +
𝑠2 + 1 𝑠
𝑠 + 𝑠2 + 1
𝑠 𝑥(𝑠) + 𝑠 𝑦(𝑠) =
𝑠 (𝑠 2 + 1)
𝑠2 + 𝑠 + 1
𝑥(𝑠) + 𝑦(𝑠) = 2 2
𝑠 (𝑠 + 1)
𝑠2 + 𝑠 + 1
𝑥(𝑠) = 2 2 − 𝑦(𝑠) … . . … (3)
𝑠 (𝑠 + 1)
Substitute Eq.(3) into Eq.(2):
2 (𝑠 2 + 𝑠 + 1) 1
𝑠 𝑦(𝑠) + 1 + 2 2 − 2𝑦(𝑠) − 𝑦(𝑠) =
𝑠 (𝑠 + 1) 𝑠
2 (𝑠 2 + 𝑠 + 1) + 𝑠 2 (𝑠 2 + 1) 1
𝑠 𝑦(𝑠) − 3 𝑦(𝑠) + =
𝑠 2 (𝑠 2 + 1) 𝑠
2 𝑠2 + 2 𝑠 + 2 + 𝑠4 + 𝑠2 1
𝑦(𝑠) (𝑠 − 3) + − =0
𝑠 2 (𝑠 2 + 1) 𝑠
Chapter 1: Laplace Transform L.T. Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi 26
𝑠4 + 3 𝑠2 + 2 𝑠 + 2 − 𝑠3 − 𝑠
𝑦(𝑠) (𝑠 − 3) + =0
𝑠 2 (𝑠 2 + 1)
−(𝑠 4 − 𝑠 3 + 3 𝑠 2 + 𝑠 + 2)
𝑦(𝑠) = … … (4) (𝑃𝑎𝑟𝑡𝑖𝑎𝑙 𝑓𝑟𝑎𝑐𝑡𝑖𝑜𝑛)
𝑠 2 (𝑠 − 3) (𝑠 2 + 1)
𝐴 𝐵 𝐶 𝐷𝑠 + 𝐸
𝑦(𝑠) = + + +
𝑠2 𝑠 𝑠 − 3 𝑠2 + 1
𝟐 𝟓 𝟒𝟑 𝟑𝒕 𝟑 𝟏
𝒚(𝒕) = 𝒕+ − 𝒆 − 𝐜𝐨𝐬 𝒕 + 𝐬𝐢𝐧 𝒕
𝟑 𝟗 𝟒𝟓 𝟓 𝟓
𝑠2 + 𝑠 + 1 𝑠4 − 𝑠3 + 3 𝑠2 + 𝑠 + 2
𝑥(𝑠) = 2 2 + 2
𝑠 (𝑠 + 1) 𝑠 (𝑠 − 3) (𝑠 2 + 1)
𝑠3 + 𝑠2 + 𝑠 − 3 𝑠2 − 3 𝑠 − 3 + 𝑠4 − 𝑠3 + 3 𝑠2 + 𝑠 + 2
𝑥(𝑠) =
𝑠 2 (𝑠 − 3) (𝑠 2 + 1)
𝑠4 + 𝑠2 − 𝑠 − 1
𝑥(𝑠) = 2 (partial fraction)
𝑠 (𝑠 − 3) (𝑠 2 + 1)
1 4 43 3𝑡 2 1
𝑦(𝑡) = 𝑡 + + 𝑒 − cos 𝑡 − sin 𝑡
3 9 45 5 5