Module 6
Module 6
TOPICS
I. Introduction
II. Some Properties of Laplace Transform
III. Laplace Transforms of the Unit Step Function
IV. Laplace Transforms of the Periodic Function
V. Laplace Transforms of Integrals
VI. The Inverse Laplace Transforms
VII. Some Properties of the Inverse Laplace Transforms
VIII. Inverse Laplace Transforms using the Heaviside Expansion Theorem
IX. Solution of Differential Equations
X. The Method of Convolution
XI. Impulses and Distribution
I. INTRODUCTION
Learning Objectives
At the end of this section, the students should be able to
1. Use the definition of Laplace transform to find L{f(t)}, where f(t) is any elementary
functions.
b
L f ( t ) = e − st f ( t ) dt = lim e − st f ( t ) dt (1)
0 b→ 0
The domain of L{f(t)} is the set of s , such that the improper integral converges.
In general discussion, we shall use a lowercase letter to denote the function being transformed
and the corresponding capital letter to denote its Laplace transform. For example
The two Laplace transform functions f (t) and F(s) are called a Laplace transform pair, and
for
pair and inverse transform all ordinary functions, given F(s) the corresponding function f (t)
is determined uniquely, just as f (t) determines F(s) uniquely.
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Engr. Caesar Pobre Llapitan
The integral that defines the Laplace transform does not have to converge. For example, neither
2
L{1/t} nor L{ et } exists. Sufficient conditions guaranteeing the existence of L{f(t)} are that f be
piecewise continuous on [0, ) and that f be of exponential order for t > T.
Examples
Evaluate the Laplace transform of the following function.
1. L{1}
Solution:
By definition,
b
L 1 = 0 e ( 1 ) dt = lim
− st
e − st dt
b→ 0
1 1
( )
b
= lim − e − st = − lim e − sb − e0
b→ s 0 s b→
1
=
s
2. L{e-at}
Solution:
By definition,
( )
b − a+s t
( )
L e − at =
0
e −bt e − st dt = lim
b →
0
e dt
= lim −
b →
1 −( a + s )t b
a+s
e
0
=−
1
lim e ( ) − e 0
a + s b →
− a+ s b
( )
L e − at =
1
s+a
(3-a)
Similarly,
( )
L e at =
1
s−a
(3-b)
3. L{t}
Solution:
By definition,
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Engr. Caesar Pobre Llapitan
b
L t =
0
e − st ( t ) dt = lim
b→ 0 te − st dt
b
1 1
= lim − te − st − 2 e − st
b→ s s 0
1
= 2
s
Piecewise Continuous
A function f is piecewise continuous on [0, ) if, in any interval 0 t b, f(t) is continuous on
except possibly for a finite number of jump discontinuities.
f(t)
t
a t1 t2 t3 b
Exponential Order
We will say that the function f(t) has an exponential order at infinity if, and only if, there exist
c and M such that
f ( t ) Me ct t0
That is, as t → , f(t) grows more slowly than a multiple of some exponential.
If f is an increasing function, then the condition f ( t ) Me ct , t > T simply states that the graph
of f on the interval (T, ) does not grow faster than the graph of the exponential function Mect,
where c is a positive constant.
f(t)
T t
The functions f(t) = t, f(t) = e-t, and f(t) = 2 cos t are all of exponential order c = 1 for t > 0 since
we have, respectively,
t et e −t et 2cos t 2et
2
A function such as f(t) = et is not of exponential order since its graph grows faster than any
linear power of e for t > c > 0.
tn
t n Mect or M for t T
ect
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is equivalent to showing that limt → tn/ect is finite for n = 1, 2, 3, … The result follows by n
applications of L’Hopital’s rule.
Exercises 1
Use the definition of Laplace transform to find L{f(t)}.
1. −1 0 t 1 2. t 0 t 1
f (t ) = f (t ) =
0 t1 1 t1
3. 0 0 t / 2 4. 2t + 1 0 t 1
f (t ) = f (t ) =
cos t t / 2 0 t1
5. f(t) 6. f(t)
(2, 2)
(2, 2)
1
t t
1 1
Learning Objectives
At the end of this section, the students should be able to
1. Derive the Laplace transforms of some elementary functions.
2. Evaluate L{f(t)} using appropriate properties of Laplace transformation.
Example:
L {7 sin t} = 7 L {sin t}
Examples
1. Determine L {sin t} and L {cos t}
where j −1 .
Thus,
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Engr. Caesar Pobre Llapitan
e jt + e − jt 1
L ( cos t ) = L
2
= L e
jt 1
+ L e − jt ( ) ( )
2 2
1 1 1
= +
2 s − j s + j
1 2 + j + s − j
=
2 s2 + 2
s
L cos t = 2 (6)
s + 2
Similarly,
L ( sin t ) = (7)
s + 2
2
Solution:
Using the definition of cosh at and sinh at
eat + e − at
cosh at =
2
e − e −at
at
sinh at =
2
So,
b
L cosh at = 0
e − st cosh at dt = lim
b→ 0 e − st cosh at dt
b e at + e − at − st b e −( s − a )t +e ( )
− s+a t
= lim
b→ 0 2
e dt = lim
b→ 0 2
dt
b b
− s+a t
e ( ) dt + e ( ) dt
1
− s −a t
= lim
2 b→ 0 0
b
1 1 −( s −a )t 1 −( s + a )t
= lim − e − e
2 b→ s − a s+a 0
s
L cosh at = (8)
s − a2
2
Similarly,
a
L sinh at = (9)
s − a2
2
Solution:
L 3 − 5e 2t + 4 sin t − 7 cos 3t = L 3 − 5 L e 2t + 4 L sin t − 7 L cos 3t
3 1 1 s
= −5 +4 2 −7 2
s s−2 s +1 s +9
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Examples
1. L{f(5t)} = 1/5 F(s/5)
2. Given f(t) = sin 2t, find L{f(2t)}.
Solution:
1
L f ( 2t ) = L sin 2ts → s/2
2
1 2 1
= =
2 s + 4 s → s/2 ( s / 2 )2 + 4
2
4
=
s + 16
2
Examples
1. L{e3tf(t)} = F(s − 3)
L eat sin bt = L sin bts → s−a =
s +b
2
b
2
s → s −a
=
b
( s − a )2 + b2
3. L {t eat}
L teat = L ts → s−a =
s
1
2
s → s −a
=
1
( s − a )2
Property 5: Derivative of a Transform
Given F ( s ) = 0
e − st f (t ) dt
Then,
L t n f (t ) = ( −1 )
n dn
dsn
F ( s ) (12)
Example
1. L{t cos bt}
Solution:
Here, n = 1 and f(t) = cos bt.
Using (9)
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d
L t cos bt) = ( −1 ) L cos bt
1
ds
d s
=− 2
s 2 + b2 1 − s ( 2 s ) ( )
=−
ds s + b2
( )
2
s 2 + b2
s −b
2 2
=
(s )
2
2
+ b2
Classroom Activity 1
Evaluate:
1. L {t2 e2t} 2. L {t2 sin bt} 3. L {t sin bt}
Integrating by parts:
L ( df / dt ) = f (t ) e
− st
s dt + f e − st
0 0
= s L ( f ) − f ( 0)
= s F ( s ) − f (0)
Generally, the point at which we start keeping time for a solution is arbitrary. Model solutions
are most easily obtained assuming that time starts (i.e., t = 0) at the moment the process model
is first perturbed.
d2 f d
L 2 = L = s ( s ) − ( 0 ) (13)
dt dt
The Laplace transform for derivatives higher than second order can be found by the same
procedure. An nth-order derivative, when transformed, yields a series (n + 1) term:
In process control, it is normally assumed that the initial conditions are at steady state (time
derivatives are zero) and that the variables are deviations from initial conditions (initial value is
zero). For this very important case, the preceding expression reduces to
d f (t )
n
n
L n = s F (s) (15)
dt
This means that for the case of zero initial conditions at steady state, the Laplace transform of
the derivative of a function is obtained by simply substituting variable s for the “d/dt” operator,
and F(s) for f(t).
L ( )
t
0
f t =
1
s
F (s) (16)
The proof of this theorem is carried out by integrating the definition of the Laplace transform
by parts.
The Laplace transform of the nth integral of a function is the transform of the function divided
by sn.
Exercises 2
Evaluate the Laplace transform of the following functions.
1. f(t) = 4t2 7. f(t) = t4e-2t
2. v(t) = 5 sin 4t 8. f(t) = te-t cos 4t
3. g(t) = t cos 7t 9. f(t) = t2 sin 5t
4. {t f(t)} with f(t) = cos 7t 10. f(t) = t3 cos t = t2(t cos t)
2t
5. f(t) = e sin 3t 11. f(t) = cos23t
6. {eatg(t)} with g(t) = sin 3t
Learning Objectives
At the end of this section, the students should be able to
1. Define the Heaviside unit step function.
2. Write a discontinuous function in terms of the unit step function, and vice versa.
3. Graph the unit step functions.
4. Evaluate Laplace transform of discontinuous functions.
The value of t = 0 is usually taken as a convenient time to switch on or off the given voltage.
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Engr. Caesar Pobre Llapitan
The switching process can be described mathematically by the function called the Unit Step
Function (otherwise known as the Heaviside function after Oliver Heaviside).
0 t0
H(t) = (17)
1 0t
The notations u(t), u0(t), or 1(t) are sometimes used to denote the Heaviside function.
The graph of H(t – a) is just a translate of that of H(t).Thus, corresponding to turning one on at
t = a,
0 t a
H (t − a ) = (18)
1 t a
a t
Solution:
Since the formula for H(t – 1) changes at t = 1, and the formula for H(t – 3) changes at t = 3,
the formula for f(t) will undergo changes at t = 1 and t = 3. Accordingly, we divide the t
interval into the intervals (-, 1], [1, 3) and [3, ).
At t < 1: f(t) = 0 – 0 = 0
Since H(t – 1) = 0 if t < 1 and H(t – 3) = 0 if t < 3
At 1 t < 3: f(t) = 1 – 0 = 1
Since H(t – 1) = 1 if t 1 and H(t – 3) = 0 if t < 3
At 3 t: f(t) = 1 – 1 = 0
Since H(t – 1) = 1 and H(t – 3) = 1 if t 3
The graph is
MODULE 6: Laplace Transformation 10
Engr. Caesar Pobre Llapitan
f(t)
t
1 2 3
Useful observation:
If 0 < a < b, then
0 if t a
H (t − a) − H (t − b) = 1 if a t b (19)
0 if b t
Classroom Activity 2
1. Graph f(t) = t2[H(t – 1) – H(t – 2)]
2. Write in terms of unit-step functions the function f(t) given by the graph below.
t
1 2 3
Proof of formula 1:
e
L f ( t − c ) H ( t − c ) = f ( t − c ) H (t − c ) dt
− st
0
c
= e − st
f ( t − c ) H ( t − c ) dt + e − st f ( t − c ) H (t − c ) dt
0 c
c
= e − st
f ( t − c ) 0 dt + e − st f ( t − c ) 1 dt
0 c
= e − st
f ( t − c ) dt
c
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Engr. Caesar Pobre Llapitan
= e − cs F ( s )
L u ( t − a ) f ( t − a ) = e −as F ( s ) (23)
L g ( t ) H ( t − a ) = e − st g (t ) dt = e ( ) g ( u + a ) du
− s u+ a
0 0
That is,
L g ( t ) H ( t − a ) = e − as L g ( t + a ) (23-a)
Examples
Compute the Laplace transform of the following expressions with Heaviside functions.
1. t2 H(t – 1)
Solution:
g(t) = t2 a=1
Therefore,
2!
2 1
L t 2 H ( t − 1 ) = e − s L u2 + 2u + 1 = e − s 2+ 1 + 2 +
s s s
2 2 1
= e−s 3 + 2 +
s s s
Solution:
g(t) = sin t a=
Therefore,
L y ( t ) = L sin t H ( t − )
−1
Y ( s ) = e − L − sin u = e −
s +1
2
−
−e
Y ( s) =
s2 + 1
Classroom Activity 3
Compute the Laplace transform of the following expressions with Heaviside functions.
1. t H(t – 2) 3. y(t) = e2t H(t – 3)
3
2. (t + 1) H(t – 1) 4. y(t) = t e5t H(t – 2)
Exercises 3
I. Sketch the following functions and obtain their Laplace transforms:
0 t a
1. f ( t ) = A a t b
0 t b
0 ta
2. f ( t ) = et −a at b
0 t b
II. Write the function defined on [0, ) in terms of unit step function. Compute its Laplace
transform.
1. f(t
)
t
1 2 3 4
2.
f(t)
t
1 2
3. f(t)
1
t
1 2 3 4 5 6 7 8 9
-1
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Engr. Caesar Pobre Llapitan
4. f(t)
t
1 2 3
Learning Objectives
At the end of this section, the students should be able to
1. Define and graph a periodic function.
2. Evaluate Laplace transform of periodic functions.
If function f(t) is periodic with period p > 0, so that f(t + p) = f(t), and f1(t) is one period (i.e.
one cycle) of the function, written using Unit Step functions, then
L f 1 ( t )
L f ( t ) = (24)
1 − e− sp
Note:
In English, the formula says:
▪ The Laplace Transform of the periodic function f(t) with period p, equals the Laplace
Transform of one cycle of the function, divided by 1 − e − sp . ( )
Examples
1. Find the Laplace transforms of the periodic functions shown below:
1 2 3 4 5 6
Solution:
From the graph, we see that the first period is given by f 1 ( t ) = t u ( t ) − u ( t − 1 )
Now
t u (t − 1 ) = (t − 1 ) u (t − 1 ) + u (t − 1 )
So
L t u ( t ) − L t u ( t − 1 ) = L t u ( t ) − L ( t − 1 ) u ( t − 1 ) + u ( t − 1 )
= L t u ( t ) − L ( t − 1 ) u ( t − 1 ) − L u ( t − 1 )
1 e −2 e − s 1 − e − s − se − s
= − − =
s2 s2 s s2
Hence, the Laplace transform of the periodic function, f(t) is given by:
1 − e − s − se − s 1 1 − e − s − se − s
L f ( t ) = =
s2 1 − e −2s s2 1 − e −2s
( )
2. Find the Laplace transforms of the saw-tooth waveform
f(t)
t
b 2b 3b 4b
Solution:
We can see from the graph that
a
f 1 ( t ) = t u (t ) − u (t − b )
b
So, we have
a
L f 1 ( t ) = L t u ( t ) − u ( t − b )
b
a
= L t u ( t ) − t u ( t − b )
b
a
= L t u ( t ) − L ( t − b ) u ( t − b ) − L b u (t − b )
b
a 1 e −bs be −bs
= 2− 2 −
b s s s
=
(
a 1 − e −bs − bse −bs )
2
bs
L f ( t ) =
(
a 1 − e −bs − bse −bs )
−bs
bs (1 − e
2
)
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Engr. Caesar Pobre Llapitan
Classroom Activity 4
Find the Laplace transforms of the full-wave rectification of sin t
f(t)
t
2
Exercises 4
Compute the Laplace transform of the following functions.
t 0 t 1
1. g ( t ) = t for 0 t 1, period 1
3
2. g ( t ) = 1 1 t 2 period = 3
−1 2 t 3
t 2 0 t 1
3. g (t ) = cos t 4. g (t ) = period = 2
2 − t 1 t 2
2
Learning Objectives
At the end of this section, the students should be able to
1. Evaluate Laplace transform of integral functions.
f (t )
L
t
= s
( s ) ds = L f (t )ds
s
(25)
Corollaries:
1. If G(s) = L{g(t)}, then
t G ( s)
L
0 g (t ) dt = s
2. For the general integral, if g ( t ) dt is the value of the integral when t = 0, then,
t =0
t G ( s) 1
L
0 g (t ) dt = s s
+ g (t ) dt
t =0
Examples
Find the Laplace transforms of the following integrals:
MODULE 6: Laplace Transformation 16
Engr. Caesar Pobre Llapitan
t
1. 0 cos at dt
Solution:
In this example, g(t) = cos at; hence
t 1 s
L
cos at dt = s s
0 2
+ a2
t
0 e
at
2. cos bt dt
Solution:
We find the transform of the function g(t) = eatcos bt, then divide by s, since we are finding
the Laplace transform of the integral of g(t) evaluated from 0 to t.
t 1 s−a s−a
L eat cos bt dt =
0
s ( s − a) + b
2 2
=
s ( s − a ) + b2
2
t
te
−3t
3. dt
0
Solution:
This follows the same process as examples (1) and (2).
Find the Laplace transform of the function g(t) = t e-3t then divide by s.
t 1 1 1
L te −3t dt =
0 s (s + 3)2
=
s(s + 3)
2
t
4. 0 sin at cos at dt
Solution:
Recall from the Double Angle Formula that sin 2α = 2 sin α cos α
We can use this to re-express our integrand (the part we are integrating):
1
sin at cos at = sin 2at
2
t t et − cos t
2. t
0
e −3t sin 2t dt 6. e −2t
0
t 2 e2t dt 10.
t
t 1 − cos 3t t sin 2t
3. e −3t 0 t sin 2t dt 7.
t
11. e −3t 0 t
dt
t e −1
2t t e − at cos bt
4. 0
t e −3t sin 2t dt 8.
t
12.
0 t
dt
Learning Objectives
At the end of this section, the students should be able to
1. Define the inverse Laplace transform of a given F(s).
2. Use Table of formulas to evaluate the inverse Laplace transform of a given F(s).
L -1G(s) = g(t)
Table of Laplace Transformations
The following Table of Laplace Transforms is very useful when solving problems in science and
engineering that require Laplace transform.
Each expression in the right-hand column (the Laplace Transforms) comes from finding the
infinite integral that we saw in the Definition of a Laplace Transform section.
1
eat ,s>a eatsin ωt ,s>a
s−a ( s − a )2 + 2
s−a
sin ωt ,s>0 eatcos ωt ,s>a
s + 2
2
( s − a )2 + 2
s 1
cos ωt ,s>0 u(t) ,s>0
s +2 2
s
tng(t), for n = 1, d nG ( s ) e − as
2, ... ( −1 )n u(t − a) ,s>0
dsn s
2 s
, s > |ω|
t sin ωt
( ) u(t − a)g(t − a) e-asG(s)
2
s2 + 2
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Engr. Caesar Pobre Llapitan
s2 − 2
, s > |ω| sn G(s) − sn-1 g(0) − sn-2
(s )
t cos ωt 2 2 g(n)(t)
2
+ g'(0) − ... − g(n-1)(0)
1 s t G ( s)
g(at) G
a a 0 g (t ) dt s
G (s)
eatg(t) G(s − a) g (t ) dt s
+
1
s
g (t ) dt
t =0
Example 1
1
G (s) = e − s/2
s +92
Solution:
Using the Table of Laplace Transforms, we have:
1 s s
− 1 −1 3 −
−1 1
L 2 e 2
= L 2 e 2 = sin 3 ( t − / 2 ) u ( t − / 2 )
s + 9 3 s + 9 3
1
= cos 3t u ( t − / 2 )
3
Note:
3
sin 3 t − = sin 3t −
2 2
3 3
= sin 3t cos − cos 3t sin
2 2
= cos 3t
Example 2
G ( s) =
s
(
2 −3 s −4 s
e −e )
Solution:
The Table of Laplace Transforms has:
e −as
L = u (t − a )
s
So
e −3 s e
−1
−4 s
2
s
(
)
L−1 e −3 s − e −4 s = 2 L−1
s
− L
s
= 2 u ( t − 3 ) − u (t − 4 )
t
1 2 3 4 5
Exercises 6
Use the Laplace transform table to evaluate L-1{F(s)}.
16s −1 5 7
1. L−1 2 2
4. L 7 +
(s + 1) s s − a
−1 2 s − 3 −1
2s + 5
2. L 2 5. L 2
s +1 s − 25
2s + 5
2s + 6
3. L−1 2 6. L−1 2 2
s + 4 s + 13 (s + 8 s + 17)
Learning Objectives
At the end of this section, the students should be able to
1. Use the properties of inverse Laplace transforms to evaluate L-1 {F(s)}.
Example
s+4
Find the inverse G ( s ) =
s2 + 9
Solution:
s + 4 −1
2 −1
4
L−1 2 =L 2 +L 2
s + 9 s + 9 s + 9
2 4 −1 3
= L−1 2 + L 2
s + 9 3 s + 9
4
= cos 3t + sin 3t
3
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Engr. Caesar Pobre Llapitan
For
4 4
g (t ) = sin 3t + cos 3t , a= b=1 = 3t
3 3
2
4 5
R = a + b = + 11 =
2 2
3 3
1 3
= arctan = arc tan = 0.643 5
4/3 4
So
4 5
g ( t ) = sin 3t + cos 3t = sin ( 3t + 0.6435 )
3 3
Example
Find the g (t) and sketch the function.
3
G ( s) = 2
s + 4 s + 13
Solution:
We complete the square on the denominator first:
3
G ( s) =
( s + 2 )2 + 3 2
3
L−1 2
= e −2t sin 3t
( s + 2)2
+ 3
g ( t ) = e −2t sin 3t
The boundary curves f ( t ) = e −2t and f ( t ) = − e −2t are also shown for reference.
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Property 3
G ( s) t
If L -1G(s) = g(t), then L−1
s
= g (t ) dt
0
Example 1
w0
Find the inverse of G ( s ) =
(
s s + w02
2
)
Solution:
We think of this as
1 w
G ( s) = 2 0 2
s s + w0
G ( s) t
By the property rule: If L−1 G ( s ) = g ( t ) , then L−1 = g ( t ) dt
s 0
w
Now, L−1 2 0 2 = sin w0t
s + w0
So
t
1 w t 1 1
cos w0t − 1
−1
L 2 0 2= sin w0t dt = − cos w0t = −
s s + w0 0 w0 0
w0
1
= 1 − cos w0t
w0
Example 2
s+b
G (s) =
(
s s2 + 2bs + b2 + a2 )
Solution:
s+b s+b
=
(
s s + 2bs + b + a
2 2 2
) s (( s + b) 2
+ a2 )
First, we have:
s+b
L−1 2
= e −bt cos at
(s + b) + a
2
s+b t
L−1
s (s + b) + a
2 2
0
= e −bt cos at dt
So
MODULE 6: Laplace Transformation 22
Engr. Caesar Pobre Llapitan
t
t e −bt ( −b cos at + a sin at )
e
− bt
cos at dt =
0 a2 + b2 0
e −bt ( −b cos at + a sin at ) b
= +
a +b
2 2
a + b2
2
Example 3
1
L−1 2
s(s + 4)
Property 4
If L -1G(s) = g(t), then L -1{e-asG(s)} = u(t - a) • g(t - a)
Rule:
To invert a transform that contains e −as : Y ( s ) = e −as G(s)
1. Invert G(s) in the usual manner to find g(t).
2. Find y(t) = g(t – a) u(t – a) by replacing the t arguments, whenever it appears in g(t),
by (t – a); then multiply the entire function by the shifted unit step function.
Example 1
1
G ( s) = e−s
( s − 5) 2
Solution:
From the table:
1
L−1 2 = t
s
1
L−1 2
= t e5t
( s − 5 )
Example 2
2s + 1 3s + 1
G (s) = 2
e −2s − 2
e −3 s
s s
Solution:
Using the Table of Laplace Transforms, we have:
MODULE 6: Laplace Transformation 23
Engr. Caesar Pobre Llapitan
2s + 1 3s + 1 2 1 3 1
L−1 2 e −2 s − 2 e −3 s = L−1 e −2 s + 2 e −2 s − e −3 s − 2 e −3 s
s s s s s s
1
For L−1 2 e −2 s , we think of it as
s
1
L−1 e −2 s 2
s
Now,
1
g ( t ) = L−1 2 = t
s
so
1
L−1 e −2 s 2 = u ( t − 2 ) ( t − 2 ) = ( t − 2 ) u ( t − 2 )
s
Similarly,
1 1
L−1 2 e −3 s = L−1 e −3 s 2 = u ( t − 3 ) ( t − 3 ) = ( t − 3 ) u ( t − 3 )
s s
So
2 1 3 1
L−1 e −2 s + 2 e −2 s − e −3 s − 2 e −3 s
s s s s
= 2u ( t − 2 ) + ( t − 2 ) u ( t − 2 ) − 3u (t − 3 ) − (t − 3 ) u (t − 3 )
= 2u ( t − 2 ) + t u (t − 2 ) − 2 u (t − 2 ) − 3 u (t − 3 ) − t u (t − 3 ) + 3 u (t − 3 )
= t u ( t − 2 ) − u (t − 3 )
So
g(t) = t • (u(t − 2) − u(t − 3))
g(t)
3
t
1 2 3 4 5
Property 5
A. If the Laplace transform contains the factor s, the inverse of that transform can be found by
suppressing the factor s, determining the inverse of the remaining portion of the transform
and finally differentiating that inverse with respect to t.
MODULE 6: Laplace Transformation 24
Engr. Caesar Pobre Llapitan
Example:
s
L−1 2
s + 4
Example:
s + 1
What is y if L{y} = ln ?
s − 1
f (t )
C. If L
t
= s
F ( s ) ds , then
f ( t ) = t L−1
s
F ( s ) ds
(27)
Example:
s
If the L{y(t)} = , what is y(t)?
(s − 1)2
2
Example 1
1 − e(
1 − s )T
G ( s) = (where T is a constant)
( s − 1 ) ( 1 − e−sT )
Solution:
We observe that the Laplace inverse of this function will be periodic, with period T.
1
This is because of the part:
1 − e − sT
We find the function for the first period [f1(t)] by ignoring the (1 − e-sT) part:
1 − e( 1 −s )T
f 1 ( t ) = L−1
s − 1
1 ( 1 − s )T
−1 e
= L−1 − L
s − 1 s − 1
Now
1
L−1 = e u (t )
t
s − 1
e(
1 − s )T
Considering the second fraction, we have: = eT − sT
MODULE 6: Laplace Transformation 25
Engr. Caesar Pobre Llapitan
T − sT
which we can think of as: e = e T e −sT
So
e( )
1 −s T
1
= eT e − sT
s−1 s−1
where a = T.
s − 1 s − 1
1
G ( s) =
s−1
And so
1
g ( t ) = L−1 =e
t
s − 1
This gives
g ( t − T ) = et −T
So the periodic function with f(t) = f(t + T) has the following graph:
f(t)
t
0 T 2T 3T 4T 5T
MODULE 6: Laplace Transformation 26
Engr. Caesar Pobre Llapitan
Example 2:
1 − e − sT
G ( s) =
(
s 1 + e − sT )
Solution:
To get this into a useful form, we need to multiply numerator and denominator by 1 − e − sT ( )
.
This gives
1 − e − sT
x
1 − e − sT
=
(1 − e ) − sT 2
(
s 1 + e − sT ) 1 − e − sT s(1 − e )−2 sT
1 − 2e − sT + e −2sT
=
(
s 1 − e −2 sT )
( )
The 1 − e −2sT part indicates that the inverse function will be periodic, with period 2T.
So
1 − 2e − sT + e −2 sT
f 1 ( t ) = L−1
s
1 2e − sT e −2 sT
= L−1 − +
s s s
= u ( t ) − 2u ( t − T ) + u ( t − 2T )
= u ( t ) − u ( t − T ) + ( −1 ) u ( t − T ) − u (t − 2T )
Exercises 7
I. Compute the inverse Laplace transform y(t) of Y(s).
e −3 s 1 e−s s
1. Y ( s) = 2. Y (s) = + + e −2s
s3 s 2
s +42
s +9
2
−2 s
Y (s) =
e 1 1
3. 4. Y ( s ) = e −3 s +
(s + 4) 5
s s − 2
1 1 1
2. 9. tan −1
s(s + 1)
2
s s
1 2
3. 10.
(s )
2
s (s + 1)
2 2
+1
s+a s−1
4. ln 11. s ln +2
s+b s+1
s+2
s2 − 1
5. ln 12.
(s )
2
s2
2
+ 4s + 5
1 2s + 3
6.
( s + 1 ) ( s 2 + 2s + 5 ) 13.
(s )
2
2
+ 3s + 2
s2 + 1 1
(s )
7. ln 14. 2
s(s + 1) 2
+ 2s + 2
Learning Objectives
At the end of this section, the students should be able to
1. Evaluate L-1 {F(s)/G(s)} using the Heaviside expansion theorem.
where:
( s − a) F ( s) F (a)
A = lim or A=
s →a G(s) G '(a)
Example 1
s2 + 2
Given Y ( s ) = . Find y(t).
s(s + 1)(s + 2)
Solution:
Roots = 0, -1, -2
s2 + 2 A B C
= + +
s(s + 1)(s + 2) s s + 1 s + 2
MODULE 6: Laplace Transformation 28
Engr. Caesar Pobre Llapitan
F (0) 2 F ( −1 ) 3 F ( −2 ) 6
A= = =1 B= = =− 3 C= = =3
G '(0 ) 2 G ' ( −1 ) −1 G ' ( −2 ) 2
Therefore,
y ( t ) = 1 e 0 t − 3 e − t + 3 e −2 t = 1 − 3 e − t + 3 e − 2 t
where
Am = lim
( s − a) F ( s )
m
s→a G(s)
where (s) is the quotient of F(s) and all factors of G(s) except (s – a)m
Examples
Find y(t) for the following.
s2 + s − 2
1. Y ( s ) =
(s + 1)3
Solution:
Expressing as partial fractions:
s2 + s − 2 A B C
Y ( s) = = + +
2 s+1
(s + 1)3
(s + 1) (s + 1)
3
Then,
t2
y ( t ) = e −t A + Bt + C
2!
(s2 + s − 2)
A =(s + 1)
3
= −2
(s + 1)3 s = −1
B=
d 2
ds
(
s +s−1 )
s =−1
= 2s + 1 s=−1 = − 1
1 d 1
C= ( 2s + 1 ) s=−1 = ( 2 ) = 1
2 ds 2
Therefore,
y (t ) = e −t −t 2 − t + 1
s+1
2. Y ( s) =
s(s + 2)2
Solution:
Expressing as partial fractions:
s+1 A B C
Y ( s) = = + +
s(s + 2)2 s (s + 2)2 s+2
Then,
t
y ( t ) = Ae0t + e −2t B + C
1!
s+1 s+1 1
A= = =
d 2(s + 2) s =0 4
( s + 2 )2
ds s =0
s+1 1
B= =
s s =−2 2
1 d s+1 1
C= =−
1! ds s s =−2 4
Therefore,
1 1 1
y ( t ) = + e −2t t −
4 2 4
As + B
(s − )2 + 2
A+B
e t A cos t + sin t
where r and i are, respectively, the real and the imaginary parts of (-a + bi) and where
(s) is the quotient of F(s) and all factors of G(s) except the factor (s + a)2 + b2.
Example
s
If L y = , what is y?
( s + 2) 2
(s 2
+ 2s + 10 )
Solution:
a) Consider the linear factor: (s + 2)2
t
e −2t A + B
1!
s −2 1
A= = =−
s + 2s + 10 s =−2
2 4 − 4 + 10 5
1 d s −s2 + 10 3
B= 2 = 2 =
1! ds s + 2s 10 s =−2 (s + 2s 10)2 50
s =−2
s2 + 2s + 10 = (s2 + 2s + 1) + 9 = (s + 1)2 + 32
a + bi = 1 + 3i
-a + bi = -1 + 3i
MODULE 6: Laplace Transformation 31
Engr. Caesar Pobre Llapitan
s
( s) =
(s + 2)2
−1 + 3i −1 + 3i −1 + 3i
( −a + bi ) = = =
( −1 + 3i + 2 ) 2
( 1 + 3i ) 2 1 + 6i − 9
−1 + 3i −8 − 6i
=
−8 + 6i −8 − 6i
13 − 9i 13 9
= = − i
50 50 50
Hence: r = 13 / 50 i = − 9 / 50
So,
1 3 e −t 9 13
y ( t ) = e −2t − t + + − cos 3t + sin 3t
5 50 3 50 50
To find A, B, C and D:
R
A = Im a A + B = Re Ra
A − Re Sa Sa
C= C + D = Im
2 2 2
And
2
( s − )2 + 2 F ( s )
R ( s) =
G(s)
MODULE 6: Laplace Transformation 32
Engr. Caesar Pobre Llapitan
Example
s2 − 6 s + 7
Given Y ( s ) = . What is y(t)?
(s )
2
2
− 4s + 5
Solution:
s2 − 6 s + 7 As + B Cs + D
Y (s) = = +
(s ) (s ) s − 4s + 5
2 2 2
2
− 4s + 5 2
− 4s + 5
Factoring:
s2 – 4s + 5 = (s2 – 4s + 4) + 1 = (s – 2)2 + 12
=2
=1
a=2+i
So
A A+B C + D
y ( t ) = e 2t t sin t + ( sin t − t cos t ) + e2t C cos t +
sin t
2 2 1
Im Ra −2
A= =− 2 = A + B = Re Ra = − 2
1
A − Re Sa −2 − (−2) Im Sa 2
C= = =0 C + D = = =1
2 2 2(1)2 2 2(1)
Therefore:
y ( t ) = e2t −
t sin t − ( sin t − t cos t ) + e ( sin t )
2t
Exercises 8
Compute the inverse Laplace transform of the following.
s2 − s + 3 s2 + 4
1. 2.
( s + 1 )( s + 2 )( s + 3 ) s 3 + 2s2 − s − 2
s 1
3.
(
(s + 1) s + 2 2
) 4.
( s + 2 ) ( s + 3 )2
2
s+3 s
5.
s3 − s
6.
(s + 1) 2
(s 2
+4 )
s+2 s
7.
(s + 1)(s 2
+4 ) 8.
s − 2s 2 + 1
4
MODULE 6: Laplace Transformation 33
Engr. Caesar Pobre Llapitan
s2 s+2
9.
( s − 3 ) ( s2 − 2s + 26 )
10.
(s 2
)(
+ 1 s2 + 4 )
s2 + 2 s2
11.
(s 2
)(
+ 4 s + 5 s2 + 6 s + 10 ) 12.
( s + 1 ) ( s + 2)
2 3
2s + 6 3s − 1
13.
(s ) 14.
(s )
2 2
2
+ 6s + 10 2
+ 2s + 26
Learning Objectives
At the end of this section, the students should be able to
1. Solve initial-value differential equation problems using Laplace transformation.
Steps:
1. The given problem is transformed into a simple equation (Subsidiary equation).
2. The subsidiary equation is solved by purely algebraic manipulation.
3. The solution of the subsidiary solution is transformed back to obtain the solution of the
given problem.
Example 1
Solve using Laplace Transform: y'' + 2y' + 5y = sin 3t, y(0) = 1, y'(0) = -1
Solution:
First, apply the Laplace Transform
L ( y '' ) + 2L ( y ' ) + 5L ( y ) = L ( sin 3t )
Knowing that
L ( y '' ) = s2 L ( y ) − sy ( 0 ) − y ' ( 0 ) = s2 L ( y ) − s + 1
and
L ( y ' ) = sL ( y ) − y ( 0 ) = sL ( y ) − 1
we get
3
s 2 L ( y ) − s + 1 + 2 ( sL ( y ) − 1 ) + 5 L ( y ) =
s +9
2
which implies
3
s+1+
s +92
s+1 3
L ( y)= = +
(s 2
+ 2s + 5 ) (s 2
+ 2s + 5 ) (s 2
)(
+ 9 s2 + 2s + 5 )
MODULE 6: Laplace Transformation 34
Engr. Caesar Pobre Llapitan
Example 2
Find the solution of the IVP y'' + 3y' + 2y = g(t), y(0) = 0, y'(0) = 1
where
1 if 0 t 1
g (t ) =
0 if 1 t
Solution:
Let us follow these steps:
a) We have
L ( y '' + 3 y ' + 2 y ) = L g ( t )
we get
1 1 e−s
Y ( s) = 1 + −
( s2 + 3 s + 2 s ) s
c) Inverse Laplace:
y (t ) =
1
2
( ) (
1
2
−2 t − 1
)
1 − e −2t − 1 + e ( ) u (t − 1 ) − e ( )u (t − 1 )
− t −1
Example 3
Solve the differential equation y'' + 3y' + 2y = g(t), y(0) = 0, y'(0) = 1, where
1 0 t 1
g (t ) =
0 1 t
Solution:
Expressing g(t) as unit step function:
g(t) = 1 – H(t – 1) = H(t) – H(t – 1)
By partial fraction
1 A B
= +
s ( s + 2) s s + 2
Thus,
1 −1 1 / 2 1 / 2 1 1 −2t
L−1 =L − = − e (i)
s ( s + 2 ) s s + 2 2 2
Now, the second term in Y(s) is in the form e-csF(s), where c = 1 and
1 A B C
F ( s) = = + +
s ( s + 1 )( s + 2 ) s s + 2 s + 1
Hence,
1 1/2 1/2 −1
F ( s) = = + +
s ( s + 1 )( s + 2 ) s s+2 s+1
And
1 1
f ( t ) = + e −2t − e −t
2 2
Thus,
L−1 e − s F ( s ) = f ( t − 1 ) H ( t − 1 )
1 1 −2 t − 1 (ii)
− t −1
= + e ( ) − e ( ) H (t − 1 )
2 2
Solution:
a) Apply Laplace transform
2
s2Y ( s ) − sy(0) − y '(0) + Y ( s ) =
s2
2
Y ( s ) s2 + 1 = 2 + sy(0) + y '(0)
s
2 s 1
Y ( s) = + y (0 ) + y ' (0 )
s (s + 1)
2 2
s +1
2
s +1
2
Solution:
Write the forcing function in shifted form and identify the function that is actually being
shifted.
y '' − y ' + 5 y = 4 + u2 ( t ) e ( )
−2 t −2
(i)
Thus, the function e-2t is the shifted function. Taking the Laplace transform of (i) and
plugging the initial conditions, we get
4 e −2 s
s2Y ( s ) − s y ( 0 ) − y ' ( 0 ) −[sY ( s ) − y ( 0 )] + 5 Y ( s ) = +
s s+2
−2 s
s 2 − s + 5 Y ( s ) − 2s + 3 = 4 + e
s s+2
−2 s
s2 − s + 5 Y ( s ) = 4 + e + 2s − 3
s s+2
−2 s
s 2 − s + 5 Y ( s ) = 2s − 3 s + 4 + e
2
s s+2
2s − 3 s + 4
2
e −2 s
Y ( s) = +
( ) (
s s2 − s + 5 ( s + 2 ) s2 − s + 5 )
Y ( s ) = F ( s ) + e −2s G ( s ) (ii)
Expanding F(s) and G(s) into its partial fraction decomposition and solving, we obtain
14 6 s − 11
F ( s ) = + 2
5 s s − s + 5
1 1 s−3
G ( s ) = − 2
11 s + 2 s − s + 5
1 19 16 t/2 19
f ( t ) = 4 + 6et/2 cos t− e sin t (iii)
5 2 19 2
1 −2t t/2 19 5 19
g (t ) = e − e cos t+ sin t (iv)
11 2 19 2
The solution to the differential equation (i) is found by taking the inverse Laplace
transform of (ii)
MODULE 6: Laplace Transformation 38
Engr. Caesar Pobre Llapitan
L−1 Y ( s ) = F ( s ) + e −2s G ( s )
y (t ) = f (t ) + u2 (t ) g (t − 2 )
where f(t) and g(t) are given from (iii) and (iv).
Exercises 9
Solve the differential equation using Laplace transform.
1. y'' + 4y = 3 cos 5t, y(0) = 0, y'(0) = 3 2. y''' + y'' – y' – y = 0
y(0) = 0, y'(0) = 0, y''(0) = 1
3. y'' + y = g(t), y(0) = y'(0) = 0, where 4. y'' + 9y = g(t), y(0) = y'(0) = 0
0 0 t 2
0 t 2
g ( t ) = 1 2 t 5 1
where g ( t ) = −t
0 5 t e 2 t
5. y'' + y = sin2t , y(0) = y'(0) = 0
Learning Objectives
At the end of this section, the students should be able to
1. Define the convolution of functions.
2. Compute f g.
3. Evaluate the Laplace transform of the convolution of functions.
4. Solve integral equations by the method of convolution.
One of the important theorems of the Laplace transform is the convolution theorem. It is used
in constructing inverses especially for linear differential equations with constant coefficients.
The function
t
( f g ) (t) = f (t − ) g ( ) d (28)
0
Examples
Compute f g.
1. f(t) = et and g(t) = e4t
t t
f (t − ) g (t ) = e
t −
f g= e 4t
0 0
t t
f g= f (t − ) g (t ) = (t − ) e
t
0 0
t t
f (t − ) g (t ) = e
t −
f g= cos t
0 0
Theorem 1:
If F(s) and G(s) are the Laplace transforms of f(t) and g(t) respectively, then the Laplace
transform of the convolution f g is the product F(s)G(s).
Proof:
t
L f g = 0
e − st
0
f ( t − ) g ( )d dt
t
= e − st
f ( t − ) g ( )d dt
0 0
= g ( )e − s d f ( ) e − s d
0 0
= F ( s)G ( s)
Theorem 2:
If L-1{F(s)} = f(t) and L-1{G(s)} = g(t), then
L−1 F ( s ) G ( s ) = ( f g )(t )
t (29)
= 0
f ( u ) g ( t − u ) du Convolution or " Faltung " integral
Classroom Activity
1 s
1. If H ( s ) = 2 , find h(t)? 2. L−1 2 2
s (s − a) (s + 1)
1 1
3. L−1 2 4. L−1 2 2
s − 4 s (s + 1)
1
5. L−1 2 2
(s + 1)
t F ( s)
L
0
f ( ) d =
s
(30)
F ( s) t
L−1
s
= 0
f ( ) d (31)
Integral Equation
An integral equation is an equation in which the unknown, call it y(t), occurs in the integrand
of an integral (and may also occur outside the integral). Integral equations can be solved by
Laplace transformation if the integral can be written as a convolution.
Example 1
t
Solve f ( t ) = 3t 2 − e −t − 0
f ( ) et − d for f(t).
Solution:
We identify h(t - ) = et - so that h(t) = et.
After solving for F(s) and carrying out partial fraction decomposition, we find
6 6 1 2
F ( s) = 3 − 4 + −
s s s s +1
The inverse transform gives
f ( t ) = 3t 2 − t 3 + 1 − 2 e − t
Example 2
Find the solution to y'' + 4y = g(t), y(0) = 3, y'(0) = -1
Solution:
Apply the Laplace transform to get
s 2 Y (s ) − 3s + 1 + 4 Y (s ) = Lg (t )
Hence,
3s − 1 L g ( t )
Y ( s) = +
s +4
2
s2 + 4
s 1 L g ( t )
Y ( s) = 3 − +
s2 + 4 s2 + 4 s2 + 4
Therefore, we have
y ( t ) = 3 cos 2t − 2 sin 2t + 2 sin 2t g(t)
1 1
Exercises 10
Solve the following integral equations and graph the resulting function.
t
1. y (t ) = t + y (u) sin (t − u) du
0
t
2. y ( t ) = 1 − y ( u ) sin 2 ( t − u ) du
0
t
3. y ( t ) = sin 2t + y ( u ) sin 2 (t − u ) du
0
t
4. y ( t ) = 1 − sinh t + ( t + u ) y ( t − u ) du
0
t
5. y ( t ) = t + cos (t − ) y ( ) d
0
t
y ( t ) = e − ( t − ) y ( ) d
t 2
6.
0
Learning Objectives
At the end of this section, the students should be able to
1. Define impulses and impulse functions.
2. Evaluate the Laplace transform of impulse functions.
3. Solve differential equations with forcing impulse functions.
f(t)
t
tw
The illustration of the rectangular pulse is shown above. The pulse has height h and width tw.
This type of signal might be used to depict the opening and closing of a valve regulating flow
into the tank. The flow rate would be held at h for duration of tw units of time. The area under
the curve could be interpreted as the amount of material delivered to the tank (= htw).
Mathematically, the function f(t) is defined as
0 t 0
f ( t ) = h 0 t tw (33)
0 t tw
MODULE 6: Laplace Transformation 42
Engr. Caesar Pobre Llapitan
The Laplace transform of the rectangular pulse can be derived by evaluating the integral
(Definition) between t = 0 and t = tw because f(t) is zero everywhere else:
tw
F ( s) = 0 e − st f ( t ) dt = 0 he − st dt
tw (34)
h
F ( s ) = e − st
s 0
h
(
= 1 − e −t w s
s
)
For a unit rectangular pulse, h = 1/tw and the area under the pulse is unity.
Impulse function
A limiting case of the unit rectangular pulse is the impulse or Dirac delta function, which has
the symbol (t). This function is obtained when tw → 0 while keeping the area under the pulse
equal to unity; a pulse of infinite height and infinitesimal width results.
The (t) function is an example of a distribution or generalized function. It has the following
properties:
1. (t) = 0 if t 0
2. (0) is not defined
3.
−
(t) dt = 1
4. If g(t) is a continuous function on (-, ), then
−
g(t) (t) dt = g ( 0 )
Intuitively, we may thick of (t) as an approximation of a physical transfer of one unit of charge
at time zero. It can be shown that if a is a constant, then
5. (t – a) = 0 if t a
6.
−
(t − a) dt = 1
7. If g(t) is a continuous function on (-, ), then
−
g(t) (t − a) dt = g ( a )
From these formulas, we get that
1 if t 0
−
(t) dt =
0 if t 0
Thus, formally
t
−
(t) dt = H(t)
And (t) may be considered, in some sense, to be the derivative of the Heaviside function. One
nice property of the Laplace transform is that it works almost easily for distributions and
impulses as it does for ordinary functions.
Proceeding formally,
L ( t − a ) = e − st ( t − a ) dt = e − sa (35)
0
In particular,
MODULE 6: Laplace Transformation 43
Engr. Caesar Pobre Llapitan
L ( t ) = e − st ( t ) dt = 1 (36)
0
L a ( t ) = a (37)
Example 1
Solve y' + y = (t – 1), y(0) = 1
Solution:
Taking the Laplace transform of both sides
sY ( s ) − y ( 0 ) + Y ( s ) = e − s
So that
1 −1 − s 1
y ( t ) = L−1 = e −t + e ( ) H ( t − 1 )
− t −1
+ L e
s + 1 s+1
Example 2
Find the solution of the IVP
y'' + 3y' + 2y = 2 (t – 3), y(0) = 0, y'(0) = 1
Solution:
We follow these steps:
a) We apply the Laplace transform
s Y ( s ) − 1 − 2sY ( s ) + 5Y ( s ) = 2e
2 −3 s
Hence,
1 + 2e −3 s
Y (s) =
s 2 − 2s + 5
b) Inverse Laplace:
Since
1 + 2 e −3 s
( s − 1 )2 + 4
and
1 1
L−1 = et sin 2t
(s − 1) + 4 2
2
we get
1
y ( t ) = et sin 2t + sin 2 ( t − 3 ) et −3 u (t − 3 )
2
MODULE 6: Laplace Transformation 44
Engr. Caesar Pobre Llapitan
Exercises 11
Solve the differential equations and sketch the graph of your solution.
1. y'' + 2y = -2(t – 1), y(0) = 1, y'(0) = 0
2. y'' + 4y' + 3y = 1 + (t – 3), y(0) = 0, y'(0) = 1
3. y' + 4y = 1 - (t – 4), y(0) = 1
4. y'' + y = 1 + (t – 2), y(0) = 1, y'(0) = 0
5. y" + 4y = t + 4(t – 4), y(0) = y'(0) = 1
6. y'' + 6y' +109 y = (t – 1) – (t – 7), y(0) = 0, y'(0) = 0
References:
[1] Jeffrey, Alan (2002). Advanced Engineering Mathematics. Harcourt/Academic Press
[2] Kreyszig, Erwin, Herbert Kreyszig and Edward J. Norminton (2011). Advanced
Engineering Mathematics (10th Edition) New York: John Wiley and Sons.
[3] Rainville, Earl D. and Phillip E. Bedient (2002). Elementary Differential Equations
(8th Edition). USA: Macmillan Publishing Co., Inc.
[4] Zill, Dennis G. (2019). Differential Equations with Boundary-Value Problems (9th
International Metric Edition). USA: Brooks/Cole Cengage Learning