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Module 6

This document provides an introduction to Laplace transformations. It defines the Laplace transform of a function f(t) and gives examples of calculating the Laplace transform of basic functions like 1, e-at, and t. It discusses properties like a function being piecewise continuous and having exponential order that are required for the Laplace transform to exist. The document concludes with exercises asking the reader to calculate the Laplace transform of several functions.

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Frendick Legaspi
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
100% found this document useful (1 vote)
338 views

Module 6

This document provides an introduction to Laplace transformations. It defines the Laplace transform of a function f(t) and gives examples of calculating the Laplace transform of basic functions like 1, e-at, and t. It discusses properties like a function being piecewise continuous and having exponential order that are required for the Laplace transform to exist. The document concludes with exercises asking the reader to calculate the Laplace transform of several functions.

Uploaded by

Frendick Legaspi
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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MODULE 6: Laplace Transformation 1

Engr. Caesar Pobre Llapitan

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

Solutions of linear differential equations with constant coefficient subject to initial


conditions can be solved very easily by using the Laplace transform. This module is
tasked in presenting the method of Laplace transformations. The task of finding the
function f(t) from its Laplace transform F(s) is called inverting the transform, and when
working with constant coefficient equations we can accomplish this by using tables of
Laplace transform pairs – that is, to a table listing a function f(t) and its corresponding
Laplace transform F(s). Further properties of Laplace transforms are elucidated.

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.

Definition of Laplace Transform


Let f(t) be a function defined on 0,  ) . The Laplace transform of f(t) is a new function defined
as

 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

L{f(t) = F(s) L{g(t)} = G(s) L{y(t)} = Y(s)

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.
MODULE 6: Laplace Transformation 2
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

In general, for any constant c


c
L c = (2)
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,
MODULE 6: Laplace Transformation 3
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 t0

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) Mect (c > 0)

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.

A positive integral power of t is always of exponential order since, for c > 0,

tn
t n  Mect or M for t  T
ect
MODULE 6: Laplace Transformation 4
Engr. Caesar Pobre Llapitan

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 t1 1 t1
3. 0 0  t  / 2 4. 2t + 1 0 t  1
f (t ) =  f (t ) = 
cos t t  / 2 0 t1
5. f(t) 6. f(t)
(2, 2)
(2, 2)
1
t t
1 1

II. SOME PROPERTIES OF LAPLACE TRANSFORMS

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.

Property 1: Constant Multiple


If a is a constant and f(t) is a function of t, then

L {a f(t)} = aL{f(t)} (4)

Example:
L {7 sin t} = 7 L {sin t}

Property 2: Linearity Property


If a and b are constants while f(t) and g(t) are functions of t, then

L {a f(t) + b g(t)} = a L{f(t)} + b L{g(t)} (5)

Examples
1. Determine L {sin t} and L {cos t}

Using the Euler definitions for cos t and sin t:


e jt + e − jt
cos t =
2
jt
e − e − jt
sin t =
2

where j −1 .

Thus,
MODULE 6: Laplace Transformation 5
Engr. Caesar Pobre Llapitan

 e jt + e − jt  1
L ( cos t ) = L 
2
= L e
jt 1
+ L e − jt ( ) ( )
  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

2. L {cosh at} and L {sinh at}

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

3. L {3 – 5e2t + 4 sin t – 7 cos 3t}

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
MODULE 6: Laplace Transformation 6
Engr. Caesar Pobre Llapitan

Property 3: Change of Scale Property


If L {f(t)} = F(s) then
1 s
L{f(at)} = F   (10)
a a

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 2ts → s/2
2
1 2 1
= =
2 s + 4 s → s/2 ( s / 2 )2 + 4
2

4
=
s + 16
2

Property 4: Shifting Property


If L{f(t)} = F(s), then

L {eat  f(t)} = F(s − a) (11)

Examples
1. L{e3tf(t)} = F(s − 3)

2. L {eat sin bt}

 
L eat sin bt = L sin bts → s−a =
s +b
2
b
2
s → s −a
=
b
( s − a )2 + b2
3. L {t eat}

 
L teat = L ts → 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)
MODULE 6: Laplace Transformation 7
Engr. Caesar Pobre Llapitan

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}

Property 6: Transform of a Derivative of f(t)


The transform of a first derivative of f is important because such derivatives appear in
dynamic models:

L ( df / dt ) =  ( df / dt ) e
− st
dt
0

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.

To derive L[f"(t)], define a new variable  (= df/dt) such that

 d2 f   d 
L 2  = L  = s ( s ) −  ( 0 ) (13)
 dt   dt 

From the definition of  (= df/dt): (s) = s F(s) – f(0). Substituting


 d2 f 
L  2  = s  sF ( s ) − f ( 0 )  −  ( 0 )
 dt 
= s 2 F ( s ) − sf ( o ) − f ' ( 0 )

where f'(0) denotes the value of df/dt at t = 0.

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:

L{fn(t)} = sn L{f} – sn – 1f(0) – sn – 2f'(0) – … - fn – 1(0) (14)


MODULE 6: Laplace Transformation 8
Engr. Caesar Pobre Llapitan

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).

Property 7: Real Integration Theorem


This theorem establishes the relationship between the Laplace transform of a function and that
of its integral. It states that

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

III. LAPLACE TRANSFORMS OF THE UNIT STEP FUNCTION

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 Unit Step Function (Heaviside Function)


In engineering applications, we frequently encounter functions whose values change abruptly
at specified values of time t. One common example is when a voltage is switched on or off in an
electrical circuit at a specified value of time t.

The value of t = 0 is usually taken as a convenient time to switch on or off the given voltage.
MODULE 6: Laplace Transformation 9
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).

The unit step, or Heaviside function H(t), is defined as

0 t0
H(t) =  (17)
1 0t

It corresponds to one being turned on at t = 0.

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

Graphing Expressions with Heaviside Functions

Example 1: Graph f(t) = H(t – 1) – H(t – 3)

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

Now let g(t) be some function of t. Then if a < b


0 if t  a

g ( t )  H (t − a) − H (t − b) =  g(t ) if a  t  b (20)
0 if b  t

The function g(t) is turned on at t = a and then turned off at t = b.

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

3. Graph f(t) = 2H(t) + t H(t – 1) + (3 – t) H(t – 2) – 3 H(t – 4) for t  0.

Laplace Transform of Discontinuous Functions


For the unit-step function H(t – c), the Laplace transform can be calculated using the
formula
L  f ( t − c ) H ( t − c )  = e − cs F ( s ) for c > 0 (21)

If f(t) = 1, then F(s) = 1/s; so that


e −cs
L  H (t − c ) = for c > 0 (22)
s

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
MODULE 6: Laplace Transformation 11
Engr. Caesar Pobre Llapitan

We now make the change of variables  = t – c so that d = dt:


L[f(t – c) H(t – c)]

− s( + c )
L  f ( t − c ) H ( t − c )  = 0 e f ( ) d

= e − cs  e − s f ( ) d
0

= e − cs F ( s )

Time Displacement Theorem


If F(s) = L{f(t)}, then

L u ( t − a ) f ( t − a ) = e −as F ( s ) (23)

Alternative Form of Laplace Transform of Discontinuous Functions


To find the Laplace transform of g(t)H(t – a), it is possible to fix up g(t) into the required f(t –
a) form by algebraic manipulations.
Using the definition of Laplace transform, the definition of H(t – a), and the substitution u = t –
a, we obtain

 
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

Let u = t – 1, so that t = 1 + u and dt = du

Then: g(u + 1) = (u + 1)2 = u2 + 2u + 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

2. y(t) = sin t H(t - )

Solution:
g(t) = sin t a=

Let u = t – , so that t =  + u and dt = du


MODULE 6: Laplace Transformation 12
Engr. Caesar Pobre Llapitan

Then: g(u + ) = sin (u + ) = - sin u

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 ta

2. f ( t ) = et −a at b
 0 t b

Assume the constants a and b are positive, with a < b.


 0 t0

3. f ( t ) = sin t 0  t  
 0 t 0

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
MODULE 6: Laplace Transformation 13
Engr. Caesar Pobre Llapitan

4. f(t)

t
1 2 3

III. Compute the Laplace transform of the following functions.


1. y(t) = cos tH(t - 2) 2. y ( t ) = t e −3t H ( t − 1 )
3. y ( t ) = e 3t H ( t − 2 ) + 6 H ( t − 3 ) 4. y(t) = sin tH(t - /2)
5.
( )
y (t ) = t 3 + 1 H (t − 1 ) 6. g(t) = t H(t - 2)

IV. LAPLACE TRANSFORM OF A PERIODIC FUNCTION

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 ) 

and that the period p = 2.


 
L  f 1 ( t ) = L t  u (t ) − u (t − 1 ) = L t  u (t ) − L t  u (t − 1 )
MODULE 6: Laplace Transformation 14
Engr. Caesar Pobre Llapitan

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

and that the period, p = 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

So, the Laplace Transform of the periodic function is given by

L  f ( t ) =
(
a 1 − e −bs − bse −bs )
−bs
bs (1 − e
2
)
MODULE 6: Laplace Transformation 15
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

V. LAPLACE TRANSFORMS OF INTEGRALS

Learning Objectives
At the end of this section, the students should be able to
1. Evaluate Laplace transform of integral functions.

Theorem: Transform Integration


If f(t) is piecewise regular on [0, ) and of exponential order, if L{f(t)} = (s), and if f(t)/t has a
limit as t approaches zero from the right, then

 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

G(s) = L{cos at} = s/(s2 + a2)

Now, applying the first rule above, we have:

 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

So, the Laplace Transform of the integral becomes:


 t  1  t  1 2a a
 0 
L  sin at cos bt dt  = L  sin 2at dt  =
 2  0  2 s s + 4a
2 2
= 
s s + 4 a2
2
( ) ( )
Exercises 5
Find the Laplace transform of the following functions.
t t e −3t sin 2t
1. t 0 e −3t cos2t dt 5. 
0
t 3 e −2t dt 9.
t
MODULE 6: Laplace Transformation 17
Engr. Caesar Pobre Llapitan

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

VI. THE INVERSE LAPLACE TRANSFORM

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).

Definition of Inverse Transform


If G(s) = L{g(t)}, then the inverse transform of G(s) is defined as:

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.

Given function Laplace Transform Given function Laplace Transform


1 1 n!
,s>0 eattn, for n = 1, 2, ... ,s>a
s ( s − a )n+ 1
t 1 1
,s>0 te-t , s > -1
s 2
( s + 1 )2
tn, n = positive n! 1
,s>0 1 − e-t/T , s > -1/T
integer s n+ 1 s ( 1 + Ts )

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
MODULE 6: Laplace Transformation 18
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

So, the Inverse Laplace transform is given by:


1
g ( t ) = cos 3t  u ( t −  / 2 )
3

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 )

So, the inverse Laplace Transform is given by:


MODULE 6: Laplace Transformation 19
Engr. Caesar Pobre Llapitan

g(t) = 2(u(t − 3) − u(t − 4))

The graph of g(t) is given by:


g(t)
2

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) 
 

VII. SOME PROPERTIES OF THE INVERSE LAPLACE TRANSFORM

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)}.

We first saw these properties in the Table of Laplace Transforms.

Property 1: Linearity Property

L -1{a G1(s) + b G2(s)} = a g1(t) + b g2(t)

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
MODULE 6: Laplace Transformation 20
Engr. Caesar Pobre Llapitan

We can transform an expression involving 2 trigonometric terms a sin  + b cos  into


R sin ( +  ) as follows:

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

Property 2: Shifting Property

If L -1G(s) = g(t), then L -1G(s - a) = eatg(t)

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.
MODULE 6: Laplace Transformation 21
Engr. Caesar Pobre Llapitan

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

From our table of integrals, we have:


e au ( a cos bu + b sin bu )

e au cos budu =
a2 + b2

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

e −bt ( −b cos at + a sin at ) + b


=
a2 + b2

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 ) 

So, using the Rule above,


 1 
−s  5( t − 1 )
L−1  e  = (t − 1 ) e  u (t − 1 )
 ( s − 5 )
2


So, the inverse Laplace Transform is given by:


g (t ) = (t − 1 ) e ( )  u (t − 1 )
5 t −1

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 

and use rule (4) from above: L -1{e-asG(s)} = u(t - a) • g(t - a)

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 
 

B. If L{t f(t)} = -F'(s), then


1
L−1 F ( s ) = − L−1 F ' ( s ) (26)
t

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

Inverse Transform of Periodic Types

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

which is in the form: eT  e asG ( s )

where a = T.

So, we can use Rule of Property 4 again:


 e( 1 −s )T  −1  − sT 1 
L−1   = e  L e 
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

Using Rule (4):


 1 
L−1 e − sT  = e u (t − T )
t −T

 s−1
 1 
eT  L−1 e − sT  = e  e u (t − T )
t −T
 T
 s−1
= et  u ( t − T )
So
f 1 ( t ) = et u ( t ) − et u ( t − T )
= et u ( t ) − u ( t − 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 ) 

So, f(t) will repeat this pattern every 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

II. Find g(t) given G(s).


1  s  1
1. G ( s ) =   2. G ( s ) = sech s
1 − e − s  s2 + 4  s
1  1 e − s e −2 s  1  1 e −2s 
3. G ( s) =  + 2 + 3  4. G (s) =  3+ 4 
1 − e −3 s  s s s  1 + e −5 s  s s 

III. Find the inverse of each of the following transforms.


s 1
1. 8. tanh −1
( s + 2 ) 4
s
MODULE 6: Laplace Transformation 27
Engr. Caesar Pobre Llapitan

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

VIII. INVERSE LAPLACE TRANSFORM USING HEAVISIDE EXPANSION THEOREM

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.

Heaviside Expansion Theorem


Case 1: Unrepeated factor (s – a)
F ( s) A
To this factor corresponds in Y ( s ) = a fraction
G(s) s−a
at
The inverse is given by Ae

where:
( s − a) F ( s) F (a)
A = lim or A=
s →a G(s) G '(a)

G(s) = the product of all factors of G(s) except (s – a)

Example 1
s2 + 2
Given Y ( s ) = . Find y(t).
s(s + 1)(s + 2)
Solution:
Roots = 0, -1, -2

F(s) = s2 + 2 G(s) = s(s + 1)(s + 2) = s3 + 3s2 + 2s


G'(s) = 3s2 + 6s + 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

Case 2: Repeated factor (s – a)m


F ( s)
To this factor corresponds in Y ( s ) = a sum of m fractions
G(s)
Am Am− 1 A1
+ m− 1
+ +
(s − a)m
(s − a) (s − a)

The inverse is given as


 t m− 1 t m−2 t 
eat  Am + Am−1 + + A2 + A1 
 (m − 1)! (m − 2)! 1! 

where

Am = lim
( s − a) F ( s )
m

s→a G(s)

And the other constants are given by


d m−k  ( s − a ) F (s) 
m
1
Ak = lim   , k = 1,2,..., m − 1
(m − 1)! s→a dsm−k  G(s) 

Alternatively, the inverse can be found by


  (m - 1) (a)  (m - 2) (a) t  '(a) t m − 2 t m − 1  at
 + ++ +  ( a ) e
 (m − 1)! (m − 2)! 1! 1! (m − 2)! (m − 1)! 

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! 

Determine the constants using the formula:


MODULE 6: Laplace Transformation 29
Engr. Caesar Pobre Llapitan

(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! 

Determining the constants:

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

Case 3: Unrepeated complex factor ( s − a)( s − a )


(where a =  + i and a =  − i )
F ( s)
To this fraction corresponds in Y ( s ) = a fraction
G(s)

As + B
(s −  )2 +  2

The inverse transform is given by


MODULE 6: Laplace Transformation 30
Engr. Caesar Pobre Llapitan

 A+B 
e t  A cos  t + sin  t 
  

where A is the imaginary part and (A+B)/ is the real part of


(s −  )2 +  2  F (s)
Qa = lim  
1
 s →a G(s)

Alternatively, the inverse can be found by


e−at
(i cos bt + r sin bt )
b

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! 

Determine A and B by Case 2:

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

Therefore, the terms in y(t) corresponding to (s + 2)2 is


 1 3 
e −2t  − t + 
 5 50 

b) Consider the quadratic factor: s2 + 2s + 10


e−at
(i cos bt + r sin bt )
b

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

Therefore, the terms corresponding to (s2 + 2s + 10) is


e −t  9 13 
 − cos 3t + sin 3t 
3  50 50 

So,
 1 3  e −t  9 13 
y ( t ) = e −2t  − t +  +  − cos 3t + sin 3t 
 5 50  3  50 50 

Repeated complex factor ( s − a)( s − a )


2
Case 4:
(where a =  + i  and a =  − i )

To these factors corresponds in Y = F/G the partial fractions


As + B Cs + D
+
(s −  )2 +  2 
2
(s −  )2 +  2
 

The inverse transform is given as


 A A+B   C + D 
e t  t sin  t + ( sin  t ) −  t cos  t  + et C cos  t + sin  t 
 2 2 
3
  

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

where Re denotes the real part and Im the imaginary part of


Ra = lim R ( s ) Sa = lim R ' ( s )
s→a s→a

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 

Solving for A, B, C, and D:


R(s) = s2 – 6s + 7 R'(s) = 2s -6
Ra = lims→2 + i (s2 – 6s + 7) = (2 + i)2 – 6(2 + i) + 7 = -2 – 2i

Sa = lims→2 + i (2s – 6) = 2(2 + i) – 6 = 2i – 2

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

= t e2t ( cos t − sin t )

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

IX. SOLUTION OF DIFFERENTIAL EQUATIONS

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

After easy algebraic manipulations we get


(s 2
)
+ 2s + 5 L (y ) = s + 1 + 2
3
s +9

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

Next, use the inverse Laplace to obtain


3  2 3 
y ( t ) = e −t cos 2t +  − cos 3t − sin 3t + e −t cos 2t + e −t sin 2t 
26  3 2 

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 )

b) Using properties of Laplace transform, we get


(s 2
)
+ 3 s + 2 Y ( s ) − 1 = L g (t )
Since
g(t) = u(t) – u(t – 1)

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)

Then, the problem becomes


y'' + 3y' + 2y = 1 – H(t – 1), y(0) = 0, y'(0) = 1

Taking the Laplace transform of both sides gives


1 e−s
s2Y ( s ) − s y ( 0 ) − y ' ( 0 ) + 3 sY ( s ) − y ( 0 ) + 2Y ( s ) = −
s s
So that
   
s+1 1
Y ( s) =   − e−s  
 (
 s s2 + 3 s + 2 ) 
 (
 s s2 + 3 s + 2
 ) 

MODULE 6: Laplace Transformation 35
Engr. Caesar Pobre Llapitan

First find the inverse of the first term in Y(s):


s+1 s+1 1
= =
(
s s + 3s + 2
2
)
s ( s + 1 )( s + 2 ) s ( s + 2 )

By partial fraction
1 A B
= +
s ( s + 2) s s + 2

Evaluating A and B: A = ½ and B = -1/2

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

Evaluating the values of A, B and C, we get


A = ½, B = ½ , and C = -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 

Finally, combining (i) and (ii):


1 1   1 1 −2 t −1 − t −1 
y ( t ) =  − e −2t  −  + e ( ) − e ( )  H ( t − 1 )
2 2  2 2 

Example 4 Shifted data problem


Solve y'' + y = 2t, y(/4) = /2, y'(/4) = 2 - 2 .

Solution:
a) Apply Laplace transform
2
s2Y ( s ) − sy(0) − y '(0) + Y ( s ) =
s2

b) Solve for Y(s)


MODULE 6: Laplace Transformation 36
Engr. Caesar Pobre Llapitan

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

c) Inverse Laplace transform, we obtain


  1 1  2 1 
L−1 Y ( s ) = L−1 2  2 − 2  + y (0 ) 2 + y ' (0 ) 2 
 s s +1 s +1 s +1
y ( t ) = 2t + y ( 0 ) cos t +  y ' ( 0 ) − 2  sin t

Let A = y(0) and B = [y'(0) – 2], we obtain


y (t ) = 2t + A cos t + B sin t

Apply the given conditions to find the particular solution.


1 A B 1
y ( / 4 ) =  + + = 
2 2 2 2 (1)
B=− A
y ' ( t ) = 2 − A sin t + B cos t
A B (2)
y ' ( / 4 ) = 2 − + =2 − 2
2 2

Solving A and B: A = 1 and B = -1

Therefore, the particular solution is


y (t ) = 2t + cos t − sin t

Example 5 IVP’s with Step Functions


Solve the following IVP
y '' − y ' + 5 y = 4 + u2 ( t ) e 4 −2t y(0) = 2, y'(0) = -1

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

Solving for Y(s):


MODULE 6: Laplace Transformation 37
Engr. Caesar Pobre Llapitan

−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
14 6 s − 11 
F ( s ) =  + 2 
5  s s − s + 5 
1 1 s−3 
G ( s ) =  − 2 
11  s + 2 s − s + 5 

Taking the inverse Laplace transform of F(s):


  1 1 
 6  s − +  − 11 
F ( s) =  + 
1 4 2 2 

5 s 1  19 
2
  
 s −  +
  2 4 
  1 19 
 6 s −  
=  +
1 4  2
− 8
2 2 
5 s  2
1  19 19  1  19 
2
 s −  +  s −  + 
  2 4  2 4 

1 19 16 t/2 19 
f ( t ) =  4 + 6et/2 cos t− e sin t (iii)
5  2 19 2 

Now with G(s):


 1 1 
 s− + −3 
G ( s) =  
1 1 2 2

11  s + 2  1  19 
2
  s −  + 
  2 4 
 1 19 
 s− 
1 1 2 5 2 
= − +
11  s + 2  2
1  19 19  1  19 
2
 s −  +  s −  + 
  2 4  2 4 

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

X. THE METHOD OF CONVOLUTION

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

is called the convolution of the functions f and g.

The convolution has the following properties:


1. f  g = g  f Commutative
2. f  (g  h) = (f  g)  h Associative
3. f  (g + h) = f  g + f  h Distributive

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

2. f(t) = t and g(t) = et


MODULE 6: Laplace Transformation 39
Engr. Caesar Pobre Llapitan

t t
f  g=  f (t −  )  g (t ) =  (t −  )  e
t
0 0

3. f(t) = et and g(t) = cos t

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

By reversing the order of integration, we have


 
L  f  g = 
0
e − st  f ( t −  ) g ( )dt d
t=
 
 g ( )  e f ( t −  ) dt d
− st
=
0

If we introduce the new variable  = t -  in the inner integral, we obtain


 
L  f  g = 0 0 e g ( ) f ( ) d d
− s( + )

 
=  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) 

Inverse transform of an integral


When g(t) = 1 and L{g(t)} = G(s) = 1/s, the convolution theorem implies that the Laplace
transform of the integral of f is
MODULE 6: Laplace Transformation 40
Engr. Caesar Pobre Llapitan

 t  F ( s)
L
  0
f ( ) d  =
 s
(30)

The inverse form is

 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.

Volterra Integral Equation


t
f (t ) = g (t ) +  0
f ( ) h (t −  ) d (32)

The functions g(t) and h(t) are known

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.

Now, take the Laplace transform of each term in the equation:


2 1 1
F ( s) = 3  2 − − F (s) 
s s+1 s−1

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 ) = Lg (t )

Hence,
3s − 1 L g ( t )
Y ( s) = +
s +4
2
s2 + 4

We then rewrite Y(s) to get


MODULE 6: Laplace Transformation 41
Engr. Caesar Pobre Llapitan

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

XI. IMPULSES AND DISTRIBUTION

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.

The rectangular pulse 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

Solving for Y(s):


1 e−s
Y ( s) = +
s+1 s+1

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 − 2sY ( 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

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