Module 3 Laplace Transforms
Module 3 Laplace Transforms
Module 3 Laplace Transforms
Lecture IV
1. Laplace Transforms: Definition
2. Laplace Transforms of Elementary Functions
3. Laplace Transforms of Trigonometric Functions
4. Laplace Transforms of Hyperbolic Functions
5. Other Laplace Transforms Formulas
6. Laplace Transforms of Derivatives
of F(t ) . For brevity and convenience, we use the notation L F(t ) = f (s) .
f (s) = L F(t ) = e−st F(t )dt
0
a
(1) L a = , a is any constant
s
1
(2) L t = 2 , s 0
s
(3) 1
L t n = n +1 , s 0
s
(4)
L eat =
1
s−a
, sa
a
➢ Proof for Formula (1) L a = .
s
L F(t ) = e − st F(t )dt = f (s)
0
L a = e − st (a)dt
0
= a e − st (a)dt
0
e − st
=a
−s 0
e − st
L a = a
−s 0
e − e0
= a − ; where e − = 0;e0 = 1
−s −s
1
= a0+
s
a
L a =
s
1
➢ Proof for Formula (2) & (3) L t =
s2
L F(t ) = e − st F(t )dt = f (s)
0
L t = e − st tdt Using Integration by Parts
0
e − st
L t = e − st tdt = uv − vdu; Let u = t , du = dt ;dv = e − st dt , v =
0 0 −s
e − st e
− st
L t = uv 0 −
−s 0 −s
vdu = t − dt
0
te − st 1 − st te − st 1 e − st
s 0 s 0
=− + e d t = − +
s 0 s −s 0
te − st 1 − st te − st e − st
=− − e =− − 2
s 0 s2 0 s s 0
e − e − 0 e0 e0
= − − 2 −− − 2 ; where e − = 0, e0 = 1
s s s s
1 1
L t = − − 2 = 2
s s
L F(t ) = e −st F(t )dt = f (s)
0
=
L t n
e−st t n dt Using Integration by Parts
0
e−st
L t =
n
e−st tdt = uv − vdu; Let u = t n , du = t n-1dt ;dv = e −st dt , v =
0 0 −s
t n e−st n −st n −1
= uv − vdu
L t n
= − + e t dt
0
s s 0
n
L t n
s
n
0 s
= e −st t n −1dt = L t n −1 ; ( s 0 )
From the above equation it follows that
n −1
L t n −1 =
s
L t n −2 ; and also
n(n − 1)
L tn =
s 2
L t n −2
=
L e at
e −st eat dt
0
= e( −st + at ) dt = e −(s −a )t dt
0 0
e−( s −a )t e− e0
= − =− + ; where e− = 0, e0 = 1
( s − a ) 0 s−a s−a
L eat =
1
s−a
; (s a )
L F(t ) = e −st F(t )dt = f (s)
0
L cos at = e −st cos atdt; Using Integration by Parts
0
sin at
L cos at = e −st cos atdt = uv − vdu; Let u = e −st , du = −se −st dt;dv = cos atdt , v =
0 0 a
e−st sin at sin at
L cos at = uv − vdu = − −se−st dt
0
a a 0
e −st sin at sin at
− −se − st
− st
e cos atdt = dt
0
a a 0
s
( )
1
+ e −st sin atdt
= e −st sin at
0
a a 0
( )
1 s
= e sin − e0 sin 0 + e −st sin atdt ;e = 0, e 0 = 1,sin 0 = 0
a a 0
s cos at
= e −st sin atdt ; Let u = e −st , du = −se −st dt;dv = sin atdt , v = −
a 0 a
s 1 −st − st cos at
( )
0 e cos atdt = a − a e cos at 0 − 0 −se − a tdt
− st
s 1
( s
)
= − e cos − e0 cos 0 − e −st cos atdt ;e = 0, e 0 = 1, cos 0 = 1
a a a 0
s 1 s s 1 s
= − ( 0 − 1) − e −st cos atdt = − e −st cos atdt
a a a 0 a a a 0
s s2
0
e −st cos atdt = −
a2 a2
0
e −st cos atdt; combine like terms
s s 2 − st
0 e − st cos atdt =
a 2 a 2 0
− e cos atdt
s 2 − st s
0 2 0
− st
e cos at d t + e cos atdt = 2
a a
s 2
s
0 e cos atdt a 2 + 1 = a 2
− st
s2 + a 2 s
0
− st
e cos at d t 2 = 2
a a
s a2
0
− st
e cos at d t =
a 2 s2 + a 2
s
L cos at = e − st cos atdt = ,s a
0 s + a2 2
a
➢ Proof for Formula (6) L sin at = 2 can also be done by the process used in Formula (5) and is left for the
s + a2
student as an exercise.
identity is employed.
From the Euler's Equations:
eat = cosh at + sinh at → (a)
e-at = cosh at − sinh at → (b)
Adding the equations (a) & (b):
eat = cosh at + sinh at
e-at = cosh at − sinh at
eat + e-at = 2 cosh at or
eat + e− at
cosh at =
2
Similarly, subtracting the equations (a) & (b)gives
eat − e − at
sinh at =
2
e − e
at − at
L sinh at = L
2
1 1 1
1
2
= L eat − e − at = −
2s−a s+a
1 s + a − (s − a)
L sinh at =
2 (s − a)(s + a)
1 s + a − s+a
= 2 2
2 s −a
1 2a a
L sinh at = 2 2 = 2 2 ;s a
2s −a s −a
s
➢ Proof for Formula (8) L cosh at = 2 ;s a
s − a2
eat + e− at
L cosh at = L
2
1 1 1
=
1
2
L eat + e − at = +
2s−a s+a
1 s+a +s−a
=
2 (s − a)(s + a)
1 2s
= 2 2
2s −a
s
L cosh at = 2 2 ;s a
s −a
5. Other Laplace Transforms Formulas
2a 2
(9)
L sin 2 at =
s(s 2 + 4a 2 )
, s0
s 2 + 2a 2
(10) L cos 2 at = s(s 2 + 4a 2 )
, s0
a
(11) L sin at cos at = 2 , s0
s + 4a 2
s−k
(12) L e kt cos at = (s − k) + a
2 2
,Shifting Theorem: L e kt F(t ) = f (s − k)
(13) L e kt sin at = a
(s − k) 2 − a 2
,Shifting Theorem: : L e kt F(t ) = f (s − k)
eat − e bt 1
(14) L =
a − b (s − a)(s − b)
aeat − be bt s
(15) L =
a − b (s − a)(s − b)
t dn
s
(16) L sin at = 2 2 2 , Derivative of Transform: L t n F(t ) = (−) n n f (s)
2a (s + a ) ds
s2 − a 2 dn
(17) L t cos at = 2 2 2 , Derivative of Transform: L t n F(t ) = ( −) n n f (s)
(s + a ) ds
sin at − at cos at 1
(18) L = 2 2 2
(s + a )
3
2a
cos at − cos bt s
(19) L = 2 2 2
b −a (s + a )(s + b )
2 2 2
a sin bt − b cos at 1
(20) L = 2 2 2
ab(b − a ) (s + a )(s + b )
2 2 2
➢
Proof for Formulas (12) & (13) L e F(t ) = F(s − k) ; Shifting Theorem
kt
L e kt cos at = f(s − k); F(s) is shifted to some value k
s
→ F(t ) = cos at;f (s) = ,shifting s to (s − k)
s + a2
2
s−k
L e kt cos at = (s − k) 2 + a 2
dn
➢ Proof for Formulas (16) & (17) L t F(t ) = (−) n
n
dsn
f(s) ; Derivative of Transform
dn
L t F(t ) = (−)
n
ds n
f(s) ; Transform by differentiation
n
t 1
L sin at = L t sin at
2a 2a
t 1 n d
n
L sin at = (−) f(s)
2a 2a ds n
a
→ n = 1; F(t ) = sin at;f (s) =
s + a2
2
t 1 d a
L sin at = − 2 2 ;differentiating F(s) with respect to s
2a 2a ds s + a
1 (s 2 + a 2 )(0) − a(2s)
= −
2a (s 2 + a 2 ) 2
1 −2as
=− 2 2 2
2a (s + a )
t s
L sin at = 2 2 2
2a (s + a )
L F'(t ) = e −st F(t ) − −se −st F(t )dt
0
= e F(t ) + s e F(t )dt = e F() − e 0 F(0) + s e −st F(t )dt
− st − st
0 0 0
= −F(0) + s e − st F(t )dt;from eq(1) e − st F(t )dt = f (s)
0 0
L F''(t ) = e − st F''(t )dt = uv − vdu
0 0
− st
→ Let u = e , du = −se − st dt; dv = F''(t )dt , v = F'(t )
L F''(t ) = e − st F'(t ) − −se − st F'(t )dt
0
= e − st F'(t ) + s e − st F'(t )dt = e F'() − e 0 F'(0) + s e −st F'(t )dt
0 0 0
= −F'(0) + s e − st F'(t )dt;from eq (2) e − st F'(t )dt = s f (s) − F(0)
0 0
L F'''(t ) = e − st F'''(t )dt; Laplace Transform of third derivative
0
L F'''(t ) = e − st F'''(t )dt = uv − vdu
0 0
− st
→ Let u = e , du = −se − st dt ; dv = F'''(t )dt , v = F''(t )
L F'''(t ) = e − st F''(t ) − −se − st F''(t )dt
0
= e − st F''(t ) + s e − st F''(t )dt = e F''() − e 0 F''(0) + s e − st F''(t )dt
0 0 0
= −F''(0) + s e F''(t )dt;from eq(3)
− st
− st
e F''(t )dt = s 2 f (s) − s F(0) − F'(0)
0 0
( )
L F'''(t ) = −F''(0) + s s 2 f (s) − s F(0) − F'(0) = s 3 f (s) − s 2 F(0) − s F'(0) − F''(0) → eq(4)
Iteration of the foregoing process gives, finally
L F(n) (t ) = s n f (s) − s n −1 F(0) − ......... − s F(n −2) (0) − F(n −1) (0)
Where F(0), F'(0), F''(0), F''(0),......, F(n −2) (0), F(n −1) (0) are all initial values.
If incase initial values are not provided assume all initial values to be zero.
Worked Examples
1. L t 3 − 3t 2 + 5t − 8 = L t 3 − 3 L t 2 + 5 L t − L 8
3! 2! 1! 8
3+1
=
− 3 2+1 + 5 1+1 −
s s s s
6 6 5 8
= 4− 3+ 2−
s s s s
6 − 6s + 5s 2 − 8s3
L t 3 − 3t 2 + 5t − 8 = s4
1 3 1 3
2. L sin 2t + cos 3t = L sin 2t + L cos 3t
2 2 2 2
1 2 1 3s 1 2 3s
= 2 2+ 2 2 = 2 + 2
2 s +2 2 s +3 2s +4 s +9
1 2(s 2 + 9) + 3s(s 2 + 4) 1 2s 2 + 18 + 3s3 + 12s
= =
2 (s 2 + 4)(s 2 + 9) 2 (s 2 + 4)(s 2 + 9)
1 3s + 2s + 12s + 18
3 2
3
L sin 2t + cos 3t =
2 2 2(s 2 + 4)(s 2 + 9)
4s + 15
L 5sinh 3t + 4cosh 3t = 2
s −9
4. L 2e3t sin 2t + 3e3t cos 3t = 2L e3t sin 2t + 3L e3t cos 3t ; Use Formulas (12) & (13)
Shifting Theorem: L e F(t ) = f (s − k)
kt
L 2e3t sin 2t + 3e cos 2t = 2 L e sin 2t + 3 L e cos 2t
3t 3t 3t
→ For L e3t cos 2t ; k = 3, F(t ) = cos 2t , f 2 (s) =
s
s +42
L 2e3t sin 2t + 3e3t cos 2t = 2 f1 (s − 3) + 3 f1 (s − 3)
2 s−3 4 + 3(s − 3)
= 2 + 3 =
(s − 3) + 4
2
(s − 3) + 4 (s − 3) 2 + 4
2
4 + 3s − 9 3s − 5
L 2e3t sin 2t + 3e3t cos 2t = 2 = 2
s − 6s + 9 + 4 s − 6s + 13
dn
5. L t 2 sin 2t → Formulas (16): L t n F(t ) = (−) n ds n
f (s)
→ For L t 2 sin 2t ; n = 3, F(t ) = sin 2t , f (s) =
2
s +4
2
dn
L t 2 sin 2t = (−) n
ds n
f (s)
d2 2 d d 2
= (−) 2 2 2 = 2 ;differentiate f(s) twice
ds s + 4 ds ds s + 4
d (s 2 + 4)(0) − 2(2 s) d −4s
= = 2 2
ds (s 2 + 4) 2 ds (s + 4)
(s 2 + 4) 2 (−4) − (−4s)(2)(s 2 + 4)(2s) −4(s 2 + 4) 2 + 16s 2 (s 2 + 4)
= =
(s 2 + 4) 2
2
(s 2 + 4) 4
2
( )
2
e 2t − e −2t e( 2t )2 − 2e 2t e −2t + e( −2t )2
2
e 2t − e −2t
→ F(t ) = = =
2 4 4
e 4t − 2 + e −4t e 4t + e −4t − 2 1 e 4t + e −4t 1 1 e 4t + e −4t
→ F(t ) = = = − = − 1
4 4 2 2 2 2 2
−4t
e +e
4t
1
→ but = cosh 4t ; F(t ) = ( cosh 4t − 1)
2 2
1 s 1 1 s − (s 2 − 16) 1 s 2 − s 2 + 16
2
8
→ f (s) = 2 2 − = = = 2
2 s − 4 s 2 s(s − 16) 2
2 s(s − 16) s(s − 16)
2
8
→ f (s) =
s(s + 4)(s − 4)
L e 2t sinh 2 2t = f (s − 2) =
8
(s − 2)(s − 2 + 4)(s − 2 − 4)
L e 2t sinh 2 2t =
8
(s − 2)(s + 2)(s − 6)
d3 y
7. L 3 → Formulas (22): L F( n ) (t ) = L F(n) (t ) = s n f(s) − s n −1F(0) − s n − 2 F'(0) − s n −3F''(0) − ....
dt
d3 y
→ For 3 = y '''(t ); n = 3
dt
d3 y
L 3 = L y '''(t )
dt
= s3f(s) − s 2 F(0) − s F'(0) − F''(0)
→ if: F(0) = 1, F'(0) = −2, F''(0) = 4
d3 y
L 3 = s3f(s) − s 2 + 2s − 4
dt
dx
8. L − 2 x(t ) = t 3 , x(0) = −3:→ Formulas (22, 21 & 3)
dt
dx
dt
L − 2L x(t ) = L t 3 ; x(0) = −3 Note: Take the Laplace transform
of each term separately. Consider the
3!
s X (s) − x(0) − 2 X (s) = 3+1 initial value at x(0) = −3 once the Laplace
s
6 transform of the equation is obatained.
s X (s) − ( − 3) − 2 X (s) = 4
s
6 − 3s 4
X (s) ( s − 2 ) =
s4
6 − 3s 4
X (s) = 4
s (s − 2)
d3q d2q dq
9. L 3 − 6 2 + 13 = 0 ; q(0) = 1, q'(0) = −4, q''(0) = 2 :→ Formulas (22)
dt dt dt
s3Q(s) − s 2 q(0) − s q'(0) − q''(0) − 6 s 2Q(s) − s q(0) − q'(0) + 13 s Q(s) − q (0) = 0
s3Q(s) − s 2 + 4s − 2 − 6 s 2Q(s) − s (1) − (−4) + 13 s Q(s) − 1 = 0
s3Q(s) − s 2 + 4s − 2 − 6s 2Q(s) + 6s − 24 + 13s Q(s) − 13 = 0
s3Q(s) − 6s 2Q(s) + 13s Q(s) = s 2 − 10s + 39
( )
Q(s) s3 − 6s 2 + 13s = s 2 − 10s + 39
Take the Laplace transform
of each term separately.
s 2 − 10s + 39 s 2 − 10s + 39
Q(s) = = Consider the initial values.
s3 − 6s 2 + 13s s(s 2 − 6s + 13)
( s2 + s − 2 ) Y (s) = −s4 + (s − 3)
( s2 + s − 2 ) Y (s) = −4 + s(s
s
− 3) s 2 − 3s − 4
=
s
Note: In preparation for the inverse Laplace
transformation process, it is necessary that
s − 3s − 4
2
s − 3s − 4
2
Y (s) = 2 = the denominator be expressed as factors.
s(s + s − 2) s(s − 1)(s + 2)
1 2 t
The solution is the area under the graph of the function (t ).
0;0 t 1
(t ) = 1;1 t 2.
t ; t 2
L (t ) = e − st (t )dt = (s)
0
L (t ) = e − st (0)dt + e − st (1)dt + e − st (t )dt
1 2
0 1 2
2
= 0 + e − st dt + te − st dt
1 2
1 1
(
1
) ( )
2
for → e − st dt = − e − st = − e −2s − e −s = e −s − e −2s
2
1 s 1 s s
1
for → te − st dt = uv − vdu; u = t , du = dt ;dv = e − st dt , v = − e − st
2 2 s
te − st 1 −st
( ) ( )
1 −st 1 −st
→ − st
te dt = − + 2 e (t )dt = − te − e
2
s 2 s s 2 s2 2
2e −2s e −2s
( ) ( )
1 1
→ te − st dt = − e − − 2e −2s − 2 e − − e −2s = + 2
2 s s s s
−2s −2s −2s
2se + e (2s + 1)e
→ te − st dt = 2
=
2 s s2
e − s − e −2s 2se −2s + e −2s s(e −s − e −2s ) + 2se −2s + e −2s
L (t ) = + =
s s2 s2
se − s − se −2s + 2se −2s + e −2s se − s +se −2s + e −2s
= =
s2 s2
se − s + (s + 1)e −2s
L (t ) = (s) =
s2
12. Find the Laplace transform of a step function h(t ) as defined below
1 ;0 t 1 (t )
h(t ) = −2t + 3;1 t 2.
−1 ; t 2
1
(t ) = 1
(t ) = −2t + 3
t
1 2 3
−1
(t ) = −1
L h(t ) = e −st h(t )dt = H (s)
0
1 2
= e −st (−1)dt + e −st ( −2t + 3)dt + e −st (1)dt
0 1 2
L h(t ) = − e −st dt − 2 te −st dt + 3 e −st dt + e −st dt
1 2 2
0 1 1 2
L h(t ) = H (s) = ? (The evaluation of the definite integrals is left to the learner for practice.)
Fundamental Trigonmetric Identies/Formulas Sum and Difference of Two Angles
1 1 1) sin( + ) = sin cos + cos sin
1) sin = , csc =
csc sin 2) sin( − ) = sin cos − cos sin
2) cos =
1
,sec =
1 3) cos( + ) = cos cos − sin sin
sec cos 4) cos( − ) = cos cos + sin sin
1 1
3) tan = , cot = tan + tan
cot tan 5) tan( + ) =
1 + tan tan
sin cos
4) tan = , cot = tan − tan
cos sin 6) tan( − ) =
1 + tan tan
Square Relation of Trigonmetric Functions
1) sin 2 + cos 2 = 1
Double-Angle Formulas
2) 1 + tan 2 = sec 2
1) sin 2 = 2sin cos
3) 1 + cot 2 = csc 2
2) cos 2 = cos 2 − sin 2
1 − cos 2
4) sin 2 = 3) cos 2 = 2 cos 2 − 1
2
1 + cos 2 4) cos 2 = 1 − 2sin 2
5) cos 2 =
2 2 tan
5) tan 2 =
1 − cos 2 1 − tan 2
6) tan 2 =
1 + cos 2