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0
f(t)dt
st
e s F f(t) L
Example1: Find the Laplace Transform of f(t) = e
kt
.
k s
1
a
0
k s
k)t - s (
e
a
lim
a
0
dt
k)t - s (
e
a
lim
0
dt
k)t - s (
e
0
dt
kt
e
st
e
kt
e L
'
'
>
2 t , t
2 t 0 ,
t
e
t f
Solution: Using the definition:
{ }
s s s
s s as as
a
s
a
st st
a
t s
a
st
a
t s
st st t
st
e
s
e
s s
e
s
e
s
e
s
e
s
ae
s s
e
s
e
s
te
s
e
s
dt te dt e
dt te dt e e
dt e t f t f L
2
2
2 ) 1 ( 2
2
2
2
2
) 1 ( 2
2
2
2
0
) 1 (
2
2
0
) 1 (
2
2
0
0
1 2
1
1
1
1
1 2 1 1
lim
1
1
1
1
1 1
lim
1
1
lim
) ( ) (
,
_
+
+
+
n where
s
n
t L
t cons a is c where
k s
k
kt L
s
c c L
k s
s
kt L
k s
e L
n
n
kt
LINEARITY OF LAPLACE TRANSFORM
The Laplace Transform is a linear transformation. This means that
it has the following properties:
L{c f(t)} = c L{f(t)}
L{f(t) + g(t)} = L{f(t)} + L{g(t)}
Using these linearity properties, it can now be shown that
{ }
{ }
2
k
2
s
k
2
kt
e
kt
e
L kt sinh L
2
k
2
s
s
2
kt
e
kt
e
L kt cosh L
'
'
+
,
_
+
+
,
_
+
+
'
'
+
+
s
s
s
s
s
S
t L t L
t L
t
L
t
t
L t f L s F
FIRST SHIFTING THEOREM:
If L{f(t)} = F(s), then L{e
at
f(t)} = F(s-a).
Example: Using this theorem it can be shown that
{ }
25 s 8
2
s
4 s
2
3
2
) 4 s (
4 s
t 3 cos
t 4
e L
.
1 n
s
! n
) s ( F ) t ( f L and
n
t ) t ( f ce sin ,
1 n
) a s (
! n
n
t
at
e L
+ +
+
+ +
+
'
+
+
'
'
,
_
,
_
,
_
+
Exercises: Find the Laplace Transforms of the following functions:
1. f(t) = t cos kt
2. f(t) = t
2
sin kt
3. f(t) = t
2
cos kt
INVERSE LAPLACE TRANSFORM
If F(s) = L{f(t)}, then the Inverse Laplace Transform of F(s),
denoted by L
-1
{F(s)} is defined as the transformation from a
function of s to function of t such that L
-1
{F(s)} = f(t).
Since the definition of the Inverse Laplace Transform is just
derived from the Laplace Transformation, the Inverse Laplace
Transformation also exhibits linearity. Furthermore, in order to
obtain the Inverse Laplace Transform of some functions F(s), one
must have some knowledge of the Laplace Transform.
METHODS OF GETTING THE INVERSE LAPLACE
1. Use of Laplace Transform Tables
Example: Find the Inverse Laplace Transform of 1/s
5
.
24
4
t
4
t
! 4
1
1 4
s
! 4
1
L
! 4
1
5
s
1
1
L therefore
4
t
1 4
s
! 4
1
L or
1 4
s
! 4
4
t L that know we and
1 4
s
! 4
! 4
1
5
s
1
'
'
'
'
,
_
'
+
+
8 s 6
2
s
2 s
1
L
.
Here we could see that F(s) could be expressed as
partial fractions because the denominator is factorable,
thus
t 2
e 2
t 4
e 3
2 s
2
1
L
4 s
3
1
L
2 s
2
4 s
3
1
L
8 s 6
2
s
2 s
1
L
'
'
'
'
+
+
'
+ +
5 s 2
2
s
1 s 3
1
L
.
Here, the denominator is non-factorable. By completing
the square and applying the First Shifting Theorem:
t 2 sin
1
e 2 t 2 cos
t
e 3
2
2
2
) 1 s (
2
1
L 2
2
2
2
) 1 s (
1 s
1
L 3
4
2
) 1 s (
4 ) 1 s ( 3
1
L
4
2
) 1 s (
1 s 3
1
L
4 1 s 2
2
s
1 s 3
1
L
5 s 2
2
s
1 s 3
1
L
'
+ +
'
+ +
+
'
+ +
+
'
+ +
'
+ + +
'
+ +
,
_
,
_
3.
6 s 7
2
s
6 s
4 s 4
2
s
1
) s ( F
+
+
+ +
4.
s 8
2
s 2
3
s
1 s
) s ( F
+
+
5.
11 s 10
2
s
6 s
13 s 4
2
s
1
) s ( F
+
+ +
CONVOLUTION
Given two functions f(t) and g(t), the convolution of the functions
denoted by f*g is defined by the formula:
t
0
dv ) v t ( g ) v ( f ) t ( g f
Example: Find sint * cost.
2
t sin t
4
t 2 sin t sin
2
t sin t
4
t 2 sin t sin
0
4
t 2 sin
2
t
t sin 0
2
t
2
sin
t cos
t
0
4
v 2 sin
2
v
t sin
t
0
2
v
2
sin
t cos
dv
t
0
v
2
sin t sin dv
t
0
v cos v sin t cos
dv
t
0
) v sin t sin v cos t (cos v sin dv
t
0
) v t cos( v sin t cos t sin
,
_
,
_
,
_
,
_
+
+
CONVOLUTION THEOREM
If L{f(t)} = F(s) and L{g(t)} = G(s) then
L
-1
{F(s)G(s)} =f(t)*g(t) or F(s)G(s) = L{f(t)*g(t)}.
Example1: Find L
-1
{1/s(s-1)} using the convolution theorem.
Knowing that 1/s = L{1} and 1/(s-1) = L{et} then by the
convolution theorem
t
e 1
t
0
v t
e
t
0
dv
v t
e 1
t
e 1
) 1 s ( s
1
1
L +
,
_
'
Example 2: Find
'
,
_
2
4
2
s
4
1
L
.
Using the convolution theorem:
'
,
_
t
0
dv ) v t ( 2 sin v 2 sin t 2 sin t 2 sin
2
4
2
s
4
1
L
SOLUTIONS TO DIFFERENTIAL EQUATION USING
LAPLACE TRANSFORMS:
Given a differential equation (D)y = f(t), the solution to this
differential equation may be obtain using the concepts of Laplace
and Inverse Laplace Transformation by following the following
steps:
1. Get the Laplace Transform of both sides of the equation. On
the left side of the equation will be in terms of the Laplace
Transforms of derivatives while on the right side will be
Laplace Transforms of f(t). Let F(s) = L{y(t)} where y(t) is
the solution to the differential equation.
2. Isolate F(s) on one side of the equation - which gives a
function of s.
3. If there are initial conditions y(0)=c1, y(0)=c2, y(0)=c3.,
substitute these on the equation, otherwise assume some
constants for the initial values y(0)=k1, y(0)=k2, y(0)=k3.
(to be evaluated later if there are boundary conditions.)
4. Get the Inverse Laplace Transform of both side of the
equation. This gives the solution to the given differential
equation.
Example1:Determine the solution to the differential equation
(D
2
+3D-4)y = 36e
5t
.
With the conditions that y(0) = 3 and y(0) = 2.
Example2:Determine the solution to the differential equation
(D
2
+2D-8)y = 16cos 2t.
Solution:
Given: (D
2
+3D-4)y=36e
5t
s.t. y(0) = 3 and y(0) = 2
I. Get the Laplace Transform of both sides of
the equation:
{ }
( )
5 s
36
) s ( F 4 ) 0 ( f ) s ( sF 3 ) 0 ( ' f ) 0 ( sf ) s ( F
2
s
t 5
e 36 L y 4 ' y 3 ' ' y L
'
+
II. Isolate F(s) on one side of the equation.
4 s 3
2
s
) 0 ( f 3 ) 0 ( ' f ) 0 ( sf
5 s
36
) s ( F
) 0 ( f 3 ) 0 ( ' f ) 0 ( sf
5 s
36
4 s 3
2
s ) s ( F
+
+ + +
+ + +
,
_
+
III. Substitute initial conditions.
) 4 s )( 1 s )( 5 s (
19 s 4
2
s 3
) s ( F
4 s 3
2
s
5 s
) 5 s )( 11 s 3 ( 36
4 s 3
2
s
) 3 ( 3 2 s 3
5 s
36
) s ( F
+
+ +
+
+ + +
+ +
+ +
'
+
+
+ + + +
+
+
'
+
+
'
'
Solution:
Given: (D
2
+2D-8)y = 16cos 2t (no initial conditions)
I. Get the Laplace Transform of both sides of
the equation:
{ } { }
( )
4
2
s
s 16
) s ( F 8 ) 0 ( f ) s ( sF 2 ) 0 ( ' f ) 0 ( sf ) s ( F
2
s
t 2 cos 16 L y 8 ' y 2 ' ' y L
+
+
+
II. Isolate F(s) on one side of the equation.
8 s 2
2
s
) 0 ( f 2 ) 0 ( ' f ) 0 ( sf
4
2
s
s 16
) s ( F
) 0 ( f 2 ) 0 ( ' f ) 0 ( sf
4
2
s
s 16
8 s 2
2
s ) s ( F
+
+ + +
+
+ + +
+
,
_
+
III. Assume: f(0)=k1 and f(0)= k2.
( )
) 8 s 2
2
s (
1
k 2
2
k s
1
k
) 4
2
s )( 8 s 2
2
s (
s 16
8 s 2
2
s
1
k 2
2
k s
1
k
4
2
s
s 16
) s ( F
+
+ +
+
+ +
+
+ + +
+
'
+
+
+
+
+ +
+ +
+ + + + + + +
'
+
+
'
+
+
+
+
+
'
+
+ +
'
+ +
'
+
+ +
+
+ +