1

Mathematics-I
NOTES

LESSON 9
LAPLACE TRANSFORMS I
(LAPLACE TRANSFORMS OF
ELEMENTARY FUNCTIONS)

9.1 Objective: After studying this lesson, the student is a postion to

know about Laplace transformation of elementary functions and
properties of Laplace transformations and how to solve problems.

9.2. Structure:
The lesson has the following components.
9.3 . Introduction
9.4. Definition of Laplace transformation
9.5. Transforms of Elementary functions
9.6. Properties of Laplace transforms
9.7 Transforms of periodic functions.
9.8 Transforms of special functions
9.9. Summary
9.10.Technical terms
9.11. Exercise

Mathematics-I
NOTES

9.3 . Introduction
The knowledge of Laplace transforms has in recent years
become an essential part of mathematical background required of
engineers and scientists. This is because the transform methods
provide an easy and effective means for the solution of many problems
arising in engineering.
This subject originated from the operational methods applied by
the English engineering Oliver Heaviside (1850-1925), to problems in
electrical enginnering. Unfortunately, heaver sides treatment was
unsystematic and lacked rigour, which was placed on sound
mathematical footing by Bromwich and Carson during 1916 17. It was
found that Heavisides operational calculus is best introduced by means
of a particular type of definite integrals called Lap lace transforms.*
The method of Lap lace transforms has the advantage of directly
giving the solution of differential equations with given boundary values
without the necessity of first finding the general solution and then
evaluating from it the arbitrary constants. Moreover, the ready tables of
Lap lace transforms reduce the problem of solving differential equations
to mere algebraic manipulation.

9.4 Definition of Lap lace transform.

Mathematics-I

NOTES
9.4.1 Let f(t) be a function of t derfined for all positive values of t. Then
the Laplace transforms of f(t), denoted by L f (t ) is defined by

L f (t ) e st f (t )dt

....(1)

Provided that the integral exists. S is a parameter which may be a real

or complex number.

L f (t ) being

clearly a function of s is briefly written as

f (s) i.e. Lf(t) f ( s), which

can

also be written as f (t ) L1 f (s).

Then f(t) is called the inverse Laplace transform of f ( s) . The
symbol L, which transforms f(t) into

f ( s) , is called the Laplace

transformation operator.

9.4.2 Conditions for the existence

The Laplace transform of f(t)

(t ) i.e. e-st f (t )dtexistsfors a, if

0

(i) f(t) is continous

(ii) Ltt e at f (t ) is finite.

It should however, be noted that the above conditions are sufficient and
not necessary. For example, L(1 t ) exists, through 1/ t is infinite at t =
0.

Mathematics-I
NOTES

9.5 TRANSFORMS OF ELEMENTARY FUNCTIONS

The direct application of the definition gives the following
formulae:
(1) L(1)

1
S

(2) L(t n )

(3) L(e at )

(s>o)

n!
1(n 1)

, when n=0,1,2,3... otherwise n1

n 1
s
s

1
sa

(s>a)

(4) L(sin at)=

a
s a2

(s>0)

(5) L(cos at)=

s
s a2

(s>0)

(6) L(sinh at)=

a
s a2

(s> a )

(7) L(cosh at)=

s
s a2

(s> a )

e st
L(1) e .1dt
Proofs. (1)
s
0

st

1
ifs 0.
s

p dp
(t ) e .t dt e .
, on putting st=p
(2) L
s s
0
0
n

st

Mathematics-I
NOTES

1
s

n 1

. p n dp=

In particular L

(t 1/ 2 )

T(n+1)
, if n 1and s>0.[page329]
s n+1

T (1/ 2)

T (3 / 2)

; L(t1/ 2 ) 3 / 2 3 / 2
1/ 2
s
s
s
2s

If n be a positive integer, T (n 1) n ![(v) p.330],

L(t n ) n!/ s n1.

Therefore,

(3) L

st

at

(4)

(e ) e .e dt e
at

L(sin at ) e

( s a )t

e ( s a ) t
1
dt

, if s a.
( s a ) 0 s a

st

e-st
a
sin at dt= 2
( s sin at a cos at ) 2
2
s a
s a2
0

Similarly the reader should prove (5) himself.

at
at

-st e e
e
sinh
at
dt=
e

dt

(6)L(sinh at)= 0
2

st

1 1
1 ( s a )t
1
a
e
dt

e ( s a )t dt

s a 2 forS a .
2 0
2
s

a
s

Similarly the reader should prove (7) himself

.6 PROPERTIES OF LAPLACE TRANSFORMS

Mathematics-I

NOTES
9.6.1 Linearity property, If a, b, c be any constants and f, g, h any
functions of t, then
L[a f (t ) b g(t)-c h(t)]=a L f(t) b L g(t) -cL{h(t)},

For

by

defination

L.H .S . e st af (t ) bg (t ) ch(t ) dt
0

a e

st

f (t )dt b e g (t )dt c e st h(t )dt aL f (t ) bL g (t ) cL h(t )

st

This result can easily be generalized.

Because of the above property of L, it is called a linear operator.
9.6.2. First shifting property. If Lf(t) f ( s), then
L eat f (t ) f ( s a).

By definition; L eat f (t ) e st eat f (t )dt e ( sa )t f (t )dt

e rt f (t ) dt, where r=s-a=f(r)=f(s-a).

0

Thus, if we know the transform f ( s) of f (t ), we can write the transform

of eat f(t) simply replacing s by s a to get f ( s a).
Application of this property leads us to the following useful results:

Mathematics-I
NOTES

(1)

(2)

(3)

(4)

(5)

(6)

L(e at )

1
sa

L(eat t n )

[ L(1)=

n!
( s a ) n1

1
s

[ L(t n )

L(eat sin bt )

b
( s a)2 b 2

L(e at cos bt )

sa
[
(s a)2 b2

n!
s n1

[ L(sin(b)t)=

L(eat sinh bt )

b
[
( s a)2 b 2

L(e at cosh bt )

sa
[
( s a)2 b 2

L(cosbt)=

b
s b2
2

s
s b2
2

L(sinhbt)=

L(cosh bt=

b
s b2
2

s
s b2
2

Where in each case s>a.

9.6.3 Example Find the Laplace transforms of

(i) sin2t sin3t (ii) cos 2 2t (iii) sin 3 2t
1
Sol.(i)since sin 2tsin 3t= [cos t cos5t ]
2

Mathematics-I

NOTES
1
1 s
s
12s
L(sin 2t sin 3t ) [ L(cos t ) L(cos5t )] 2 2 2 2 2
2
2 s 1 s 5 ( s 1)( s 2 25)

1
(ii)since cos 2 2t (1 cos 4t )
2

1
11
s
L(cos 2 2t ) [ L(1) L cos 4t ] 2

2
2 s s 16

sin 6t 3sin 2t 4sin 3 2t

(iii)since

Or

3
1
sin 3 2t sin 2t sin 6t
4
4

L(sin 3 2t )

3
1
L(sin 2t ) L(sin 6t )
4
4

3
2
1
6
48
. 2
. 2 2 2
2
4 s 2 4 s 6
( s 4)( s 2 36)

9.6.4 Example Find the Laplace transform of

(i) e3t (2cos5t 3sin 5t ).

(ii) e 2t cos 2 t

(iii) e 4t sin 2t cos t.

Mathematics-I
NOTES

Sol.(i)L e3t (2cos5t 3sin5t ) 2L e3t cos5t ) 3L(e3t sin5t

2.

s3
5
2s 9
3
2
.
2
2
2
2
( s 3) 5
( s 3) 5
s 6 s 34

(ii) since L(cos 2t )

1
1 1
s
L(1 cos 2t ) 2

2
2 s s 4

By shifting property, we get

1 1
s2
L(e2t cos 2 t )

.
2 s 2 ( s 2) 2 4

(iii) Since L (sin 2t cos t) =

1
1 3
1
L(sin 3t sin t ) 2 2 2 2
2
2 s 3 s 1

By shifting property, we obtain

L(e4t sin 2t cos t )

9.6.5 Example

1
3
1

.
2
2
2 ( s 4) 9 cs 4) 1

If L f(t) = f (s), show that

1
L[(sinh at ) f (t ) [ f ( s a ) f ( s a )]
2

1
L[(cosh at ) f (t )] [ f ( s a) f ( s a)]
2

hence evaluate (i)sinh2t sin 3t (ii) cosh 3t cos2t

10

Mathematics-I
NOTES

1
1
Sol.we have L[(sinh at ) f (t )] L (eat e at ) f (t ) L(e at f (t ) L(e at f (t ))
2
2

1
[ f ( s a) f ( s a)]. by shifting property
2

Similarly L[(cosh at ) f (t )]

1
L(e at f (t ) [e at f (t )
2

1
= [ f ( s a ) f ( s a )], by shifting property
2

(i)since

L(sin 3t )

3
the first result gives
s 32
2

1
3
3
12s
L(sinh 2t sin 3t)=

= 4
2
2
2
2
2 (s-2) 3 ( s 2) 3 s 10s 2 169

(ii)since L(cos 2t )

s
the second result gives
s 22
2

1
s 3
s3
2s( s 2 5)
L(cosh 3t cos 2t )

2 ( s 3)2 22 ( s 3)2 22 s 4 10s 2 169

9.6.6 Example show that

(i) L (t sin at)=

Sol.Since L(t)=1/s 2.

2as
2
(s a 2 )2

L(teiat )

(ii) L(t cos at )

s2 a2
(s 2 a 2 ) 2

1
( s ia ) 2

( s ia ) 2 ( s ia )( s ia )2

11

Mathematics-I
NOTES

( s a ) i (2as)
( s 2 a 2 )2
2

L[t (cos at i sin at )]

or

Equating the real and imaginary parts from both sides, we get the
desired results.

9.6.7 Example Find the Laplace transform of f(t) defined as

f (t ) t / , when0 t
1, when t

sol Lf (t ) e
0

st .

dt e

1 e st
e st e st
1dt t.
1.
dt
s 0 0 s s

st .

1 e s 0 e st 0 e s e s e s 1 e s 1 e s

.
s
s
s
s
s 0
s2
s2

9.6.8 Example Find the Laplace transform of

F (t ) {1,0 t 1
F (t ) {t , 1<t 2
F(t)={0, t>2

sol L{F (t )} e .1dt e .tdt e st .(0)dt

0

st

st

12

Mathematics-I
NOTES

st 1

e
s

t.

st 2

e st e
2
s
s

1 e s 2e 2 s e 2 s e s e s

2

s
s
s s s 2

1 2e2 s e s e2 s

2 2
s
s
s
s

1
9.6.9 Example Find the Laplace transform of t
:
t

Sol. Since ( t 1/ t )3 t 3/ 2 3t1/ 2 3t 1/ 2 t 3/ 2

L( t 1/ t ) L(t 3/ 2 ) 3L(t 1/ 2 ) 3L(t 1/ 2 ) L(t 3/ 2 )

(3/ 2 1)
(1/ 2 1)
(1/ 2 1) ( 3/ 2 1)
3
3

3/ 21
1/ 21
s
s
s 1/ 21
s 3/ 21

3 3
1 1
1 1

2 2
2 2
2 2

3
s5 / 2
s 3/ 2
s1/ 2
s 1/ 2

3 3 3

1
1
3/ 2 1/ 2 2 s , 2
5/ 2
4s
2s
s
2
2

13

Mathematics-I
NOTES

12

5 / 2 3/ 2 1/ 2 1/ 2
s
s
s
s

= 4

iii. Change of scale property.

If L{ f (t )} f ( s), thenL{ f (at )}

1 s
f
a a

L[ f (at )] e st f (at )dt e su / a f (u ).du / a

Putat=u.dt=du/a

1 st
e f (at )dt e su / a f (u ).du / a

a0
0

9.6.10 Example find

1 1
sin at 1
sin at
1
1 a
1 a
L
tan
tan i.e.L
tan .
at a
s
t
s
( s / a) a

9.7 TRANSFORMS OF PERIODIC FUNCTIONS

If f(t) is periodic function with period T, i.e.f(t+T)=f(t), then

14

Mathematics-I
NOTES

L{ f (t )}

e
0

st

f (t )dt

1 e st

2T

3T

2T

We have L{f(t)}= e st f (t )dt e st f (t )dt e st f (t )dt e st f (t )dt ...

In the second integral put t = u + T, in the third integral put t = u + 2T,

and son on. Then
T

L{ f (t )} e

st

f (t )dt e

s ( u T )

f (u T )du e s (u 2T ) f (u 2T )du ...

st
sT
su
2 sT
su
e f (t )dt e e f (u)du e e f (u )du ...

[ f (u ) f (u T ) f (u 2T )etc.]
T

= 0

st

f (t )dt e

sT

st

f (t )dt e

2 sT

st

f (t )dt ...

(1 e st e2 sT ...) e st f (t )dt
0

1
e st f (t )dt.
= 1 e sT 0

9.7.1 Example Find the Lap lace transform of the function

15

Mathematics-I
NOTES

f (t ) sin t , 0<t< /
0, / <t<2 / ,

Sol. Since f(t) is a periodic function with period 2 / .

1
L{ f (t )}
1 e2 s /

2 /

e st f (t )dt

2 /
/ st

1
st .
e
sin

tdt

e
0
dt

= 1 e 2 s / 0
/

1
e st ( s sin t cos t )

1 e 2 s /
s2 2
0

e s /
(1 e

2 /

)( s )
2

(1 e

s /

)( s 2 2 )

9.7.2 Example Draw the graph of the periodic function

f (t ) {t , 0<t<
f ( x) { t , <t<2 .

And find its Laplace transform

Sol. Here the period of f(t) = 2 and its graph is as in Fig.9.1.

16

Mathematics-I
NOTES

Fig.9.1

1 st
Lf(t)= -2 s e tdt e st ( t )dt
1-e 0

1
1 e2 s

st

e
t

s

1 e s e s 1 e2 s e2 s e s
2 2
2 2

1 e2 s s
s
s
s
s
s

1 2 s s
1

e
e 2 1 e2 s 2e s

2 s
1 e
s
s

9.8 TRANSFORMS OF SPECIAL FUCNTIONS

9.8.1 Transform of Bessel functions J0(x) and J1(x).
We know that

e st
e st
e st

t
)

1)
2

2
s 0
s
s

17

Mathematics-I
NOTES

j0 ( x) 1

x
x
x
2. 2 2 2 2 . ...
2
2 2 .4 2 .4 .6 .

1 1 2!
1 4!
1
6!
L{j0 ( x)} 2 3 2 2 . 5 2 2 2 . 7 ...
s 2 s 2 .4 s 2 .4 .6 s

1 1 1 1.3 1 1.3.5 1

1 2
4
6 ...
s 2 s 2.4 s 2.4.6 s

1
1
1 2
s s

1/ 2

1
( s 2 1) ,..(1)

j0 '( x) j1 ( x).

Also since

L{j1 ( x)} L{ j0 '( x)} [ sL{ j0 ( x)} 1] 1

s
( s 1)
2

...(2)

9.8.2 TRANSFORM OF ERROR FUNCTION

We know that the error function of the probability integral is
defined as
erf ( x)

t 2

dt

t4 t6
2 1/ 2 x 3/ 2 x 5/ 2 x 7 / 2
2
1

...
dt

...

2! 3!
3
5.2! 7.3!
0

18

Mathematics-I

NOTES
2 (3/ 2) (5 / 2) (7 / 2) (9 / 2)

L{erf( x )

...
3/ 2
5/ 2
7/2
9/ 2
3s
5.2!s
7.3!s
s

1
s

3/ 2

1 1 1.3 1 1.3.5 1

.
...
2 s 5/ 2 2.4 s 7 / 2 2.4.6 s 9 / 2

1 1 1 1.3 1 1.3.5 1

1 .
. 2
. 3 ...
3/ 2
s 2 s 2.4 s 2.4.6 s

1 1
1
s 3/ 2 s

1/ 2

1
. ...(3)
s ( s 1)

9.8.3. Example Evaluate (i) L{e at j0 (at )}

Sol.(i) we know that L{J 0 (at}

(ii) L(erf 2 t )

1
(s a2 )
2

By shifting property, we get

L{e at , J 0 (at )}

(ii)we know that L(erf t )

1
[( s a)2 a 2 ]

1
( s 2 2sa 2a 2 )

1
s ( s 1)

1
1
2
L(erf 2 t ) L[erf (4t )] .

.
4 s s s ( s 4)
1
4 4

19

Mathematics-I

NOTES
9.9 Summary: In this lesson we discussed definition of Lap lace
transform, properties of Lap lace transform, Transforms of periodic
functions, special functions and also we discussed some related
examples.
9.10. Technical terms:
Lap lace transform
Periodic function
Special functions

9.11. Exercise:

Find the lap lace transforms of

(1) e 2 x 4 x3 2sin 5 x 4cos 2 x.
(2) cosh at cos at.
(3) cos(ax b)
(4) (sin x cos x) 2
(5) sin3x cos4x
(6) sin ax cos bx
(7) sin 5 x,
(8) t 2e 2t .
(9) e t sin 2 t.

20

Mathematics-I
NOTES

f (t ) {e ,0<t<1
t

(10)

f(t)={0,t>1

(11) f (t ) {1 0 t a / 2
f (t ) {1

(12)

a
t a.
2

f (t ) {sin t ,0 t
f (t ) {0, t

(13) f ( x) x .
(14)Find the laplace trans form of the saw-to othed wave of period T,
given f (t )

t
for 0<t<T.
T

(15)Find the laplace trans form of the full[wave rectifier

f (t ) E sin wt, 0<t<

, having peried

LESSON 10
LAPLACE TRANSFORMS II

21

Mathematics-I
NOTES

(TRANSFORMS OF DERIVATIVES AND

INTEGRALS)

10.1. Objective:
After studying this lesson, the student is a position to know about
Laplace transforms of Derivatives Integrals and evaluation of
integrals by Laplace transforms and how to solve problems.

10.2. Structure: The lesson has the following components.

10.3. Introduction
10.4. Transforms of Derivatives.
10.5. Transforms of Integrals
10.6. Multiplication by t n.
10.7. Division by t.
10.8. Evaluation of Integrals by Laplace transforms.
10.9. summary
10.10. Technical terms.
10.11. Exercise
10.3 Introduction : In recent years there has been a considerable
growth of interest in the use of Laplace transforms as an efficient method
for solving certain types of differential and integral equations.

22

Mathematics-I
NOTES

10.4 TRANSFORMS OF DERIVATIVES

10.41 If f ' (t) be continuous and
L f (t ) f ( s ), then L f '(t ) sf ( s ) f (0),

L f (t ) e st f '(t )dt.
0

[Integrate by parts]

e st f (t ) ( s)e st . f (t )dt.
0

Now assuming f(t) to be such that Lt

e st f (t ) 0 When this

condition is satisfied, f(t) is said to be exponential order s.

Thus,

L f '(t ) f (0) s e st f (t )dt

0

Whence follows the desired result.

10.4.2 If f ' (t) and its first (n-1) derivatives be continuous, then

L f n (t ) s n f (s) s n1 f (0) s n2 f '(0) .... f n1(0).

Using the general rule of integration by parts (Footnote p.432)

L f n (t ) e st f n (t )dt
0

23

Mathematics-I
NOTES

e st f n1 (t ) (s)e st f n 2 (t ) (s) 2 e st f n 3 (t ) . (1)n 1 (s)n 1 e st f (t ) ..

(1)n ( s)n e st f (t )dt

0

n1

(0) sf

n2

(0) s f
2

n3

(0) ... s

n1

f (0) s

st

f (t )dt

Assuming that Lt

e st fm(t) = 0 for m = 0,1,2,,n -1.

This proves the required result.

10.5 TRANSFORMS OF INTEGRALS

t
1
If L f (t ) f ( s), then L f (u )du f ( s )
0
s
t

Let

(t ) f (u)du, then '(t ) and (0) 0

0

Or

L '(t ) s (s) (0)

1
s

[by 21.7 (1)]

( s) L '(t ) i.e. L f (u )du

1
f ( s).
s

10.6 MULTIPLICATION BY tn
If L f (t ) f (s), then

L t n f (t ) (1) n

dn
[ f ( s)], where n 1, 2, 3...
ds n

24

Mathematics-I
NOTES

We have

st

f (t )dt f ( s).

Differentiating both sides with respect to s,

d
d st
e f (t )dt f ( s )
ds 0
ds

Or by Leibnitzs rule for differentiation under the integral sign (p.249)

s (e

st

) f (t )dt

d
f (s)
ds

st
t(e ) f (t )dt

or

d
f (s)
ds

or

st

[tf (t )]dt

d
[ f (s)]
ds

Which proves the theorem for n = 1.

Now assume the theorem to be true for n = m (say), so that

dm
0 e [t f (t )]dt (1) ds m [ f (s)]
st

d
st
m
(e ).t f (t )dt
ds 0

Then

d m1
(1) m m1 [ f ( s )]
ds

Or by Leibnizs rule, (te st ).t m f (t )dt (1)m

0

Or e st [t m1 f (t )]dt (1) m1
0

d m1
[ f ( s)]
ds m1

d m1
[ f ( s)]
ds m1

25

Mathematics-I

NOTES
This shows that, if the theorem is true for n = m, it is also true for
n = m +1. but it is true for n = 1. hence it is true for n = 1 + 1 = 2 ,n=2+
1 = 3 and so on.

Thus the theorem is true for all positive integral values of n.

10.6.1 Example

Find the Laplace transforms of

(i)t cos at

(ii) t 2 sin at

(iii) t3 e-3t

(iv) te-tsin 3t

Sol. (i) Since L (cos at ) = s / (s2 + a2)

L(t cos at )

(ii) Since

d s
s 2 a 2 s.2s

ds s 2 a 2
( s 2 a 2 )2

s2 a2
( s 2 a 2 )2
Sinat

a
s a2
2

L(t 2 sin at ) (1) 2

(iii)Since

d 2 a d 2as 2a (3s 2 a 2 )
.

ds 2 s 2 a 2 ds ( s 2 a 2 ) 2
( s 2 a 2 )3

L(e3t ) 1/( s 3),

L(t 3e3t ) (1)3

d3 1
(1)3.3!

6 /( s 3) 4

ds 3 s 3
( s 3)31

26

Mathematics-I
NOTES

(iv) Since L (sin 3t) =

3
d 3
6s
, therefore L (t sin 3t ) 2 2 2
2
s 3
ds s 3 ( s 9) 2
2

Now using the shifting property, we get

L(et sin 3t )

6( s 1)
6( s 1)
2
2
2
[( s 1) 9]
( s 2s 10)2

Evaluate (i) L tJ 0 (at ) (ii ) L tJ1 (t ) (iii ) L t erf 2 t

10.6.2 Example

Sol.(i)Since L J 0 (at )

L tJ 0 (at )

d
d
1
s
2
LJ 0 (at )
2
2
ds
ds ( s a ) ( s a 2 )3 / 2

(ii) Since L J1 (t ) 1

L tJ1 (t )

1
(s a2 )
2

s
( s 1)
2

d
d
1
1
LJ1 (t ) 1 2 2 2 3 / 2
ds
ds
(s 1 )

( s 1)

(iii) Since L (erf (erf t )

1
s ( s 1)

1
L(erf 2 t ) Lerf 4t .
4 s
4

1
2

s
s ( s 4)
1
4

27

Mathematics-I
NOTES

Thus L(t erf 2 t )

d
2
d
2
3s 8

3/ 2
3
2
ds
ds
s ( s 4)

t ( s 4s )
s ( s 4)

10.7 DIVISION BY t

If L f (t ) f ( s), then L f (t ) f ( s)ds provided the integral

t
s
exists.

We have f ( s) e st f (t )dt
0

Integrating both sides with respect to s from s to

f ( s )ds e st f (t )dt ds
s 0

s f (t )e

st

dsdt [changing the order of integration]

f (t ) e st ds dt
0
0

[t is independent of s]

e st
f (t )
1

f (t )
dt e st
dt L f (t ) .
t s
t
t

10.7.1 Example Find the laplace transform of (i) (1-et)/t

28

(ii)

Sol. (i) Since

Mathematics-I
NOTES

cos at cos bt
t
1
1
L(1 et ) L(1) L(et )
s s 1

1 et 1
1

L

ds log s log( s 1) s
t s s s 1

s
1
s 1
log
= log
log

s 1 s
1 1/ s
s

(ii) Since L (cos at cos bt )

s
s
2
2
s a s a2
2

s
cos at cos bt
s
L
2
ds
2
2
2
t

s s a s a

1
1
log( s 2 a 2 ) log( s 2 a 2 )
2
2
s

1
s2 a2 1
s2 a2
Lts log 2

log
2
s a2 2
s2 a2

1/ 2

s2 a2
s2 a2
1
1 0 1
log

log

log
2
2

2
2
2
1 0 2
s a
s a

10.7.2 Example Evaluate (i)

t t sin t
L e
dt
0 t

t e t sin t
dt
(ii) L t
t
0

[ log 1 0]

29

Mathematics-I
NOTES

L (t sin t )dt dt dt
0 0 0

t t t

(iii)

Sol.(i) We know that L (sin t) =

1
s 1
2

Sin t
1
1
L
2 ds tan s cot s.
2
t 0 s 1

t sin t 1 1
L
dt cot s.
0 t
s

1
sin t

Thus by shifting property, L et

dt
cot 1 ( s 1).

o t
s 1

sin t
1
Since L
cot s
t

(ii)

sin t
1
L et
cot ( s 1)
t

And

t
sin t 1 1
L et
dt cot ( s 1)
t
0
s

Hence

t
sin t
d cot 1 ( s 1)
L t. e t
dt

t
ds
s

1
S
COT 1 ( S 1)
2
1

(
S

1)
S ( S 2 2S 2)COt ( s 1) 1

S2
s 2 ( s 2 2s 2)

30

Mathematics-I
NOTES

(iii)since L(sint)=

L(tsint)=-

1
s 1
2

d
1
2s
2
2
ds ( s 1) ( s 1) 2

t t t
1
2s
2
Thus L (t sin t )dt.dt.dt 3 . 2
2 2
2
s ( s 1) 2
0 0 0
s ( s 1)

10.8 Evolution of integral by lap lace transforms

10.8.1 Example

(i) te3t sin t dt

0

sin mt
dt
t
0

(ii)

t et sin t
dt .
(iii) L
0 t

Sol.(i) te
0

3t

sin tdt e st (t sin t )dt wheres=3

0

L(t sin t ), bydefinition.

(1)

d 1
2s
23
3
2
.
2
2
2
2
ds s 1 ( s 1)
(3 1)
50

(ii) Since L(sin mt ) m /( s 2 m2 ) f ( s), say.

31

Mathematics-I
NOTES

mds
s
sin mt
tan 1
using 21.10, L
f ( s )ds 2
2
s m
ms
t s
s

Or by Def.,

st

sin mt

s
dt tan 1
t
2
m

Now Lt tan-1 (s/m)=0 if m > 0 or /2 if m < 0.

s0

Thus taking limits as s 0 , we get

e
0

st

sin mt

dt if m 0 or / 2 if m 0.
t
2

(iii)

ds

sin t
Since L
tan 1 s tan 1 s cot 1 s.
2
2
t 0 s 1

sin t
1
L et
cot ( s 1), by shifting property ( 21.4 II ).
t

t t sin t 1 1
Thus L e
dt cot ( s 1), by 21.8.
0 t s

10.9 Summary:
In this lesson we discussed transforms of derivatives, transforms of
integrals and evaluation of integrals by Laplace transforms

10.10. Technical terms:

Leibnizs rule

32

Mathematics-I
NOTES

Multiplying by

tn

Division by t
Shifting properly

Exercise:
1. Find L(cosat) and deduce from it L (Sin at )

2. Given L 2 (t / )

1
s

3/ 2

show that L(

1
s

Find the laplace transforms of the following functions

3. t Sin2 t
4. t2 cos at
5. t sinh at.
6. t e2t sin3t
7. t e-t cosht

8.

sin at
t

9.

(cos 2t cos3t )
t

10.

(e at cos bt )
t

11.

(1 cos t )
t2

33

Mathematics-I
NOTES

12. Evaluate

cos 6t cos 4t
dt
t
0

13. Evaluate

2t

sinh t sin t
dt
t

14. Prove that

e at ebt
b
0 t dt log a

15. Show that

te
0

3t

J 0 (4t )dt

3
.
125

34

Mathematics-I
NOTES

LESSON 11
INVERSE LAPLACE TRANSFORMS
11.1 Objective: After studying this lesson, the student will be in a
position to know about the inverse Laplace transforms, methods of
finding inverse Laplace transforms and also know how to solve the
related problems.

11.2 Structure: The lesson has the following components

11.3 Introduction
11.4 Method of partial fraction
11.5 Other methods of finding inverse Laplace transforms
11.6 Summary
11.7 Technical terms
11.8 Exercise

11.3 Introduction: f(t) is assumed to be continuous , the equation

L f (t ) F (s) is often written in the form

L1 f ( s) F (t ) It is

customary to call L-1 the inverse Laplace transformation and to refer to

f(t) as the inverse laplace transform of f(s). Since L is linear, it is evident
that L-1 is also linear

35

Mathematics-I

NOTES
11.4 INVERSE TRASNFORMS METHOD OF PARTIAL FRACTIONS
Having found the Laplace transforms of a few functions, let us
now determine the inverse transforms of given functions of s. we have
seen that L{f(t) in each case, is a rational algebraic function. Hence to
find the inverse transforms, we first express the given function of s into
partial fractions which will, then, be recognizable as one of the following
standard forms:

(1)

1
L1 1
s

t n1
1
L1 n
, n 1, 2,3...
(3)
s (n 1)!

(5)

1 1
L1 2
sin at.
2
s a a

(7)

1 1
L1 2
sinh at.
2
s a a

(9)

1 at
1
L1
e sin bt.
2
2
( s a) b b

1 at .
(2) L1
e
s a

1 eat .t n1
(4) L1

n
( s a) (n 1)!

1
(6) L1 2
cos at
2
s a

s
(8) L1 2
cosh at
2
s a

s a at
(10) L1
e cos bt
2
2
(s a) b

36

Mathematics-I
NOTES

1
1
L1 2 2 2 t sin at.
(11)
( s a ) 2a

1
1
(12) L1 2 2 2 3 (sin at at cos at ).
( s a ) 2a

The reader is strongly advised to commit these results to memory. The

results (1) to (10) follow at once from their corresponding results in 9.65
and 9.6.6. As illustrations, we shall prove (11) and (12). Example 9.6.6
gives

L(t sin at )

2as
s2 a2
andL
(
t
cos
at
)

(s 2 a 2 )2
( s 2 a 2 )2

s
t sin at 2aL1 2
, whence follows(11)
2 2
(s a )

Also t cos at
2
2
2
s2 a2

1
1
1 ( s a ) 2a
L1 2

L
L1 2
2a 2 L1 2

2 2
2
2 2
2
2 2
s a
(s a )
(s a )
(s a )

1
1
= sin at 2a 2 L1 2
whence follows(12)
2 2
a
(s a )

Obs. Go through the note on the partial fractions given in para 6 of

useful information.

37

Mathematics-I
NOTES

11.4.1 Example Find he inverse transforms of

(i )

s 2 3s 4
s3

(ii )

s2
s 4s 13
2

Sol.(i)
s 2 3s 4
1 1
1 1
L1
L 3L 2
3
s
s
s

(ii)

1 1
2
2
4 L 3 1 3t 4.t / 2! 1 3t 2t

s2
s2
s24

1
1
L1 2
L
L
2
2
2
s 4s 13
( s 2) 9
( s 2) 3

2t
s2
1
4
L1
4 L1
e cos3t e2t sin 3t
2
2
2
2
3
( s 2) 3
( s 2) 3

11.4.2 Example

Find the inverse transforms of

2s 2 6s 5
(i) s 3 6s 2 11s 6

(ii )

4s 5
( s 1) 2 ( s 2)

Sol. (i) Here the denominator = (s-1) (s-2) (s-3).

2s 2 6s 5
A
B
c

So let ( s 1)( s 2)( s 3) s 1 s 2 s 3

Then A = [2.12 6.1 + 5] / (1-2) (1-3)=1/2

B = [2.22 - 6.2 + 5] / (2-1)(2-3) = -1

38

Mathematics-I
NOTES

C = [2.3 6.3+ 5 ] / (3-1) (3-2) = 5/2.

2

2s 2 6s 5 1 1 1 1 1 5 1 1
L1 2
L
L
L

2
s

6
s

11
s

6
2
s

1
s

2 s 3

1
5
= e t e 2 t e 3t
2
2

4s 5
A
B
4(2) 5

(ii) Let ( s 1) 2 ( s 2) s 1 ( s 1) 2 ( 2 1) 2 ( s 2)

Multiplying both sides by (s-1)2 (s+2), 4s+5 = A (s-1) (s+2) + B (s+2)

1/3(s-1)2
Putting s = 1, 9 = 3B, B = 3.
Equating the coefficients of s2 from both sides,
1
0 A ,
3

1
A .
3

1 1 1
4s 5
1 1 1 1
1
L1
L
L
3L

2
2
( s 1) ( s 2) 3 s 1
( s 1) 3 s 2

1
1
et 3tet e 2t .
3
3

11.4.3 Example Find the inverse transforms of

5s 3
(i) ( s 1)( s 2 2s 5)

(ii )

s
s 4a 4
4

39

Sol. (i) Let

Mathematics-I

5s 3
5(1) 3
As B

2
2
2
( s 1)( s 2s 5) ( s 1)(1 2.1 5) s 2s 5

Multiplying both sides by ( s 1)( s 2 2s 5)

NOTES

5s 3 1.( s 2 2s 5) ( As B)( s 1).

Equating the coefficients of s2 from both sides,

0 = 1 + A,

A = -1.

s = 0, 3 = 5 B,

Putting

B = 2.

5s 3
1 1 s 2
L1
L1

L 2

2
s 1
( s 1)( s 2s 5)
( s 2 s 5)

1 1 ( s 1) 3
L1
L

2
s 1
( s 1) 4

1
1 1 ( s 1)
L1
3L1
L
2
2
2
2
s 1
( s 1) 2
( s 1) 2

(ii) Since

3
et e t cos 2t e t sin 2t.
2

s 4 4a 2 ( s 2 2a 2 ) 2 (2as ) 2 ( s 2 2as 2a 2 )( s 2 2as 2a 2 )

Let

s
As B
Cs D
2
2
4
2
s 4a
s 2as 2a
s 2as 2a 2
4

Multiplying both sides by s 4 4a 4 ,

40

Mathematics-I
NOTES

S = ( As B)( s 2as 2a ) (Cs D)( s 2as 2a )

2

Equating coefficients of s3, 0 = A + C

.(i)

Equating coefficients of s2 , 0 = -2aA + B + 2ac + D

.(ii)

Equating coefficients of s, 1 = 2a 2 A 2aB 2aB 2a 2C 2aD

(iii)

Putting s = 0 ,

0 2a 2 B 2a 2 D

From (iv), B + D = 0

(iv)
(v)

(ii) Becomes A+C=0 ,and by (i),we get A=C=0.

Then (iii) reduces toD-B=1/2a and by(v),B=-1/4a,D=1/4a.

s
1
1
1

1 1

L1 4
L1 2

L 2
4
2
2
4a s 2as 2a 4a s 2as 2a
s 4a

1 1

1 1
1
1
L

L
2
2
2
2
4a ( s a ) a 4a ( s a ) a

eat e at
1 1 at
1 1 at
1
1
. e sin at . e sin at 2 sin at
2 sin at sinh at.
4a a
4a a
2a
2

2a

11.5 OTHER METHODS OF FINDING INVERSE TRANSFORMS

We have seen that the most effective method of finding the
inverse transforms is by means of partial fractions. However, various

41

Mathematics-I

NOTES
other methods are available which depend on the following important
inversion formulae

11.5.1 Shifting property for inverse Laplace transforms.

If L1 f (s) f (t ), then

L1 f '(s a) eat f (t ) eat L1 f (s) .

11.5.2 If L1 f ( s ) f (t ), andf (0) 0, then

L1 sf ( s )

In general L1 s n f (s )

d
f (t )
dt

dn
f (t ) provided f (0) f ' (0) ......... f n 1 (0) 0
n
dt

The above formulae at once follow from the results of 9.6.9

(transforms of derivatives).

11.5.3 If L1 f (s) f (t ), then

f ( s) t
L
f (t )dt
s 0
1

This result follows from 9.6.10 (Transforms of integrals)

42

Mathematics-I
NOTES

f (s)
L1 2 f (t )dt dt
s 0 0

Also

f ( s ) t t t
L 3 f (t )dt dt dt
s 0 o 0

1

and so on.

11.5.4 If L-1 f(s) =f(t), then

tf (t ) L1 f ( s )
ds

This result follows from L tf (t )

d
f (s)
ds

11.5.5 The formula of 9.7.2 i.e

f (t )
L
f ( s)ds
t s

Is useful in finding f(t) when f(s) is given, provided the inverse transform

of

f (s)ds can be conveniently calculated.

s

11.5.6 Example find the inverse Laplace transforms of the following :

(i)

s2
( s 2)3

(ii)

s3
2
s 4s 13

(iii)

Sol. (i) Since s 2 ( s 2) 2 4( s 2) 4

( s 2) 2
( s 2 4s 8) 2

43

Mathematics-I
NOTES

s
1
4
4

3
2
( s 2)
s 2 ( s 2) ( s 2)3

s 2 1 1
1
1
1
L1
L
4 L1
4L
3
2
3
s 2
( s 2)
( s 2)
( s 2)

e 2t 4e 2t t 2e 2t t 2.

[U sin g shifting property ]

s3
s2
5

2
2
(ii) s 4s 13 ( s 2) 3 ( s 2) 2 32
2

5 1

s2
3
s 3 1
L1 2
L
L
2
2
2
2
s 4s 13
( s 2) 3 3 ( s 2) 3

5
e 2t cos3t e 2t sin 3t.
3

[u sin g shifting property ]

( s 2)2 1
1 ( s 2) 2
( s 2) 2
L1 2

L
L

2
2
(iii)
[( s 2) 2 4]2
s 4s 8
( s 4s 4 4)

s2
2t 1 s 2 4 4
e2t L1 2
e L 2
2
2
( s 4)
( s 4)

1
e2t sin 2t
1

4
e2t L1 2
2

4e2t L1 2
2
2
2
s 4 ( s 4)
( s 4)

e2t sin 2t
1 sin 2t t cos 2t
4e2t

2
2
4 4

44

Mathematics-I

NOTES
sin 2t sin 2t t cos 2t 2t sin 2t t cos 2t
e2t

4
2
2
2
4

sin 2t sin 2t t cos 2t 2t sin 2t t cos 2t

e2t

4
2
2
2
4

11.5.7 Example Find the inverse transform of (i) 1/s (s2 + a2 )

(ii) 1/s (s + a)3

1 1
Sol. (i) Since L1 2
sin at.
2
s a a

Therefore, by formula III above,

t1
1
1
L 2
sin at dt 2 [ cos at ]t0 (1 cos at ) / a 2 .
2
a
s( s a ) 0 a
1

1
at 1

1
1
1
(ii) L1
L
e L
3
3
3
s( s a)
[( s a) a]( s a)
( s a) s

1 at
L1
e
s a

Now

1 t at
eat 1
L1

e
dt

, by III above

a a
( s a) s 0

1 t at
1
1
L
(e 1)dt 2 (eat at 1)
2
a
( s a) s a 0
1

45

Mathematics-I
NOTES

1
1
1
a
L1
2 (eat at 1)dt 3 eat t 2 at 1
3
a
2
( s a) s a 0

Hence
1

at 1 at a 2t 2 2
1
a 2 2 at
at
at
L1
e
.
e

at

ate

t e .

3
3
a3
2
2
s( s a)
a

11.5.8 Example Find the inverse Lapalce transforms of :

s
2
(i) ( s a 2 ) 2

Sol. (i) If f(t) = L1

(ii)

s2
(s 2 a 2 )2

(iii)

1
(s a 2 )2
2

s
, then by formula V above,
( s a 2 )2
2

s
1
2s
1 1
1 1
f (t )
L
ds 2
ds 2

2
2 2
2 2
2
2 s (s a )
2 s a s 2. s 2 a 2
t s (s a )

Hence,

f (t ) 1 1 1 sin at
L 2

t
2 s a2
2a

f (t )

1
t sin at.
2a

1
1 sin at
Otherwise: let f (t ) L1 2

so that f (s ) 2
2
a
s a2
s a

46

Mathematics-I
NOTES

d 1
d

Then by (iv) above, tf (t) = L-1 [ f ( s) L1 2

2
ds

ds s a

or

2s
t sin at
L1 2 2 2 .
a
(s a )

1
s
Hence L1 2 2 2 t sin at.
( s a ) 2a

(ii)In (i), we have proved that

1
s
L1 2
t sin at f (t ), say
2 2
( s a ) 2a

Since f(0)=0, we get from formula II above, that

d
s2
s
L1 2
L1 s. 2
f (t )
2 2
2 2
( s a ) dt
(s a )

d 1
1
(sin at at cos at )
t sin at
dt 2a
2a

(iii In (i), we have shown that

1
s
L1 2

(t sin at f (t ), say
2 2
( s a ) 2a

By formula III above, we have

47

Mathematics-I
NOTES

1 1

1
s
t sin at
L1 2
L . 2
f (t )dt
dt
2 2
2 2
2a
(s a )
s (s a ) 0
0
t

t
t
1 cos at
cos at

t
.

dt

2a
a
a
0
0

1 t cos at sin at
1
2 3 (sin at at cos at ).

2a a
a 2a

11.5.9 Example find the inverse Laplace transforms of

(i )

s2
s ( s 1)( s 2)
2

(ii )

s2
( s 4s 5) 2
2

4 1 1 1 1 1 4 2t 1 t
s2
Sol.(i) L-1
L
L
e e
3
( s 1)( s 2) 3 s 2 3 s 1 3

t 1

s2
s2
By III above, L
L
dt
s.( s 1)( s 2) 0
( s 1)( s 2)
1

3 e
0

2t

1
2
1
et dt e 2t e t 1
3
3
3

s2
s2
Again By III above, L 2
L1
dt
s ( s 1)( s 2) 0
s.( s 1)( s 2)
1

48

Mathematics-I
NOTES

1
1
2

e2t et 1dt (e2t e t t ).

3
3
3

0
t

2t
1
1

1
(ii) L1 2
e sin t
L
2
s 4s 5
( s 2) 1

d
1

1
2 t
By II above, L1 2
(1) t.e sin t
ds
s

4
s

i.e.,

or

(2s 4)
L1 2
t.e2t sin t
2
( s 4s 5)

1 2t
s2
L1 2
t.e sin t.
2
( s 4s 5) 2

11.5.10 Example
(i ) log

find the inverse Laplace transforms of the following:

s 1
s 1

(ii ) log

s
(iii ) cot 1
2
Sol.(i) If f(t) = L-1 log

s2 1
s ( s 1)

2
(iv ) tan 1 2
s

s 1
, then by IV above,
s 1

d
s 1
1 d

1 d
tf (t ) L1 log
L log( s 1) L log( s 1)
s 1
ds

ds

ds

49

Mathematics-I
NOTES

1 1 1
t
t
L1
L
e e 2sinh t
s

1
s

Thus

f (t ) (2sinh t ) / t.

(ii)If f(t)=L 1 log

s2 1
, then by IV above,
s( s 1)

s 2 1
d
1 d
1 d

1 d
2
tf (t ) L1 log
L log( s 1) L log s L log( s 1)
ds

ds

ds

ds s( s 1)

2 s 1 1 1 1
t
L1 2
L L
2 cos t 1 e
s 1
s
s 1

1
Thus f(t)= (1 e t 2 cos t )
t

s
(iii) If f (t ) L1 cot 1 , then by IV above,
2

d
s
2
tf (t ) L1 cot 1 L1 2
sin 2t
2
2
s 2
ds

Thus,

f (t ) (sin 2t ) / t.

(iv) If (t)=L-1 tan 1 2 , then by IV above,

s

d
2
4s
tf (t ) L1 tan 1 2 L1 4

s
s 4
ds

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NOTES

4s
4s
L1 2
L 2

2
2
2
( s 2) (2s)
( s 2 2s)( s 2 2s)

1
1
1
1

1
L1 2
2

2
2
s 2s 2 s 2s 2
( s 1) 1 ( s 1) 1

et sin t e t sin t 2sinh t sin t.

11.6. Summary:
In this lesson we discussed inverse Laplace transform an solving some
problems by using inverse Laplace transforms. We also discussed some
methods.

11.7. Technical terms:

Inverse Laplace transforms
Partial fraction
Shifting property
11.8. EXERCISE
Find the inverse Laplace transforms of

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NOTES

(1)

3( s 2)
2s5

(2)

2s 5
4 s 18

2
4 s 25 9 s 2

(3)

8
( s 3) 2 4

(4)

3s
s 2s 8

(5)

3s 2
s s2

(6)

1 7s
( s 3)( s 1)( s 2)

(7)

s
( s 3)( s 2 4)

(8)

1
s a3

(9)

2s 3
s 4 s 13

(10)

s3
.
s4 a4

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NOTES

LESSON 12
LAP LACE TRANSFORMS
APPLICATIONS TO DIFFERENTIAL
EQUATIONS

12.1. Objective:
After studying this lesson, the student will be in a position to know about
the convolution theorems and applications of laplace transforms in
differential equations.

12.2 Structure: The lesson has the following components.

12.3. Introduction
12.4 Convolution theorem
12.5 Applications to Differential equations.
12.6 Summary
12.7 Technical terms
12.8 Exercise

12.3 Introduction: In an attempt to solve ordinary linear differential

equations in an easier manner, Oliver Heavisile devised a method of
operational calculaus which led to Laplace transforms. The methods of

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NOTES
Laplace transforms are very simple and they give solutions of differential
equations satisfying given boundary conditions directly with out the use
of a general solution. Since these particular solutions are the ones
widely used in physics, mechanics, chemistry medicine, national
defense and many fields of practical research.

12.4 Convolution Theorem

If L-1{ f ( s )} f (t ) and L-1{g ( s)} g (t ),

Then L1{ f (s ) g (s )} f (u ) g (t u )du F * G

0

[F*Gis called the convolution or falting of Fand G.]

t

Let (t ) f (u ) g (t u )du
0

L{(t )} e

st

f (u ) g (t u )du dt
0 0

e st f (u ) g (t u )du dt ...(1)
0 0

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NOTES
The domain of integration for this double integral is the entire area lying
between the lines u=0 and u=t (Fig.12.1).
On changing the order of integration, we get

L{ (t )} e st f (u ) g (t u )dtdu
0 u

Fig.12.1

e su f (u ) e s (t u ) g (t u )dt du
0
0

e su f (u ) e su g (v)dv du on putting t-u=v

0
0

e
0

su

f (u ) g ( s)du e su f (u )du.g ( s)
0

f ( s ).g ( s ) whence follows the desired result.

12.4.1 Example Apply convolution theorem to evaluate

55

Mathematics-I
NOTES

(i)

L1

(ii)

s
.
(s a 2 )2

L1

s2
( s 2 a 2 )( s 2 b 2 )

s
L1 2
Sol.(i)Since f(t)= s a 2

1
cos at & g (t ) L 2
2

s a

1
sin at
a

by convolution theorem, we get

1
sin a(t u )
s
L1 2
. 2
cos au
du
2
2
a
s a s a 0
t

f (u ) cos au

1
g (t u ) sin a(t u )
a
t

1
[sin at sin(2au at )]dt
2a 0

1
1
1

u sin at cos(2au at )
t sin at
2a
2a
2a
0

1
s
Hence L1 2

t sin at.
2 2
( s a ) 2a

s
s
cos at & g (t ) L1 2
cos bt ,
(ii) since f (t ) L1 2
2
2
s a
s b

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Mathematics-I
NOTES

by convolution theorem,we get

s
s
L 2 2 . 2 2 cos au cos b(t u )du f (u ) cos au, g (t u ) cos b(t u )
s a s b 0
t

1
cos[(a b)u bt ] cos[(a b)u bt ] du
2 0

1 sin[(a b)u bt ] sin[(a b)u bt ]

2
a b
ab
0
t

1 sin at sin bt sin at sin bt

2
a b
a b

a sin at b sin bt
a 2 b2

12.4.2 Example.Evaluate(i)L1

(ii) L1

1
( s 1)( s 2 9)
2

s
( s 1)( s 4)( s 2 9)
2

1
1 sin 3t
Sol. (i) since L1 2 sin t, L-1 2

3
s 1
s 9

by convolution theorem, we get

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Mathematics-I
NOTES

1
sin 3(t u )
1
L1 2 . 2
du
sin u.
3
s 1 s 9 0
t

1
[cos(4u 3t ) cos(3t 2u )]du
60

1 sin(4u 3t ) sin(3t 2u )

6
4
2
0
t

1 1
1
1
(sin t sin 3t ) (sin t sin 3t ) (sin t sin 3t )
6 4
2
8

1
1
s
1
(ii)since L1 2
[sin t sin 3t ] [by(i)
cos 2t , andL 2
2
s 4
( s 1)( s 9) 8

by convolution theorem, we get

L1

s
1
s
L1 2
. 2

2
2
( s 1)( s 4)( s 9)
( s 1)( s 9) s 4
2

1
1
(sin u sin 3u ).cos 2(t u )du [sin u cos 2(t u) sin 3u cos 2(t u)]du
8
80
0

1 1
1

{sin(2t u ) sin(3u 2t )} {sin(u 2t ) sin(5u 2t )} du

8 0 2
2

t
t
1 cos(2t u ) cos(3u 2t )
cos(5u 2t )

cos(u 2t )

16
1
3
5
0
0

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NOTES

1 4
4
2
1
1
(cos t cos 2t ) (cos3t cos 2t ) cos t cos 2t cos3t
16 3
5
15
20
12

12.5(1) APPLICATION TO DIFFERENTIAL EQUATIONS

The Laplace transform method of solving differential equations

yields particular solutions without the necessity of first finding the
general solution and then evaluating the arbitrary constants. This
method is, in general, shorter than our earlier methods and is especially
useful for solving linear differential equations with constant coefficients.

(2) Working procedure to solve a linear differential equation with

constant coefficients by transform method:

1. Take the Laplace transform of both sides of the differential

equation using the formula of 10.4, and the given initial
conditions.
2. transpose the terms with minus signs to the right.
3. Divide by the coefficient of

y , getting y as a known function

of s.
4. Resolve this function of s into partial fractions and take the
inverse transform of both sides. This gives y as a function of
t which is the desired solution satisfying the given conditions.

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NOTES

12.5.1Example Solve by the method of transforms, the equation

y ''' 2 y '' y '' 2 y 0 giveny(0) y '(0) 0andy ''(0) 6.

Sol. Taking the Laplace transform of both sides , we get

[ s3 y s 2 y (0) sy '(0) y ''(0)] 2[ s 2 y sy(0) y '(0)] [ sy y(0)] 2 y 0

Using the given conditions, it reduces to

( s 3 2 s 2 s 2) y 6

y=

6
6
6
6

(s-1)(s+1)(s+2) ( s 1)(6) (2)( s 1) 3( s 2)

1
1 1
1 1
on inversion, we get y=L-1
3L
2L

s 1
s2
s2

or

12.5.2

y et 3e t 2e 2t which is the desired result .

Example

Use transform method to solve

d 2x
dx
dx
2 x et with x 2, 1 at t 0.
2
dt
dt
dt

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Mathematics-I
NOTES

Sol.Taking the Laplace transforms of both sides, we get

[ s 2 x sx(0) x '(0)] 2{sx x(0)}] x

1
s 1

using the given conditions ,it reduces to

( s 2 2s 1) x

x=

1
2s 2 7 s 6
2s 5
s 1
s 1

2s 2 7 s 6
2
3
1

on breaking into partial fractions.

3
2
s 1 ( s 1)
( s 1)
( s 1)3

1
1
1
1
on inversion, we obtain x =2L-1
L1
3L
2
( s 1)
( s 1)3
s 1

2et

3et .t et .t 2
1

2et 3tet t 2et .

1!
2!
2

12.5.3 Example solve( D 2 n 2 ) x a sin( nt ), x Dx 0, at t 0.

Sol.Taking the Laplace transforms of both sides, we get

[ s 2 x sx (0) x '(0)] n 2 x aL{sin nt .cos cos nt.sin }

On using the given conditions,

( s 2 n 2 ) x a cos .

x =an cos .

n
s
a sin . 2
.
2
s n
s n2
2

1
s
a sin 2
2 2
(s n )
( s n2 )2
2

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Mathematics-I
NOTES

On inversion, we obtain
x an cos .

1
t
(sin nt nt cos nt ) a sin . sin nt
3
2n
2n

[by(11)&(12)

p.811]
a{sin nt cos nt cos( nt )}/ 2n 2.

12.5.4 Example solve (D3 3D2 3D 1) y t 2 et given that , y (0) 1, y '(0) 0, y ''(0) 2.

Sol.Taking the Laplace transforms of both sides, we get

[ s 3 y s 2 y (0) sy '(0) y ''(0)] 3[ s 2 y sy (0) y ' (0)] 3[sy y (0)] y

2
( s 1)3

Using the given conditions, it reduces to

s 2 3s 1
2
( s 1) 2 ( s 1) 1
2

3
6
3
( s 1)
( s 1)
( s 1)
( s 1)6

1
1
1
2

2
3
s 1 ( s 1) ( s 1) ( s 1) 6

1
1
1 1 1
on inversion, we obtain y=L-1
L1
2 L1
L
2
3
( s 1)
( s 1)
( s 1) 6
s 1

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Mathematics-I
NOTES

1
1
et (1 t t 2 t 5 ).
2
60

12.5.5 Example : solve

d2x
9 x cos 2t , if x(0) 1, x( / 2) 1.
dt 2

Sol.Since x ' (0) is not given, we assume x ' (0) = a

Taking the Laplace transforms of both sides of the equation, we have
L( x '') 9 L( x) L(cos 2t )i.e.,[ s 2 x sx(0) x '(0)] 9 x

( s 2 9) x s a

Or

s
s 4
2

s
sa
s
or x 2
2
s 4
s 9 ( s 4)( s 2 9)
2

a
1 s
4 s
. 2
. 2
.
s 9 5 s 4 5 s 9
2

a
1
4
0n inversion, we get x sin 3t cos 2t cos3t
3
5
5

a 1 a 4

when t= /2,-1=- or . [ x 1]
3 5 3 5
2

1
Hence the solution isx (cos 2t 4sin 3t 4cos3t ).
5

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Mathematics-I

NOTES
Obs. Lapalce transform method can also be used for solving ordinary
differential equations with variable coefficients of the form tm y(n) (t)

because

L [t m y ( n ) (t )becauseL[t m y ( n ) (t ) ( 1) m

dm
[ Ly ( n ) (t )].
m
ds

12.5.6 Example solve ty''+2y'+ty=cost given that y(0)=1.

Taking the Laplace transforms of both sides of the equation, and nothing
that
L[t ( f (t )]

d
[ L{ f (t )}], we get
ds

d 2
d
s
[ s y sy (0) y '(0)] 2[ sy y (0)] ( y ) 2
ds
ds
s 1

d
s
dy

or s 2
2sy y (0) 0 2sy 2 y (0) ( y ) 2
ds
s 1
ds

or ( s 2 1)

dy
s
dy
1
s
1 2 or
2
2
ds
s 1 ds
s 1 ( s 1) 2

on inversion and noting thatL1[ f '(s )] tf (t ), we get

1
ty sin t t sin t
2

or

1 2
y 1 sin t which is the desired solution.
2 t

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Mathematics-I
NOTES

12.5.7 Example solve

x

d 2 y dy
xy 0, y (0) 2, y '(0) 0.
dx 2 dx

Taking the Laplace transforms of both sides of the equation, we get

L( xy ) L( y ') L( xy) 0

or

d 2
dy
dy
[ s y sy (0) y '(0)] [ sy y (0)]
0or ( s 2 1) sy 0
ds
ds
ds

seperating the var iables

or

dy
sds
2
c
y
s 1

1
c'
log y log( s 2 1) log c ' ory
2
( s 2 1)

Inversion gives y=c' J0 ( x)

To find c', we have y(0)=c'J 0 (0), i.e.c ' 2

Hence

y=2J 0 ( x).

12.6. Summary:
In this lesson we discussed convolution theorem and applications
of convolution theorem, application to differential equations.
12.7. Technical terms.

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Mathematics-I
NOTES

Operational calculus
Convolution
Flating

12.8 Exercise.
Using convolution theorems, evaluate
(1) L1{

1
( s a )( s b)

(2)

L1{

1
}
s ( s 4)
2

1
(3) L-1 2 2
2
s (s a )

1
(4) L-1 2
2
s ( s 1)

(5) L-1{

1
( s 2)( s 2) 2

1
(6) L-1 3 2

s ( s 1)

Solving the following equations by the transform method.

66

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NOTES

(7)

(8)

(9)

d y
dy
w2 y 0.when y(0)=A,( ) x0 B.
2
dx
dx

y '' 4 y ' 3 y e t , y (0) y '(0) 1

y '' y t , y (0) 1, y '(0) 2

(10) y''+2y'-3y=sin t, y=y'=0 when t=0.

d3y
d2y
dy
dy
d2y

0,
where
y=1,

0,
2at t=0
(11) dt 3
dt 2
dt
dt
dt 2

(12) y''+2ty'-y=t, when y(0)=0, y'(0)=1

(13) t y''+y'+4ty=0 when y(0)=3, y'(0)=0.

(14) (D 2 1) x t cos 2t , x Dx 0 at t=0

(15) ty''+2y'+ty=sint, when y(0)=1.