Laplace Transform Notes

Laplace Transform

  • The Laplace transform converts a function of a real variable (often time) to a function of a complex variable (frequency).

  • It is an integral transform named after Pierre-Simon Laplace.

  • Laplace transforms are useful for solving linear ODEs and analyzing frequency response and stability.

Definition of Laplace Transform

  • The integral transform of a function f(t)f(t) in the interval axba \leq x \leq b is given by:
    L[f(t)]=abK(t,s)f(t)dt=F(s)L[f(t)] = \int_{a}^{b} K(t, s) f(t) dt = F(s)
    where \infty \leq a < b \leq \infty

  • Given a function f(t)f(t) defined for t > 0 (0t0 \leq t \leq \infty), and K(t,s)=estK(t, s) = e^{-st}, the Laplace transform is defined as: L[f(t)]=0estf(t)dt=F(s)L[f(t)] = \int_{0}^{\infty} e^{-st} f(t) dt = F(s), where Re(s) > 0

    • ss is the transform variable, a complex number.

  • The Laplace transform converts time domain functions and operations into the frequency domain: f(t)F(s)f(t) \rightarrow F(s), where tR,sCt \in \mathbb{R}, s \in \mathbb{C}

Laplace Transform of Elementary Functions

  • Example 1: Find the Laplace transform of f(t)=1f(t) = 1 for t > 0

    • Solution:
      L[f(t)]=<em>0estf(t)dtL[f(t)] = \int<em>{0}^{\infty} e^{-st} f(t) dt L[1]=</em>0est(1)dt=[ests]0=01s=1sL[1] = \int</em>{0}^{\infty} e^{-st} (1) dt = \left[ \frac{e^{-st}}{-s} \right]_{0}^{\infty} = 0 - \frac{1}{-s} = \frac{1}{s}
      L[1]=1sL[1] = \frac{1}{s}

  • Example 2: Find the Laplace transform of f(t)=eatf(t) = e^{at} for t > 0, where aa is a constant.

    • Solution:
      L[eat]=<em>0esteatdt=</em>0e(sa)tdtL[e^{at}] = \int<em>{0}^{\infty} e^{-st} e^{at} dt = \int</em>{0}^{\infty} e^{-(s-a)t} dt
      =[e(sa)t(sa)]0=01(sa)=1sa= \left[ \frac{e^{-(s-a)t}}{-(s-a)} \right]_{0}^{\infty} = 0 - \frac{1}{-(s-a)} = \frac{1}{s-a}, for s > a
      L[eat]=1saL[e^{at}] = \frac{1}{s-a}, for s > a

  • Example 3: Find the Laplace transform of f(t)=sin(at)f(t) = \sin(at), where aa is a real constant.

    • Solution:
      L[sin(at)]=<em>0estsin(at)dtL[\sin(at)] = \int<em>{0}^{\infty} e^{-st} \sin(at) dt Since sin(at)=eiateiat2i\sin(at) = \frac{e^{iat} - e^{-iat}}{2i} L[sin(at)]=12i</em>0est(eiateiat)dt=12i<em>0(e(sia)te(s+ia)t)dtL[\sin(at)] = \frac{1}{2i} \int</em>{0}^{\infty} e^{-st} (e^{iat} - e^{-iat}) dt = \frac{1}{2i} \int<em>{0}^{\infty} (e^{-(s-ia)t} - e^{-(s+ia)t}) dt =12i[e(sia)t(sia)e(s+ia)t(s+ia)]</em>0=12i[1sia1s+ia]= \frac{1}{2i} \left[ \frac{e^{-(s-ia)t}}{-(s-ia)} - \frac{e^{-(s+ia)t}}{-(s+ia)} \right]</em>{0}^{\infty} = \frac{1}{2i} \left[ \frac{1}{s-ia} - \frac{1}{s+ia} \right]
      =12i[s+ia(sia)(sia)(s+ia)]=12i[2ias2+a2]=as2+a2= \frac{1}{2i} \left[ \frac{s+ia - (s-ia)}{(s-ia)(s+ia)} \right] = \frac{1}{2i} \left[ \frac{2ia}{s^2 + a^2} \right] = \frac{a}{s^2 + a^2}
      L[sin(at)]=as2+a2L[\sin(at)] = \frac{a}{s^2 + a^2}

  • Example 4: Find the Laplace transform of f(t)=cos(at)f(t) = \cos(at), where aa is a real constant.

    • Solution:
      L[cos(at)]=ss2+a2L[\cos(at)] = \frac{s}{s^2 + a^2}

  • Example 5: Find the Laplace transform of f(t)=cosh(at)f(t) = \cosh(at), where aa is a real constant.

    • Solution:
      L[cosh(at)]=<em>0estcosh(at)dtL[\cosh(at)] = \int<em>{0}^{\infty} e^{-st} \cosh(at) dt Since cosh(at)=eat+eat2\cosh(at) = \frac{e^{at} + e^{-at}}{2} L[cosh(at)]=12</em>0est(eat+eat)dt=12<em>0(e(sa)t+e(s+a)t)dtL[\cosh(at)] = \frac{1}{2} \int</em>{0}^{\infty} e^{-st} (e^{at} + e^{-at}) dt = \frac{1}{2} \int<em>{0}^{\infty} (e^{-(s-a)t} + e^{-(s+a)t}) dt =12[e(sa)t(sa)+e(s+a)t(s+a)]</em>0=12[1sa+1s+a]= \frac{1}{2} \left[ \frac{e^{-(s-a)t}}{-(s-a)} + \frac{e^{-(s+a)t}}{-(s+a)} \right]</em>{0}^{\infty} = \frac{1}{2} \left[ \frac{1}{s-a} + \frac{1}{s+a} \right]
      =12[s+a+sa(sa)(s+a)]=12[2ss2a2]=ss2a2= \frac{1}{2} \left[ \frac{s+a + s-a}{(s-a)(s+a)} \right] = \frac{1}{2} \left[ \frac{2s}{s^2 - a^2} \right] = \frac{s}{s^2 - a^2}
      L[cosh(at)]=ss2a2L[\cosh(at)] = \frac{s}{s^2 - a^2}

  • Example 6: Find the Laplace transform of f(t)=sinh(at)f(t) = \sinh(at), where aa is a real constant.

    • Solution:
      L[sinh(at)]=as2a2L[\sinh(at)] = \frac{a}{s^2 - a^2}

  • Note:

    1. The gamma function is defined by the improper integral: \Gamma(n) = \int_{0}^{\infty} x^{n-1} e^{-x} dx, n > 0

    2. If nn is a positive integer, then Γ(n+1)=n!\Gamma(n+1) = n!

    3. Γ(n+1)=nΓ(n)\Gamma(n+1) = n \Gamma(n)

    4. Γ(12)=π\Gamma(\frac{1}{2}) = \sqrt{\pi}

  • Find the Laplace transform of f(t)=tnf(t) = t^n, where n > -1

    • Solution:
      L[f(t)]=<em>0estf(t)dt=F(s)L[f(t)] = \int<em>{0}^{\infty} e^{-st} f(t) dt = F(s) Let f(t)=tnf(t) = t^n, then L[tn]=</em>0esttndtL[t^n] = \int</em>{0}^{\infty} e^{-st} t^n dt
      Let x=stx = st, so dt=dxsdt = \frac{dx}{s}
      L[tn]=<em>0ex(xs)ndxs=1sn+1</em>0exxndx=Γ(n+1)sn+1L[t^n] = \int<em>{0}^{\infty} e^{-x} \left( \frac{x}{s} \right)^n \frac{dx}{s} = \frac{1}{s^{n+1}} \int</em>{0}^{\infty} e^{-x} x^n dx = \frac{\Gamma(n+1)}{s^{n+1}}
      If nn is a positive integer, then Γ(n+1)=n!\Gamma(n+1) = n!
      L[tn]=n!sn+1L[t^n] = \frac{n!}{s^{n+1}}

Linearity of Laplace Transforms

  • Let f<em>1(t)f<em>1(t) and f</em>2(t)f</em>2(t) be two functions with Laplace Transforms F<em>1(s)F<em>1(s) and F</em>2(s)F</em>2(s). If c<em>1c<em>1 and c</em>2c</em>2 are any constants, then
    L[c<em>1f</em>1(t)+c<em>2f</em>2(t)]=c<em>1L[f</em>1(t)]+c<em>2L[f</em>2(t)]=c<em>1F</em>1(s)+c<em>2F</em>2(s)L[c<em>1 f</em>1(t) + c<em>2 f</em>2(t)] = c<em>1 L[f</em>1(t)] + c<em>2 L[f</em>2(t)] = c<em>1 F</em>1(s) + c<em>2 F</em>2(s)

  • Example 8: Find the Laplace Transform of f(t)=1+2e3tf(t) = 1 + 2e^{3t}.

    • Solution:
      L[1+2e3t]=L[1]+2L[e3t]=1s+21s3L[1 + 2e^{3t}] = L[1] + 2L[e^{3t}] = \frac{1}{s} + 2 \cdot \frac{1}{s-3}

  • Example 9: Find the Laplace Transform of f(t)=t3+e3t+tf(t) = t^3 + e^{-3t} + \sqrt{t}.

    • Solution:
      L[t3+e3t+t]=L[t3]+L[e3t]+L[t1/2]L[t^3 + e^{-3t} + \sqrt{t}] = L[t^3] + L[e^{-3t}] + L[t^{1/2}]
      =3!s4+1s+3+Γ(3/2)s3/2=6s4+1s+3+π2s3/2= \frac{3!}{s^4} + \frac{1}{s+3} + \frac{\Gamma(3/2)}{s^{3/2}} = \frac{6}{s^4} + \frac{1}{s+3} + \frac{\sqrt{\pi}}{2s^{3/2}}

Heaviside First Shifting Theorem

  • If L[f(t)]=F(s)L[f(t)] = F(s), then L[eatf(t)]=F(sa)L[e^{at} f(t)] = F(s-a), where aa is a real constant.

    • Proof:
      L[f(t)]=<em>0estf(t)dt=F(s)L[f(t)] = \int<em>{0}^{\infty} e^{-st} f(t) dt = F(s) L[eatf(t)]=</em>0esteatf(t)dt=0e(sa)tf(t)dt=F(sa)L[e^{at} f(t)] = \int</em>{0}^{\infty} e^{-st} e^{at} f(t) dt = \int_{0}^{\infty} e^{-(s-a)t} f(t) dt = F(s-a)

  • Example: Find L[t3e4t]L[t^3 e^{4t}].

    • Solution:
      Let f(t)=t3f(t) = t^3, then L[f(t)]=L[t3]=3!s4=F(s)L[f(t)] = L[t^3] = \frac{3!}{s^4} = F(s)
      L[t3e4t]=3!(s4)4=6(s4)4L[t^3 e^{4t}] = \frac{3!}{(s-4)^4} = \frac{6}{(s-4)^4}

Change of Scale Property

  • If L[f(t)]=F(s)L[f(t)] = F(s), then L[f(at)]=1aF(sa)L[f(at)] = \frac{1}{a} F(\frac{s}{a}), a > 0

    • Proof:
      L[f(t)]=<em>0estf(t)dt=F(s)L[f(t)] = \int<em>{0}^{\infty} e^{-st} f(t) dt = F(s) L[f(at)]=</em>0estf(at)dtL[f(at)] = \int</em>{0}^{\infty} e^{-st} f(at) dt
      Let x=atx = at, then t=xat = \frac{x}{a}, and dt=dxadt = \frac{dx}{a}. If t0t \rightarrow 0, then x0x \rightarrow 0, and if tt \rightarrow \infty, then xx \rightarrow \infty
      L[f(at)]=<em>0es(x/a)f(x)dxa=1a</em>0e(s/a)xf(x)dx=1aF(sa)L[f(at)] = \int<em>{0}^{\infty} e^{-s(x/a)} f(x) \frac{dx}{a} = \frac{1}{a} \int</em>{0}^{\infty} e^{-(s/a)x} f(x) dx = \frac{1}{a} F(\frac{s}{a})

  • Example: If L[f(t)]=log(s+3s)L[f(t)] = \log(\frac{s+3}{s}), find L[f(2t)]L[f(2t)].

    • Solution:
      L[f(2t)]=12log(s2+3s2)=12log(s+6s)=logs+6sL[f(2t)] = \frac{1}{2} \log\left( \frac{\frac{s}{2} + 3}{\frac{s}{2}} \right) = \frac{1}{2} \log\left( \frac{s+6}{s} \right) = \log \sqrt{\frac{s+6}{s}}

Second Shifting Theorem

  • If L[f(t)]=F(s)L[f(t)] = F(s) and
    g(t)={f(ta),amp;tgt;a 0,amp;tlt;ag(t) = \begin{cases} f(t-a), &amp; t &gt; a \ 0, &amp; t &lt; a \end{cases}
    then L[g(t)]=easF(s)L[g(t)] = e^{-as} F(s)

  • Example: Find the Laplace transform of
    g(t)={sin(tπ),amp;tgt;π 0,amp;tlt;πg(t) = \begin{cases} \sin(t-\pi), &amp; t &gt; \pi \ 0, &amp; t &lt; \pi \end{cases}

    • Solution:
      Here, f(t)=sin(t)f(t) = \sin(t), a=πa = \pi
      L[g(t)]=easF(s)=eπs1s2+1L[g(t)] = e^{-as} F(s) = e^{-\pi s} \cdot \frac{1}{s^2 + 1}

  • Example: Find the Laplace transform of
    g(t)={t3,amp;tgt;1 0,amp;tlt;1g(t) = \begin{cases} t^3, &amp; t &gt; 1 \ 0, &amp; t &lt; 1 \end{cases}

    • Solution:
      Here, f(t)=t3f(t) = t^3, a=1a = 1
      L[g(t)]=easF(s)=es3!s4=6ess4L[g(t)] = e^{-as} F(s) = e^{-s} \cdot \frac{3!}{s^4} = \frac{6e^{-s}}{s^4}

Differentiation of Laplace Transform (Multiplication by t)

  • If L[f(t)]=F(s)L[f(t)] = F(s), then L[tnf(t)]=(1)ndndsn[F(s)],n=1,2,3,L[t^n f(t)] = (-1)^n \frac{d^n}{ds^n} [F(s)], n = 1, 2, 3, …

  • Example: Find L[tsin3(t)]L[t \sin^3(t)].

    • Solution:
      Here, f(t)=sin3(t)=3sin(t)sin(3t)4f(t) = \sin^3(t) = \frac{3\sin(t) - \sin(3t)}{4}
      L[tsin3(t)]=L[t(3sin(t)sin(3t)4)]=34L[tsin(t)]14L[tsin(3t)]L[t \sin^3(t)] = L\left[ t \left( \frac{3\sin(t) - \sin(3t)}{4} \right) \right] = \frac{3}{4}L[t\sin(t)] - \frac{1}{4} L[t\sin(3t)]
      =34(dds(1s2+1))14(dds(3s2+9))=3s2(s2+1)23s2(s2+9)2= \frac{3}{4} \left( -\frac{d}{ds} \left( \frac{1}{s^2+1} \right) \right) - \frac{1}{4} \left( -\frac{d}{ds} \left( \frac{3}{s^2+9} \right) \right) = \frac{3s}{2(s^2+1)^2} - \frac{3s}{2(s^2+9)^2}

*Example: Find L[te2tcos(3t)]L[te^{2t} \cos(3t)]

  • Solution:
    Let f(t)=e2tcos(3t)f(t) = e^{2t}\cos(3t)
    L[e2tcos(3t)]=s2(s2)2+9=s2s24s+13[Using 1st shifting theorem]L[e^{2t} \cos(3t)] = \frac{s-2}{(s-2)^2 + 9} = \frac{s-2}{s^2-4s+13} \quad \text{[Using 1st shifting theorem]}
    Now, L[te2tcos(3t)]=(1)dds[L[e2tcos(3t)]]L[te^{2t}\cos(3t)] = (-1) \frac{d}{ds}[L[e^{2t}\cos(3t)]]

    =dds[s2s24s+13]= -\frac{d}{ds} \left[ \frac{s-2}{s^2-4s+13} \right]
    =(1)(s24s+13)(s2)(2s4)(s24s+13)2= -\frac{(1)(s^2-4s+13)-(s-2)(2s-4)}{(s^2-4s+13)^2}
    =s24s+13(2s28s+8)(s24s+13)2= -\frac{s^2-4s+13-(2s^2-8s+8)}{(s^2-4s+13)^2}
    =s24s5(s24s+13)2= \frac{s^2-4s-5}{(s^2-4s+13)^2}

Integration of Laplace Transform (Division by t)

  • If L[f(t)]=F(s)L[f(t)] = F(s), then L[f(t)t]=sF(x)dxL\left[ \frac{f(t)}{t} \right] = \int_{s}^{\infty} F(x) dx

  • Example: Find L[sin(at)t]L\left[ \frac{\sin(at)}{t} \right].

    • Solution:
      Let f(t)=sin(at)f(t) = \sin(at)
      L[sin(at)]=as2+a2=F(s)L[\sin(at)] = \frac{a}{s^2+a^2} = F(s)
      L[sin(at)t]=<em>sax2+a2dx=[arctan(xa)]</em>s=π2arctan(sa)L\left[ \frac{\sin(at)}{t} \right] = \int<em>{s}^{\infty} \frac{a}{x^2+a^2} dx = \left[ \arctan\left( \frac{x}{a} \right) \right]</em>{s}^{\infty} = \frac{\pi}{2} - \arctan\left( \frac{s}{a} \right)

*Example: Find L[cos(2t)cos(3t)t]L\left[ \frac{\cos(2t) - \cos(3t)}{t} \right]

Solution:

L[cos(2t)cos(3t)t]=<em>sL[cos(2t)]ds</em>sL[cos(3t)]dsL\left[ \frac{\cos(2t) - \cos(3t)}{t} \right] = \int<em>{s}^{\infty} L[\cos(2t)] ds - \int</em>{s}^{\infty} L[\cos(3t)] ds
=<em>sxx2+4dx</em>sxx2+9dx= \int<em>{s}^{\infty} \frac{x}{x^2+4} dx - \int</em>{s}^{\infty} \frac{x}{x^2+9} dx
=12[log(x2+4)]<em>s12[log(x2+9)]</em>s= \frac{1}{2} \left[ \log(x^2+4) \right]<em>{s}^{\infty} - \frac{1}{2} \left[ \log(x^2+9) \right]</em>{s}^{\infty}
=12[limblog(b2+4b2+9)log(s2+4s2+9)]= \frac{1}{2} \left[ \lim_{b \to \infty} \log\left(\frac{b^2+4}{b^2+9} \right) - \log\left(\frac{s^2+4}{s^2+9} \right) \right]
=12[log(1)log(s2+4s2+9)]= \frac{1}{2} \left[ \log(1) - \log\left(\frac{s^2+4}{s^2+9} \right) \right]
=12log(s2+4s2+9)=12log(s2+9s2+4)= -\frac{1}{2} \log\left(\frac{s^2+4}{s^2+9} \right) = \frac{1}{2} \log\left(\frac{s^2+9}{s^2+4} \right)

Laplace Transform of Derivatives

  • When solving differential equations using Laplace transforms, we need to evaluate quantities like L[dydt]L[\frac{dy}{dt}] and L[d2ydt2]L[\frac{d^2y}{dt^2}].

  • If f(t)f'(t) is continuous for t0t \geq 0, then integration by parts gives
    L[f(t)]=<em>0estf(t)dt=[estf(t)]</em>0<em>0(s)estf(t)dtL[f'(t)] = \int<em>{0}^{\infty} e^{-st} f'(t) dt = [e^{-st} f(t)]</em>{0}^{\infty} - \int<em>{0}^{\infty} (-s) e^{-st} f(t) dt =f(0)+s</em>0estf(t)dt=f(0)+sL[f(t)]= -f(0) + s \int</em>{0}^{\infty} e^{-st} f(t) dt = -f(0) + s L[f(t)]
    Or, L[f(t)]=sF(s)f(0)L[f'(t)] = sF(s) - f(0)

  • Similarly,
    L[f(t)]=<em>0estf(t)dt=[estf(t)]</em>00(s)estf(t)dtL[f''(t)] = \int<em>{0}^{\infty} e^{-st} f''(t) dt = [e^{-st} f'(t)]</em>{0}^{\infty} - \int_{0}^{\infty} (-s) e^{-st} f'(t) dt
    =f(0)+sL[f(t)]=f(0)+s[sF(s)f(0)]= -f'(0) + s L[f'(t)] = -f'(0) + s [sF(s) - f(0)]
    Or, L[f(t)]=s2F(s)sf(0)f(0)L[f''(t)] = s^2 F(s) - sf(0) - f'(0)

  • In a similar manner,
    L[f(t)]=s3F(s)s2f(0)sf(0)f(0)L[f'''(t)] = s^3 F(s) - s^2 f(0) - sf'(0) - f''(0)

  • Theorem: If f,f,f,,f(n1)f, f', f'', …, f^{(n-1)} are continuous on (0,)(0, \infty) and are of exponential order, and if f(n)(t)f^{(n)}(t) is piecewise continuous on (0,)(0, \infty), then
    L[f(n)(t)]=snF(s)sn1f(0)sn2f(0)f(n1)(0)L[f^{(n)}(t)] = s^n F(s) - s^{n-1} f(0) - s^{n-2} f'(0) - … - f^{(n-1)}(0)

*Example: If L[1t]=πsL[\frac{1}{\sqrt{t}}] = \sqrt{\frac{\pi}{s}}, then show that L[t]=π2s3/2L[\sqrt{t}] = \frac{\sqrt{\pi}}{2s^{3/2}}

Solution:

Let f(t)=1tf(t) = \frac{1}{\sqrt{t}}, then f(0)=1f(0) = 1
We know that,
f(t)=12t3/2=12t3f'(t) = -\frac{1}{2t^{3/2}} = \frac{1}{2\sqrt{t^3}}
L[f(t)]=sL[f(t)]f(0)L[f'(t)] = sL[f(t)] - f(0)
L[12t3]=sπs1L[\frac{1}{-2\sqrt{t^3}}] = s \sqrt{\frac{\pi}{s}} - 1
12L[1t3]=sπ1-\frac{1}{2} L[\frac{1}{\sqrt{t^3}}]= \sqrt{s\pi} - 1

Laplace transform of integrals L[0tf(u)du]=F(s)sL[\int_{0}^{t} f(u)du] = \frac{F(s)}{s}

If L[f(t)]=F(s)L[f(t)] = F(s), then

Proof:

Let G(t)=<em>0tf(u)duG(t) = \int<em>{0}^{t} f(u) du Now, G(0)=0    G(t)=f(t)G(0) = 0 \implies G'(t) = f(t) L[G(t)]=sL[G(t)]G(0)L[G'(t)] = sL[G(t)] - G(0) =sL[G(t)]= sL[G(t)] But, L[G(t)]=L[f(t)]L[G'(t)] = L[f(t)] Now,sL[G(t)]=L[f(t)]sL[G(t)] = L[f(t)] L[G(t)]=L[f(t)]sL[G(t)] = \frac{L[f(t)]}{s} L[</em>0tf(u)du]=F(s)sL[ \int</em>{0}^{t} f(u) du] = \frac{F(s)}{s}

Example: Evaluate L[<em>0tSinttdt]L[ \int<em>{0}^{t} \frac{Sint}{t} dt] Solution: f(t)=Sintf(t) = Sint Now L[Sint]=1s2+1L[Sint]= \frac{1}{s^2 + 1} So, L[ \int{0}^{t} \frac{Sint}{t} dt]=\int{s}^{\infty}L \frac{Sint}{t} ds=\int{s}^{\infty}\frac{1}{s^2 + 1}ds<br><br>=[tan^{-1} s]_{s}^{\infty}<br><br>=-tan^{-1} s = Cot^{-1}s</p><ul><li><p>Evaluate</p><ul><li><p>EvaluateL[\int_{0}^{t} e^{-u} \cos(u) du]</p></li><li><p>Solution:<br>Let</p></li><li><p>Solution: <br>Letf(t) = e^{-t} \cos(t)<br><br>L[e^{-t} \cos(t)] = \frac{s+1}{(s+1)^2 + 1} = F(s)<br>Then<br>ThenL[ \int_{0}^{t} e^{-u} \cos(u) du] = \frac{F(s)}{s}= \frac{s+1}{s((s+1)^2 + 1)}</p></li></ul><h3id="25cd87e67e1949fda434e7eda510d72e"datatocid="25cd87e67e1949fda434e7eda510d72e"collapsed="false"seolevelmigrated="true">UnitStepFunctionorHeavisidesUnitFunction</h3><ul><li><p>TheunitsteporHeavisidesunitstepfunction</p></li></ul><h3 id="25cd87e6-7e19-49fd-a434-e7eda510d72e" data-toc-id="25cd87e6-7e19-49fd-a434-e7eda510d72e" collapsed="false" seolevelmigrated="true">Unit Step Function or Heaviside's Unit Function</h3><ul><li><p>The unit step or Heaviside's unit step functionu(t-a)isdefinedasfollows:<br>is defined as follows:<br>u(t-a) = \begin{cases} 0, & 0 \leq t < a \ 1, & t \geq a \end{cases}</p></li><li><p>Inparticular,if</p></li><li><p>In particular, ifa = 0,then<br>, then<br>u(t) = \begin{cases} 0, & t < 0 \ 1, & t > 0 \end{cases}</p></li></ul><h3id="83da52ebd4664c3fa17c83be8c639842"datatocid="83da52ebd4664c3fa17c83be8c639842"collapsed="false"seolevelmigrated="true">LaplaceTransformofUnitStepFunction</h3><ul><li><p></p></li></ul><h3 id="83da52eb-d466-4c3f-a17c-83be8c639842" data-toc-id="83da52eb-d466-4c3f-a17c-83be8c639842" collapsed="false" seolevelmigrated="true">Laplace Transform of Unit Step Function</h3><ul><li><p>L[u(t-a)] = \int{0}^{\infty} e^{-st} u(t-a) dt = \int{0}^{a} e^{-st} u(t-a) dt + \int{a}^{\infty} e^{-st} u(t-a) dt= \int{0}^{a} e^{-st} (0) dt + \int{a}^{\infty} e^{-st} (1) dt = 0 + \left[ \frac{e^{-st}}{-s} \right]{a}^{\infty} = 0 - \frac{e^{-sa}}{-s} = \frac{e^{-sa}}{s}<br><br>L[u(t-a)] = \frac{e^{-sa}}{s}<br>Inparticular,if<br>In particular, ifa = 0,,L[u(t)] = \frac{1}{s}</p></li></ul><h3id="657fb90a1d89459586937a9ef3b7101c"datatocid="657fb90a1d89459586937a9ef3b7101c"collapsed="false"seolevelmigrated="true">InverseLaplaceTransform</h3><ul><li><p>If</p></li></ul><h3 id="657fb90a-1d89-4595-8693-7a9ef3b7101c" data-toc-id="657fb90a-1d89-4595-8693-7a9ef3b7101c" collapsed="false" seolevelmigrated="true">Inverse Laplace Transform</h3><ul><li><p>IfF(s)istheLaplacetransformofafunctionis the Laplace transform of a functionf(t),thatis,if, that is, ifL[f(t)] = F(s),then, thenf(t)iscalledtheinverseLaplacetransformofis called the inverse Laplace transform ofF(s)andiswrittenasand is written asf(t) = L^{-1}[F(s)],and, andL^{-1}iscalledtheinverseLaplacetransformoperator.</p></li><li><p>Forexample,is called the inverse Laplace transform operator.</p></li><li><p>For example,L[e^{at}] = \frac{1}{s-a} \implies e^{at} = L^{-1}\left[ \frac{1}{s-a} \right]</p></li></ul><h3id="a3f2ec492c8343a5b272cf6f675fb6a0"datatocid="a3f2ec492c8343a5b272cf6f675fb6a0"collapsed="false"seolevelmigrated="true">LinearityPropertyofInverseLaplaceTransform</h3><ul><li><p>If</p></li></ul><h3 id="a3f2ec49-2c83-43a5-b272-cf6f675fb6a0" data-toc-id="a3f2ec49-2c83-43a5-b272-cf6f675fb6a0" collapsed="false" seolevelmigrated="true">Linearity Property of Inverse Laplace Transform</h3><ul><li><p>IfF1(s)andandF2(s)aretheLaplacetransformsofthefunctionsare the Laplace transforms of the functionsf1(t)andandf2(t),respectively,thenwehave<br>, respectively, then we have<br>L^{-1}[c1 F1(s) + c2 F2(s)] = c1 L^{-1}[F1(s)] + c2 L^{-1}[F2(s)]<br>where<br>wherec1andandc2areconstants.</p></li></ul><h3id="c7c4e85e2957437ea83af8cbe7e6f08a"datatocid="c7c4e85e2957437ea83af8cbe7e6f08a"collapsed="false"seolevelmigrated="true">FirstShiftingPropertyforInverseLaplaceTransform</h3><ul><li><p>Ifare constants.</p></li></ul><h3 id="c7c4e85e-2957-437e-a83a-f8cbe7e6f08a" data-toc-id="c7c4e85e-2957-437e-a83a-f8cbe7e6f08a" collapsed="false" seolevelmigrated="true">First Shifting Property for Inverse Laplace Transform</h3><ul><li><p>IfL^{-1}[F(s)] = f(t),then, thenL^{-1}[F(s-a)] = e^{at} f(t).</p><ul><li><p>Proof:<br>.</p><ul><li><p>Proof:<br>F(s) = \int{0}^{\infty} e^{-st} f(t) dtF(s-a) = \int{0}^{\infty} e^{-(s-a)t} f(t) dt = \int{0}^{\infty} e^{-st+at} f(t) dt = \int{0}^{\infty} e^{-st} (e^{at} f(t)) dt = L[e^{at} f(t)]<br><br>L^{-1}[F(s-a)] = e^{at} f(t)</p></li></ul></li></ul><h3id="fb2e4495376a4cc3af5cbb247746a415"datatocid="fb2e4495376a4cc3af5cbb247746a415"collapsed="false"seolevelmigrated="true">SummaryTableofLaplaceTransforms</h3><tablestyle="minwidth:75px"><colgroup><colstyle="minwidth:25px"><colstyle="minwidth:25px"><colstyle="minwidth:25px"></colgroup><tbody><tr><thcolspan="1"rowspan="1"><p>S.No.</p></th><thcolspan="1"rowspan="1"><p>F(s)</p></th><thcolspan="1"rowspan="1"><p></p></li></ul></li></ul><h3 id="fb2e4495-376a-4cc3-af5c-bb247746a415" data-toc-id="fb2e4495-376a-4cc3-af5c-bb247746a415" collapsed="false" seolevelmigrated="true">Summary Table of Laplace Transforms</h3><table style="min-width: 75px"><colgroup><col style="min-width: 25px"><col style="min-width: 25px"><col style="min-width: 25px"></colgroup><tbody><tr><th colspan="1" rowspan="1"><p>S.No.</p></th><th colspan="1" rowspan="1"><p>F(s)</p></th><th colspan="1" rowspan="1"><p>f(t)</p></th></tr><tr><tdcolspan="1"rowspan="1"><p>1</p></td><tdcolspan="1"rowspan="1"><p>1/s</p></td><tdcolspan="1"rowspan="1"><p>1</p></td></tr><tr><tdcolspan="1"rowspan="1"><p>2</p></td><tdcolspan="1"rowspan="1"><p></p></th></tr><tr><td colspan="1" rowspan="1"><p>1</p></td><td colspan="1" rowspan="1"><p>1/s</p></td><td colspan="1" rowspan="1"><p>1</p></td></tr><tr><td colspan="1" rowspan="1"><p>2</p></td><td colspan="1" rowspan="1"><p>1/(s-a)</p></td><tdcolspan="1"rowspan="1"><p></p></td><td colspan="1" rowspan="1"><p>e^{at}</p></td></tr><tr><tdcolspan="1"rowspan="1"><p>3</p></td><tdcolspan="1"rowspan="1"><p>1/(s+a)</p></td><tdcolspan="1"rowspan="1"><p></p></td></tr><tr><td colspan="1" rowspan="1"><p>3</p></td><td colspan="1" rowspan="1"><p>1/(s+a)</p></td><td colspan="1" rowspan="1"><p>e^{-at}</p></td></tr><tr><tdcolspan="1"rowspan="1"><p>4</p></td><tdcolspan="1"rowspan="1"><p>a/(s2+a2)</p></td><tdcolspan="1"rowspan="1"><p>sinat</p></td></tr><tr><tdcolspan="1"rowspan="1"><p>5</p></td><tdcolspan="1"rowspan="1"><p>s/(s2+a2)</p></td><tdcolspan="1"rowspan="1"><p>cosat</p></td></tr><tr><tdcolspan="1"rowspan="1"><p>6</p></td><tdcolspan="1"rowspan="1"><p>a/(s2a2)</p></td><tdcolspan="1"rowspan="1"><p>sinhat</p></td></tr><tr><tdcolspan="1"rowspan="1"><p>7</p></td><tdcolspan="1"rowspan="1"><p>s/(s2a2)</p></td><tdcolspan="1"rowspan="1"><p>coshat</p></td></tr><tr><tdcolspan="1"rowspan="1"><p>8</p></td><tdcolspan="1"rowspan="1"><p></p></td></tr><tr><td colspan="1" rowspan="1"><p>4</p></td><td colspan="1" rowspan="1"><p>a/(s^2+a^2)</p></td><td colspan="1" rowspan="1"><p>sin at</p></td></tr><tr><td colspan="1" rowspan="1"><p>5</p></td><td colspan="1" rowspan="1"><p>s/(s^2+a^2)</p></td><td colspan="1" rowspan="1"><p>cos at</p></td></tr><tr><td colspan="1" rowspan="1"><p>6</p></td><td colspan="1" rowspan="1"><p>a/(s^2-a^2)</p></td><td colspan="1" rowspan="1"><p>sinh at</p></td></tr><tr><td colspan="1" rowspan="1"><p>7</p></td><td colspan="1" rowspan="1"><p>s/(s^2-a^2)</p></td><td colspan="1" rowspan="1"><p>cosh at</p></td></tr><tr><td colspan="1" rowspan="1"><p>8</p></td><td colspan="1" rowspan="1"><p>n!/s^{n+1}</p></td><tdcolspan="1"rowspan="1"><p></p></td><td colspan="1" rowspan="1"><p>t^n</p></td></tr><tr><tdcolspan="1"rowspan="1"><p>9</p></td><tdcolspan="1"rowspan="1"><p></p></td></tr><tr><td colspan="1" rowspan="1"><p>9</p></td><td colspan="1" rowspan="1"><p>\frac{b}{(s-a)^2+b^2}</p></td><tdcolspan="1"rowspan="1"><p></p></td><td colspan="1" rowspan="1"><p>e^{at}sin(bt)</p></td></tr><tr><tdcolspan="1"rowspan="1"><p>10</p></td><tdcolspan="1"rowspan="1"><p></p></td></tr><tr><td colspan="1" rowspan="1"><p>10</p></td><td colspan="1" rowspan="1"><p>\frac{s-a}{(s-a)^2+b^2}</p></td><tdcolspan="1"rowspan="1"><p></p></td><td colspan="1" rowspan="1"><p>e^{at}cos(bt)</p></td></tr><tr><tdcolspan="1"rowspan="1"><p>11</p></td><tdcolspan="1"rowspan="1"><p></p></td></tr><tr><td colspan="1" rowspan="1"><p>11</p></td><td colspan="1" rowspan="1"><p>\frac{b}{(s-a)^2-b^2}</p></td><tdcolspan="1"rowspan="1"><p></p></td><td colspan="1" rowspan="1"><p>e^{at}sinh(bt)</p></td></tr><tr><tdcolspan="1"rowspan="1"><p>12</p></td><tdcolspan="1"rowspan="1"><p></p></td></tr><tr><td colspan="1" rowspan="1"><p>12</p></td><td colspan="1" rowspan="1"><p>\frac{s-a}{(s-a)^2-b^2}</p></td><tdcolspan="1"rowspan="1"><p></p></td><td colspan="1" rowspan="1"><p>e^{at}cosh(bt)</p></td></tr></tbody></table><ul><li><p>FindtheinverseLaplacetransformofthefollowingfunctions:</p><ul><li><p></p></td></tr></tbody></table><ul><li><p>Find the inverse Laplace transform of the following functions:</p><ul><li><p>L^{-1}\left[ \frac{3}{s} - \frac{3}{s^2} + \frac{4}{s^3} \right] = 3L^{-1}\left[ \frac{1}{s} \right] - 3L^{-1}\left[ \frac{1}{s^2} \right] + 2L^{-1}\left[ \frac{2}{s^3} \right] = 3 - 3t + 2t^2</p></li><li><p></p></li><li><p>L^{-1}\left[ \frac{2s-5}{9s^2-25} \right] = L^{-1}\left[ \frac{2s}{9s^2-25} - \frac{5}{9s^2-25} \right] = \frac{2}{9} L^{-1}\left[ \frac{s}{s^2-(5/3)^2} \right] - \frac{5}{9} L^{-1}\left[ \frac{1}{s^2-(5/3)^2} \right]<br><br>= \frac{2}{9} \cosh\left( \frac{5}{3}t \right) - \frac{5}{9} \cdot \frac{3}{5} \sinh\left( \frac{5}{3}t \right) = \frac{2}{9} \cosh\left( \frac{5}{3}t \right) - \frac{1}{3} \sinh\left( \frac{5}{3}t \right)</p></li></ul></li><li><p></p></li></ul></li><li><p>L^{-1}[ \frac{1}{(s+1/2)^2 - 1/4} ] = L^{-1}[ \frac{1}{(s+1/2)^2 - (1/2)^2} ] = e^{-t/2}Sinh(t/2)</p></li><li><p></p></li><li><p>L^{-1}[ \frac{3s+1}{(s+1)^4} ]<br>=<br>=L^{-1}[ \frac{3(s+1) - 2}{(s+1)^4} ]<br>=<br>=L^{-1}[ \frac{3(s+1)}{(s+1)^4}] + L^{-1}[ \frac{-2}{(s+1)^4} ]<br>=<br>=3L^{-1}[ \frac{1}{(s+1)^3}] + L^{-1}[ \frac{-2}{(s+1)^4} ]<br>=<br>=3e^{-t}\frac{t^2}{2!} + (-2)e^{-t}\frac{t^3}{3!}<br>=<br>=e^{-t}\frac{3}{2}t^2 + e^{-t}\frac{-1}{3}t^3</p></li></ul><p><em>Evaluate</p></li></ul><p><em>Evaluate2^{-1}[\frac{8s+29}{s^2-12s+32}]Solution:Solution:2^{-1}[\frac{8s+29}{s^2-12s+32}]=2^{-1}[\frac{8s+29}{(s-4)(s-8)}] Usingpartialfractiondecomposition.Using partial fraction decomposition.\frac{8s+29}{(s-4)(s-8)} = \frac{A}{s-4} + \frac{B}{s-8}Crossmultiplyingandcollectingliketerms.Cross multiplying and collecting like terms.8s+29=A(s-8) +B(s-4)Lets=4:Let s=4:84+29 = A(4-8)
32+29=-4A
61=-4A
A=-61/4
Let s=8:
$8*8+29=B(8-4)$
64+29=4B<br><br>B=93/4<br>Therefore,<br><br>Therefore,<br>2^{-1}[\frac{8s+29}{s^2-12s+32}]<br><br>=2^{-1}[\frac{-61}{4(s-4)} + \frac{93}{4(s-8)}] <br><br>=( \frac{-61}{4}e^{4t} + \frac{93}{4}e^{8t})</p><p>Evaluate</p><p>*Evaluate2^{-1}[\frac{5s^2-15s-11}{(s+1)(s-2)^3}]<br>Solution:</p><p><br>Solution:</p><p>\frac{5s^2-15s-11}{(s+1)(s-2)^3} = \frac{A}{s+1} + \frac{B}{s-2} + \frac{C}{(s-2)^2} + \frac{D}{(s-2)^3}</p><p>Multiplyingbothsidesby</p><p>Multiplying both sides by(s+1)(s-2)^3gives<br>gives<br>5s^2-15s-11 = A(s-2