Laplace Transforms
Laplace Transforms
ADVANCED ENGINEERING
MATHEMATICS
Laplace Transforms
Overview
Study Guide
The study of differential equations is greatly related and influenced by the knowledge learned from
Calculus. This requires thorough practice in solving the exercises for better understanding of the topics
covered in the course.
Towards the end of the module, the student is expected to solve the assigned exercises and required
to submit them as instructed. (Note: Instructions will be delivered once the classes start.)
Learning Outcomes
Topic Presentation
Laplace Transforms
Definition
The Laplace Transform of any function, f(t), 0 t is defined as L f (t ) = e − st f (t )dt . This
0
aims to convert complicated functions such as transcendental functions to algebraic functions of
different domain. That is, f (t ) ⎯⎯ ⎯→ F (s)) .
Laplace
L1 = e − st (1)dt = e − st dt Definition
0 0
s
(
L1 = − e − − e 0
1
) e − =
e
1
1
= = 0 and e 0 = 1
Lcos 3t = e − st (cos 3t )dt Definition
0
Lcos 3t = e − st cos 3tdt Evaluate the definite integral, using Integration by Parts
0
For
dv = cos 3tdt
1 − st s u = e − st
0
e − st cos 3tdt =
3
e sin 3t − − e − st sin 3tdt
0
3 Let: ; 1
0
du = − se − st dt v = sin 3t
3
1 − st s
0
e − st cos 3tdt =
3
e sin 3t + e − st sin 3tdt
0 3 0 u = e − st
dv = sin 3tdt
Let: ; 1
du = − se − st dt v = − cos 3t
3
s 1
1 − st s
0
e − st cos 3tdt =
3
e sin 3t + − e − st cos 3t − e − st cos 3tdt
0 3 3 0
0
3
1 − st s s2
0
e − st cos 3tdt =
3
e sin 3t − e − st cos 3t −
0 9 0 9
0
e − st cos 3tdt
s 2 − st 1 s 9
1 + e cos 3tdt = e − st sin 3t − e − st cos 3t Multiply both by
90 3 0 9 0 s +9
2
3 s
0
e − st cos 3tdt =
s +9
2
e − st sin 3t − 2
0 s +9
e − st cos 3t
0
Apply the limits
e − st cos 3tdt = 2
3
(e − sin − e0 sin 0) − 2 s (e − cos − e 0 cos 0)
0 s +9 s +9
Lcos 3t = e − st cos 3tdt = (0) − 2 s (− 1)
3
0 s +92
s +9
The table below shows the formulas derived from the definition of Laplace Transforms:
f (t ) F (s ) = L f (t ) f (t ) F (s ) = L f (t )
1 n!
1 t neat , n = 1,2,3,...
s (s − a )n +1
sinh(at )
n! a
t n , n = 1,2,3,...
s n +1 s − a2
2
cosh(at )
1 s
eat
s−a s − a2
2
sin (at )
a b
eat sinh(bt )
s + a2
2
(s − a )2 − b 2
s−a
cos(at )
s
e at cosh(bt )
s + a2
2
(s − a )2 − b 2
t sin(at )
b 2as
e at sin (bt )
(s − a )2 + b 2 (s 2
+ a2 )
2
s−a s2 − a2
eat cos(bt ) t cos(at )
(s − a )2 + b 2 (s 2
+ a2 )
2
Example 3. Evaluate L e −7 t
Solution:
L e−7t =
1
s − (− 7 )
Use the formula L eat = 1
s−a
L e −7t =
1
s+7
Solution:
By definition, sinh at =
1 at
2
(
e − e − at )
Lsinh at = L (e at − e −at )
1
2
1
2
Lsinh at = L e at − L e − at
1
2
Use the formula L eat = 1
s−a
1 1 1 1
Lsinh at = − Use LCD
2s−a 2s+a
1 s + a − (s − a )
Lsinh at = Simplify
2 (s − a )(s + a )
1 2a
Lsinh at =
a
Lsinh at = 2 Therefore:
2 s − a2 s − a2
2
Evaluating F (s − a )
F (s − a ) = e −( s − a )t f (t )dt Simplify
0
F (s − a ) = e − st + at f (t )dt a m+ n = a m a n
0
F (s − a ) = e −st e at f (t ) d t
0
F (s − a ) = L eat f (t )
Therefore L e at f (t ) = F (s − a )
Linearity Property
Proof:
0 0
Lf (t ) + g (t ) = e − st
f (t )dt + e −st g (t )dt
0 0
s−a
Example 5. Prove that Le at cosh bt =
(s − a )2 − b 2
Solution:
For Lcosh bt = F (s ) =
s
Use First Shift Property
s − b22
s−a
L e at cosh bt =
(s − a )2 − b 2
Alternate Solution:
By definition, cosh at =
1 at
2
(
e + e− at )
1
Le at cosh bt = L e at (e bt + e −bt ) Use Linearity Property
2
1
L e at cosh bt = L e(a+b )t + L e(a−b )t
2
Use the formula L eat = 1
s−a
1
Le at cosh bt =
1 1
+
2 s − (a + b ) s − (a − b )
Le at cosh bt =
1 1 1
+ Use LCD
2 s −a −b s −a +b
1 s −a +b+ s −a −b
Lsinh at =
2 (s − a ) − b(s − a ) + b
1 2 s − 2a s−a
Lsinh at =
2 (s − a )2 − b 2
Therefore:
L e at cosh bt =
(s − a )2 − b 2
Example 6. Evaluate L (1 + cos t )
2
Solution:
2
L (1 + cos t ) = L 1 + 2 cos t + cos 2 t cos 2 t =
1
2
(1 + cos 2t )
L(1 + cos t ) = L1+ 2 Lcos t+ L (1 + cos 2t )
1
2
Use Linearity Property
2
L (1 + cos t ) =
2
3
2
L1+ 2 Lcos t+ Lcos 2t
1
2
COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]
RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig
L (1 + cos t ) =
2
3
2
L1+ 2 Lcos t+ Lcos 2t
1
2
Use Lcos at =
s
s + a2
2
L (1 + cos t )
2
3 1 s 1 s
= + 2 2 + 2
2s s + 1 2 s + 4
L (1 + cos t )
2
1 3
= + 2
4s
+ 2
2 s s +1 s + 4
s
1 5 1
Lcos 3t sin 2t = 2 − 2
2 s + 25 s + 1
− 2 , 0 t 5
Example 8. Evaluate L f (t ) ; where f (t ) =
4 , t 5
Solution:
L f (t ) = e − st f (t )dt Definition of Laplace Transform
0
L f (t ) = e − st (− 2)dt + e − st (4)dt
5
0 5
L f (t ) = −2 e
5
− st
dt + 4 e − st dt
0 5
L f (t ) = − e
2 4
− st 5
+ e − st
s 0 s 5
(
L f (t ) = − e −5 s − e 0 + e − − e 5 s
2
s
4
s
) ( )
L f (t ) = − e + − e
2 −5 s 2 4 5 s
s s s
L f (t ) = − e −5 s +
6
s
2
s
or L f (t ) = − (
2 −5 s
s
3e − 1 )
Multiplication by power of t
If L f (t ) = F (s ) , then L t n f (t ) = (− 1) n dn
ds n
F (s ), where “n” is a natural number greater than
zero.
Proof:
F (s ) = e −st f (t )dt
Definition of Laplace Transform
0
ds
( )
F (s ) = 0 − te−st f (t )dt
d
ds
F (s ) = 0 e −st − tf (t )dt = −0 e −st tf (t )dt
d
ds
d
F (s ) = − Ltf (t )
ds
Therefore Ltf (t ) = −
d
F (s ) , for n = 1.
ds
For n = k
L t k f (t ) = e −st t k f (t )dt = (− 1)
0
k dk
ds k
F (s )
d − st k d dk
e t f (t )dt = (− 1)k F (s ) Differentiate both sides
ds 0
ds ds k
( )
k +1
d
0 ds e t f (t ) dt = (− 1) ds k +1 F (s )
− st k k d
)
k +1
0
(− te − st
t k
f (t ) dt = (− 1)k d
ds k +1
F (s )
( )
k +1
− e t f (t ) dt = (− 1) F (s )
− st k +1 k d
Multiply both by – 1
0 dsk +1
( )
k +1
0 e − st
t k +1
f ( t ) dt = (− 1)( − 1 )k d
F (s )
ds k +1
( )
L t k +1 f (t ) = e −st t k +1 f (t ) dt = (− 1)
0
k +1 d k +1
ds k +1
F (s )
Since for both n = 1 and n = k are true, then it also holds for n = k + 1 , n = k + 2 and so on.
Therefore L t f (t ) = (− 1)
n dn
ds n
F (s ) n
s2 − a2
Example 9. Prove that Lt cos at =
(s 2
+ a2 )
2
Solution:
n
Lt cos at = (− 1) (Lcos at)
n d
Use Multiplication by power of t
ds n
d
Lt cos at = (− 1) 2
s
2
where n = 1
ds s + b
(s 2 + b 2 )(1) − s(2s )
Lt cos at = − d (uv ) = udv + vdu
(s 2 + b 2 )2
b2 − s2 s2 − a2
Lt cos at = − Therefore: Lt cos at =
(s 2 + b 2 ) (s )
2 2
2
+ a2
Solution:
For Lt 3 = Use Lt n =
3! n!
s 3+1
s n +1
L t 3 e − 4t = 3!
First Shift Property
s − (− 4)3+1
L t 3 e − 4t = 6
(s + 4)4
Alternate Solution: Use Multiplication by power of t
L t 3 e − 4t = (− 1)
d3
3
L e − 4t
3
( ) where n = 1
ds
d 1
3
1
L t 3 e − 4t =− 3 L e at =
ds s + 4 s−a
d3 1
For ;
ds 3 s+4
1
Let y = ; required: y’’’
s+4
1 k dv
y= d = −k 2
s+4 v v
d (s + 4) 1
y ' = (− 1) y' = −
(s + 4)2 (s + 4)2
d (s + 4)
2
y ' ' = −(− 1) General Power Formula (GPF)
(s + 4)
2 2
2(s + 4 )(1) am
y' ' = Simplify using = am−n
(s + 4)4 a n
2
y' ' =
(s + 4)3
Further,
d (s + 4)3
y ' ' ' = −2
(s + 4)3 2
3(s + 4) (1)
2
y ' ' ' = −2
GPF
(s + 4 )
6
−6
y' ' ' =
(s + 4)4
Then
d3 1 6
y' ' ' = 3 =−
ds s + 4 (s + 4)4
Finally,
L t 3 e −4t = (− 1)
3 d3 1
ds3 s + 4
6
L t 3 e − 4t = − −
4
(s + 4 )
Therefore,
L t 3 e − 4t =
6
(s + 4)4
• Laplace Transforms
1. https://www.youtube.com/watch?v=RxhPV_AfYqU&list=PLm0MV9wqmPgiH4P7o04AG0W8DNNIM7O9r&
index=44
2. https://www.youtube.com/watch?v=FHsQnW2crUg&list=PLm0MV9wqmPgiH4P7o04AG0W8DNNIM7O9r
&index=45
3. https://www.youtube.com/watch?v=qPgwkluVz4A&list=PLm0MV9wqmPgiH4P7o04AG0W8DNNIM7O9r&i
ndex=46
4. https://www.youtube.com/watch?v=nx7UOozIS2E&list=PLm0MV9wqmPgiH4P7o04AG0W8DNNIM7O9r&i
ndex=47
5. https://www.youtube.com/watch?v=Plk8B_iUMV0&list=PLm0MV9wqmPgiH4P7o04AG0W8DNNIM7O9r&
index=48
6. https://www.youtube.com/watch?v=7AmvMLeGNUM&list=PLm0MV9wqmPgiH4P7o04AG0W8DNNIM7O
9r&index=50
7. https://www.youtube.com/watch?v=YfLmM0CnMiw&list=PLm0MV9wqmPgiH4P7o04AG0W8DNNIM7O9r
&index=51
• Transform of Derivatives
https://www.youtube.com/watch?v=PaWj_j_mUOc
Exercises
Score: ________
Laplace Transforms Name: ____________________________________________
Section/Schedule: _____________________________
Solve the following problems.
I. Using the definition of Laplace Transforms: L f (t ) = e − st f (t )dt , evaluate the following:
0
5
1. L
2. L e −3t
3
5. L e 2t cos 2t
6. L e −3t sin 5t
Using the derived formulas, find the Laplace Transforms of the following:
1. f (t ) =
5 2. f (t ) = e −3t
3
3. f (t ) = sin 5t 4. f (t ) = t 2
11. f (t ) = (1 + cosh t )2
12. f (t ) = sin 2 (t + )
− 1, 0 t 3
15. f (t ) = 2t , 3 t 4
1, t4
Exercise #5
Score: ________
Laplace and Inverse Laplace Transforms Name: ____________________________________________
Section/Schedule: _____________________________
Solve the following problems.
1. L e −2t sin 3t
2. L 1 − t 4 e −2t
3. L t 3 cos 2t
4. L e −3t cosh 3 t
1 ; 0 t 7
7. Given that f (t ) = ; find F(s)
5 ; t 7
8. If = ; find the Laplace transform of the figure shown:
6
7
9. Find the Inverse Laplace Transforms:
7s + 2
2
2s + s 2 − 3
10. Find the Inverse Laplace Transforms:
(
s s2 + 1 )
3
11. Find the Inverse Laplace Transforms: ; use Partial Fractions
(
s s +1
2
)
3
12. Find the Inverse Laplace Transforms: ; use Convolution
(
s s +1
2
)
13. Solve using Laplace Transforms y"+4 y = t − 2 sin t ; y(0) = −1 , y ' (0) = 2 ,
“The greater the support behind you, the closer you can get to your goal.”
- Hatake Kakashi