Unit 3 Maths
Unit 3 Maths
Definition: Let f (t) be defined for all t ≥ 0, then the improper integral
Z∞
e−st f (t)dt
0
is defined as the Laplace transform of f (t), if the integral exists. Symbolically, we write
Z∞
L [f (t)] = e−st f (t)dt = F (s)
0
Note:
c
1.L [c] = , s > 0 and c is constant.
s
Proof
R∞
By defn., L [f (t)] = e−st f (t)dt
0
R∞
L [c] = e−st .cdt
0
∞
R∞ e−st
−st
= c e dt = c
0 −s 0
−st ∞
e
=c −
s 0
−∞ 0
e e e−∞ = 0, e0 = 1
=c − − − ∵t>0
s s
1
= c (0) − −
s
1
=c 0+
s
c
∴ L [c] =
s
1
In particular, L [1] = and L [0] = 0.
s
1
2. L [eat ] = , s > a.
s−a
R∞
Proof By defn.,L [f (t)] = e−st f (t)dt
0
R∞
L [eat ] = e−st .eat dt
0
R∞
= e−st+at dt
0
u
R∞ Ru eax
−(s−a)t ax
= e dt e dx =
0 l a l
∞
e−(s−a)t
=
−(s − a) 0
−(s−a)t ∞
e
= −
(s − a) 0
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−1 3.3
e−∞ e0
= − − −
(s − a) (s − a)
1
= (0) − −
(s − a)
1
= 0+
(s − a)
1
=
(s − a)
1
3.L [e−at ] = , s > a.
s+a
Proof
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−1 3.4
n!
4.L [tn ] = , if s > 0 and n = 0, 1, 2, · · · .
sn+1
Proof
R∞
L [f (t)] = e−st f (t)dt
0
R∞
L [tn ] = e−st .tn dt
0
du
Put st = u ∴ dt =
s
when t = 0, u = 0 and t = ∞, u = ∞
n
R∞ −u
u n du
∴ L [t ] = e .
0 s s
1 R∞
= e−u .u(n+1)−1 du
sn+1 0
1
= Γ(n + 1) ∵ if n + 1 > 0, s > 0.
sn+1
and we know Γ(n + 1) = n! if n is positive integer.
n!
∴ L [tn ] =
sn+1
Note:Formula to remember!!!
p
1. When n is rational function i.e., with q ̸= 0,
q
Γ(n + 1) = nΓ(n)
√
2. Γ(1/2) = π
u
Ru eat
at
3. e sin btdt = 2 (a sin bt − b cos bt)
l a + b2 l
u
Ru at eat
4. e cos btdt = 2 (a cos bt + b sin bt)
l a + b2 l
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−1 3.5
s
5.L [cos at] = , if s > 0 .
s 2 + a2
Proof
R∞
L [f (t)] = e−st f (t)dt
0
R∞
L [cos at] = e−st cos atdt
0
R∞
= e−st cos atdt
0
∞
e−st
= 2 (−s cos at + a sin at)
s + a2 0
1
= (0) − (−s.1 + a.0) ∵s>0
s 2 + a2
s
= − − 2
s + a2
s
=
s2 + a2
a
6. L [sin at] = , if s > 0.
s2 + a2
Proof
R∞
L [f (t)] = e−st f (t)dt
0
R∞
L [sin at] = e−st sin atdt
0
R∞
= e−st sin atdt
0
∞
e−st
= 2 (−s sin at − a cos at)
s + a2 0
1
= (0) − (−s.0 − a.1) ∵s>0
s + a2
2
a
= − − 2
s + a2
a
=
s2 + a2
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−1 3.6
Solution:
R∞
L [f (t)] = e−st f (t)dt
0
R∞ Substitution method.
L t−1/2 = e−st .t−1/2 dt
0
du
Put st = u ∴ dt =
s
when t = 0, u = 0 and t = ∞, u = ∞
R∞ u −1/2 du
∴ L t−1/2 = e−u .
0 s s
R∞ u−1/2 du
= e−u . .
0 s−1/2 s
R∞ u−1/2
= e−u . du
0
1
− +1
s 2
1 R∞ −u (1/2)−1
=√ e .u du
s0
1
= √ Γ(1/2)
s
√
and we know Γ(1/2) = π
√
1/2 π
∴ L t = √
s
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−1 3.7
Solution:
R∞
L [f (t)] = e−st f (t)dt
0
R∞ Substitution method
L t1/2 = e−st .t1/2 dt
0
du
Put st = u ∴ dt =
s
when t = 0, u = 0 and t = ∞, u = ∞
R∞ u 1/2 du
∴ L t1/2 = e−u .
0 s s
R∞ u1/2 du
= e−u . .
0 s1/2 s
R∞ u(1/2+1)−1
= e−u . du
0
1
+1
s2
1 R∞
= e−u .u(3/2)−1 du
s3/2 0
1
= Γ(3/2)
s3/2
1 1
= Γ +1
s3/2 2
√
and we know Γ(n + 1) = nΓ(n) and Γ(1/2) = π
√
1 1 1 π
∴ L t1/2 = 3/2 Γ = 3/2
s 2 2 2s
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−2 3.8
1. Linearity Property:
Let f (t) and g(t) be any two functions whose Laplace transform
exist and a,b are any two constants then
Proof:
Z∞
L [af (t) + bg(t)] = e−st [af (t) + bg(t)] dt
0
Z∞ Z∞
−st
= e af (t)dt + e−st bg(t)dt
0 0
Z∞ Z∞
= a e−st f (t)dt + b e−st g(t)dt
0 0
= aL [f (t)] + bL [g(t)]
Proof:
Z∞
L eat f (t) = e−st eat f (t) dt
0
Z∞
= e−st+at f (t)dt
0
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−2 3.9
Z∞
= e−(s−a)t f (t)dt
0
= F (s − a) if s − a > α.
1 s
If L [f (t)] = F (s), then L [f (at)] = F ,a > 0
a a
Proof:
R∞
Now L [f (at)] = e−st f (at)dt
0
du
Put at = u ∴ adt = du ⇒ dt = ,a > 0
a
when t = 0, u = 0 and t = ∞ ⇒ u = ∞
−su
R∞ du
∴ L [f (at)] = e a f (u)
0 a
1 R∞ −(s/a)u 1 s
= e f (u)du = F
a0 a a
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−2 3.10
Solution:
eat − e−at
L [sinh at] = L
2
1
L eat − e−at
=
2
1 at
L e − L e−at
=
2
1 1 1
= −
2 s−a s+a
1 (s + a) − (s − a)
We know,
= eat − e−at
2 (s − a)(s + a) cosh at =
2
1 s + a − s + a)
=
2 (s − a)(s + a)
1 2a
=
2 (s − a)(s + a)
a
=
s − a2
2
Solution:
eat + e−at
L [cosh at] = L
2
1 at
L e + e−at
=
2
1 at
L e + L e−at
=
2
1 1 1
= +
2 s−a s+a
1 (s + a) + (s − a)
We know,
= eat + e−at
2 (s − a)(s + a) cosh at =
2
1 s + a + s − a)
=
2 (s − a)(s + a)
1 2s
=
2 (s − a)(s + a)
s
=
s − a2
2
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−2 3.11
Note:Formula to remember!!!
1
1. cos A cos B = [cos (A − B) + cos (A + B)]
2
1 Treat as A > B.
2. sin A sin B = [cos (A − B) − cos (A + B)]
2
1 Treat as A > B.
3. sin A cos B = [sin (A + B) + sin (A − B)]
2
1 Treat as A > B.
4. cos A sin B = [sin (A + B) − sin (A − B)]
2
1
5. cos2 A = [1 + cos 2A]
2
1
6. sin2 A = [1 − cos 2A]
2
1
7. sin3 A = [3 sin A − sin 3A]
4
1
8. cos3 A = [3 cos A + cos 3A]
4
sin A sin B =
1
=L [cos (3t − 2t) − cos (3t + 2t)] 1
2 [cos (A − B) − cos (A + B)]
2
1
= L [cos (3t − 2t) − cos (3t + 2t)]
2
1
= L [cos t − cos 5t]
2
1 Use formula
= [L [cos t] − L [cos 5t]]
2
1 s s
= −
2 s2 + 1 2 s2 + 5 2
1 s s Simplification
= −
2 s2 + 1 s2 + 25
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−2 3.12
s s2 + 25 − (s2 + 1)
=
2 (s2 + 1)(s2 + 25)
s s2 + 25 − s2 − 1
=
2 (s2 + 1)(s2 + 25)
Simplification
s 24
=
2 (s2 + 1)(s2 + 25)
Solution:
2 1 cos2 θ = 1+cos 2θ
L [cos 3t] = L [1 + cos 2(3t)] 2
2
1
= [L [1 + cos 6t]]
2
1
= [L [1] + L [cos 6t]]
2
1 1 s
= +
2 s s2 + 6 2
1 1 s
= +
2 s s2 + 36
1 s2 + 36 + s
=
2 s(s2 + 36)
1 s2 + s + 36
=
2 s(s2 + 36)
L e−5t t7 = L t7 s→(s+5)
7!
=
s8 s→(s+5)
7!
=
(s + 5)8
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S2/SLO−1 3.13
(or multiplication by tn )
dn
If L [f (t)] = F (s) then L [tn f (t)] = (−1)n [L [f (t)]]
dsn
1. Find the Laplace transform of L [t cos 3t]
Solution:
d
L [tf (t)] = − [L [f (t)]]
ds
d
L [t cos 3t] = − [L [cos 3t]]
ds
d s
= −
ds s2 + 32
2
(s + 9).1 − s(2s)
= −
(s2 + 9)2
2
s + 9 − 2s2
Putting n = 1 in the above formula
= −
(s2 + 9)2
9 − s2
= −
(s2 + 9)2
2
s −9
=
(s2 + 9)2
Note:
Solution:
Z∞
f (t)
∴ L = L [f (t)] ds
t
s
Z∞
1 − cos 2t
L = L [1 − cos 2t] ds
t
s
Z∞
1 s
= − ds
s s2 + 4
s
Z∞
1 1 2s
= − ds
s 2 s2 + 4
s ∞
1 2
= log s − log s + 4
2 s
1 ∞
= 2 log s − log s2 + 4 s
2
1 ∞
= log s2 − log s2 + 4 s
2 2 ∞
1 s
= log 2
2 s +4 s
∞
1 s2
= log
2 4
s2 1 + 2
s s
1
(log 1) − 1
=
2 4
1+
s2
1(0) − 1
=
2 4
1+ 2
s
2 −1
1 s
= log 2
2 s +4
2
1 s +4
= log
2 s2
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S2/SLO−1 3.15
e−at − e−bt
2. Find L
t
Solution:
Z∞
f (t)
∴ L = L [f (t)] ds
t
s
Z∞
e−at − e−bt
L e−at − e−bt ds
L =
t
s
Z∞
1 1
= − ds
s+a s+b
s
= [log(s + a) − log(s + b)]∞
s
∞
s+a
= log
s+b s
∞
a
s 1 + s
=
log
b
s 1 +
s
∞s
a
1 + s
=
log
b
1+
s
s
a
1 + s
= (log 1) − log
b
1+
s
−1
s+a
= log
s+b
s+b
= log
s+a
cos at cos at
Note: L does not exist because the function is
t t
discontinuous at t = 0.
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S2/SLO−1 3.16
Solution:
sinat sin at
∵ lim =a∴ L exists. Here f (t) = sin at
t→0 t t
Z∞
f (t)
∴ L = L [f (t)] ds
t
s
Z∞
sin at
L = L [sin at] ds
t
s
Z∞
a
= ds
s 2 + a2
s ∞ R dx 1 −1 x
1 −1 s = tan
= a. tan x 2 + a2 a a
a a
s i∞ s
π s
h
= tan−1 Let θ = − tan−1
a s 2 a
−1 s π
h s i
tan (∞) − tan−1
−1 ⇒ tan =θ−
=
hπ a s a 2
π
−1 s ⇒ = tan θ −
i
= − tan as 2
2 a
s ⇒ = cot (θ)
= cot−1 a
a s
⇒ cot−1 = (θ)
a
cos at − cos bt
4. Find L
t
Solution:
cos at − cos bt
∵ is a product of sines, it is continuous.
t
cos at − cos bt
∴ L exists.
t
R∞
s s
= − ds
s s 2 + a2 s 2 + b 2
R∞ 1 2s
1 2s
= − ds
s 2 s 2 + a2 2 s 2 + b 2
hai
1 ∞
= [log(s2 + a2 ) − log(s2 + b2 )]s log a − log b = log
2 b
2 ∞
1 (s + a2 )
= log
2 (s2 + b2 ) s
∞
a2
2
1 s 1 + s2
= log
2 2 b2
s 1+ 2
s s
∞
a2
1 +
1 s2
= log
2
2 b
1+ 2
s s
a2
Upper limit − Lower limit
1 1 + s2
= (log 1) − log substituion
2 b2
1+ 2
s
2
(s + a2 )
1
= 0 − log
2 (s2 + b2 )
2
(s + a2 )
1
= − log
2 (s2 + b2 )
" −1 #
1 (s2 + a2 )
= log
2 (s2 + b2 )
2
(s + b2 )
1
= log
2 (s2 + a2 )
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S2/SLO−2 3.18
Rt
L [f (t)]
• L f (t)dt =
0 s
Rt
1. Find the Laplace transform of te−t sin tdt
0
Solution:
Rt L [te−t sin t]
L te−t
sin tdt = Use multiplication by t property
0 s
d
− [L [e−t sin t]]
= ds
s
d
− [L [sin t]]s→s+1 Use first Shifting property
= ds
s
d 1
−
ds s2 + 12 s→s+1
=
s
d 1
−
ds (s + 1)2 + 1
=
s
((s + 1)2 + 1).0 − 1.(2(s + 1).1)
−
[(s + 1)2 + 1]2
=
s
1 2(s + 1) 2(s + 1)
= 2 =
s [s2 + 2s + 2] s [s2 + 2s + 2]2
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S3/SLO−1 3.19
2
=
(s + 1)3
= e0 .0 = 0 − − − (1)
2
and R.H.S.: lim sF (s) = lim s.
s→∞ s→∞ (s + 1)3
2s
= lim
s→∞ (s + 1)3
2s
= lim
s→∞ 1
s3 (1 + )3
s
2
= lim = 0 − − − (2)
s→∞ 1
s2 (1 + )3
s
From (1)& (2), lim f (t) = lim sF (s)
t→0 s→∞
Hence verified.
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S3/SLO−1 3.20
Solution:
L.H.S=R.H.S=1
Solution:
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S3/SLO−1 3.21
L.H.S=R.H.S=a
Solution:
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S3/SLO−1 3.22
1
= + [L [sin t]]s→(s+1) + [L [cos t]]s→(s+1)
s
1 1 s
= + 2 + 2
s s + 1 s→(s+1) s + 1 s→(s+1)
1 s+1 (s + 1)
= + +
s (s + 1) + 1 (s + 1)2 + 1
2
= 1 + 0 = 1 − − − −(1)
1 1 (s + 1)
R.H.S:lim sF (s) = lim s. + +
s→0 s→0 s (s + 1) + 1 (s + 1)2 + 1
2
s s(s + 1)
= lim 1 + +
s→0 (s + 1)2 + 1 (s + 1)2 + 1
s s(s + 1)
= lim 1 + lim + lim
s→0 s→0 (s + 1)2 + 1 s→0 (s + 1)2 + 1
= 1 + 0 + 0 = 1 − − − −(2)
Hence verified.
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S3/SLO−2 3.23
= [L [t2 + 4t + 4]]s→(s+1)
2 4 4
= 3
+ 2
+
(s + 1) (s + 1) (s + 1)
= L.H.S=R.H.S=0
Solution:
L.H.S=R.H.S=0
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−1 3.24
If the Laplace transform of a function f (t) is F (s), then f (t) is called the inverse Laplace transform
of F (s).
1
L−1
1
2. L[t] = s2
,s >0 s2
=t
tn
n!
L−1 1
3. L [tn ] = sn+1
, n = 1, 2, 3, · · · sn+1
= n!
,n = 1, 2, 3, · · ·
Γ(α+1)
L [tα ] = tα
sα+1 −1 1
4. L =
α is a real number > −1 sα+1 Γ(α + 1)
1
L−1 1
5. L [eat ] = s−a
,s >a s−a
= eat
L [e−at ] = 1
L−1 1
= e−at
6. s+a
,s > −a s+a
a
L−1 1 sinat
7. L[sin at] = s2 +a2
,s > 0 s2 +a2
= a
s
L−1 s
8. L[cos at] = s2 +a2
,s > 0 s2 +a2
= cosat
a
L−1 1 sinhat
9. L[sin hat] = s2 −a2
, s > |a| s2 −a2
= a
s
L−1 s
10 L[cos hat] = s2 −a2
, s > |a| s2 −a2
= coshat
If L [f (t)] = F (s) and L [G(t)] = G(s) then L−1 [aF (s) + bG(s)] = aL−1 [F (s)] + bL−1 [G(s)]
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S5/SLO−2 3.25
Solution
= 3cos3t + 2. 13 sin 3t
= 3cos3t + 23 sin 3t
then
h i
s+1
2. Find L−1 (s+4)2
.
Solution
= e−4t L−1
s−3
s2
= e−4t L−1
1 2
s
− s2
= e−4t [1 − 2t]
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S5/SLO−2 3.26
h i
s2 −3s+4
1. Find L−1 s3
.
Solution
h i
s2 −3s+4
L−1 = L−1
1
− 3 s12 + 4 s13
s3 s
= Ans.1 − 3t + 2t2
h i
−1 s
2. Find L (s+6)3
.
Ans.te−6t (1 − 3t)
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S5/SLO−2 3.27
d −1
L−1 [sF (s)] = f ′ (t) =
L [F (s)]
dt
In general, L−1 [sn F (s)] = f (n) (t), if f (0) = 0, f ′ (0) = 0, · · · , f n−1 (0) = 0
h
F (s)
i Rt
2. If L−1 [F (s)] = f (t), then L−1 s
= f (t)dt.
0
h
F (s)
i Rt Rt
Similarly, L−1 s2
= f (t)dtdt.
0 0
Solution:
Let F ′ (s) = s
(s2 +a2 )2
,—(1)
s
R
F (s) = (s2 +a2 )2
ds
1
(s2 + a2 )−2 .2sds
R
= 2
Alter that to integrate.
t sin at t sin at
= 2 a
= 2a
h i
1
2. Find L−1 s(s+1)3
Solution:
h i h i
−1 1 −1 F (s)
L s(s+1)3
=L s
,
1
where F (s) = (s+1)3
h i Rt
∴ L−1 1
s(s+1)3
= 0
L−1 [F (s)]dt
Rt h i
= 0
L−1 1
(s+1)3
dt
Rt
e−t L−1
1
= 0 s3
dt
Rt t2
= 0
e−t · 2!
dt
Rt
= 1
2 0
t2 e−t dt
h −t
it
1 e−t e−t
= 2
t2 e−1 − 2t · (−1)2
+2· (−1)3
0
= 12 [−e−t (t2 + 2t + 2) + 2]
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S5/SLO−2 3.29
h i
1. Find L−1 s+2
(s2 +4s+5)2
Solution:
Solution:
s+1
Let F (s) = log s−1
= log(s + 1) − log(s − 1)
∴ F ′ (s) =
et −e−t
sin ht = 2
2
Ans. t
sin ht
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S5/SLO−2 3.30
Solution:
∴ F ′ (s) =
1
Ans. t
sin 2t
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S6/SLO−1 3.31
Partial fractions play an important role in finding inverse Laplace transforms. Use the following
technique to decompose the rational expressions for solving the inverse Laplace transform problems.
Formula to remember!!!
Nr A B C O
II = + + + · · · +
(x − a)(x − b)n (x − a) (x − b) (x − b)2 (x − b)n
Nr A Bx + C
III = +
(x − a)(x2 + bx + c) (x − a) (x2 + bx + c)
Working Procedure:
h i
s+2
1. Find L−1 s(s+4)(s+9)
.
Solution
s+2
Let F (s) = s(s+4)(s+9)
∴ L−1 [F (s)] = 1 −1 1 −1
− L−1 45
1 1
7
1
18
L s
+ 10
L s+4 s+9
Apply standard formulae
e−4t 7e−9t
L−1 = 1 & L−1 = e−at
1
1 1
= 18
+ 10
− 45 s s+a
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S6/SLO−1 3.33
h i
s2 +16
1. Find L−1 (s +1)(s2 +4)
2 .
Solution
s2 +16
Given F (s) = (s2 +1)(s2 +4)
x+16 A B
∴ (x+1)(x+4)
= (x+1)
+ (x+4)
− − − (1)
=⇒ x + 16 = A(x + 4) + B(x + 1)
Substituting x = −1
Put x = −1 Put x = −4 to eliminate B and get
15 = A(3) + 0 12 = A(0) + B(−3) the value of A like,
A=5 B = −4 substituting x = −4 to
eliminate A and get the
value of B
h i h i
∴ s2 +16
=5 1
−4 1 Replace x by s2 in (i)
(s2 +1)(s2 +4) (s2 +1) (s2 +4)
−1
h
1
i
−1 1 2
=5L (s2 +1)
− 4L 2
2 (s +4)
1 −1 h 2 i
h i h i
=5L −1 1
(s2 +1)
−4 L (s2 +4)
∵ L−1 a
(s2 +a2 )
= sin at
2
= 5 sin t − 2 sin 2t
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S6/SLO−2 3.34
h i
4s+5
2. Find L−1 (s−1)2 (s+2)
.
Solution
4s+5
Let F (s) = (s−1)2 (s+2)
tn
L−1 1
h i 1 sn+1
= n!
,
= 13 et + 3et L−1 1
− e−2t
L−1 1
= e−at ,
(s)2
3 s+a
L−1 1
s−a
= eat .
1
= 13 et + 3tet − e−2t
3
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S6/SLO−2 3.35
h i
5s+3
3. Find L−1 (s−1)(s2 +2s+5)
.
5s+3
Let F (s) = (s−1)(s2 +2s+5)
∵ s2 + 2s + 5 can not be
Splitting into partial fractions, we get
factorised. So, Type III
5s+3 A Bs + C
(s−1)(s2 +2s+5)
= + 2
(s − 1) (s + 2s + 5)
1 −s + 2
∴ F (s) = + 2
(s − 1) (s + 2s + 5)
1 s−2
= − 2
(s − 1) (s + 2s + 5)
e−t
= et − 2
[2 cos 2t − 3 sin 2t]
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S6/SLO−2 3.36
h i
s2 −2s+3
2. Find L−1 (s−1)2 (s+1)
.
Solution
s2 −2s+3
Let F (s) = (s−1)2 (s+1)
tn
L−1 1
h i 3 sn+1
= n!
,
= 12 et + et L−1 1
− e−2t
L−1 1
= e−at ,
(s)2
2 s+a
L−1 1
s−a
= eat .
3
= 12 et + tet − e−2t
2
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S7/SLO−1 3.37
Definition
Let f (t) and g(t) be two functions defined for all t ≥ 0. The convolution of f (t) and g(t) is defined
as the integral
Rt
f u)g(t − u)du.
0
Rt
∴ f (t) ∗ g(t) = f (u)g(t − u)du
0
Note:
Convolution Theorem
Solution
s 1
F (s) = s2 +a2
and G(s) = s2 +a2
h i
L−1 s
= L−1 s 1
(s2 +a2 )2 s2 +a2
· s2 +a2
h i h i
= L−1 s
∗ L−1 1 by convolution
(s2 +a2 ) (s2 +a2 )
= cos at ∗ a1 sin at
Rt
= cos au. a1 sin a(t − u)du
0
1
Rt
= 2a 0
2 sin(at − au) cos audu
1
Rt
= 2a 0
{sin(at − au + au) + sin(at − au − au)}du
1
Rt
= 2a 0
{sin at + sin(at − 2au)}du
h it
1 cos(at−2au)
= 2a
sin at · u − −2a
0
1 1 cos at 1
= 2a
t sin at + 2a
cos at − 0 + 2a
= 2a
t sin at
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S7/SLO−2 3.39
1 1
∴ F (s) = s
and G(s) = s2 −a2
h i
∴ L−1 1
= L−1 1
∗ L−1 1
s(s2 −a2 ) s s2 −a2
Rt
= 1 ∗ a1 sinh at = 1
a 0
sinh au · 1du
Here
f (t) = sinh at, g(t) = 1 ∴ f (u)g(t − u) = f (u) · 1 = sin hau
h i
∴ L−1 1
s(s2 −a2 )
1
cos hau t
= a a 0
1 1 ∵ cos h0 = 1
= a2
[cos hat − cosh 0] = a2
[cos hat − 1]
h i
s2
3. Find L−1 (s2 +a2 )(s2 +b2 )
using convolution theorem.
Solution
h i
s2
L−1 = L−1 s s
(s2 +a2 )(s2 +b2 ) s2 +a2
· s2 +b2
= L−1 s
∗ L−1 s
s2 +a2 s2 +b2
= cos at ∗ cos bt
Rt
= 0
cos au · cos b(t − u)du
1
Rt
= 2 0
2 cos au cos(bt − bu)du
1
Rt
= 2 0
[cos{(a − b)u + bt} + cos((a + b)u − bt)]du
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S7/SLO−2 3.40
1
= 2(a−b)
[sin{(a − b)t + bt} − sin{(a − b) · 0 + bt}] +
1
2(a+b)
[sin{(a + b)t − bt} − sin(0 − bt)]
1 1
= 2(a−b)
(sin at − sin bt) + 2(a+b)
(sin at + sin bt)
h i
1 a+b+a−b a−b−(a+b)
= 2 (a+b)(a−b)
sin at + (a+b)(a−b)
sin bt
h i
4
4. Find L−1 (s2 +2s+5)2
using convolution theorem.
h i h i
−1 4 −1 2 2
L (s2 +2s+5)2
=L (s2 +2s+5)
· (s2 +2s+5)
h i h i
= L−1 2
(s2 +2s+5)
∗ L−1 (s2 +2s+5)
2
h i h i
= L−1 2
(s+1)2 +4
∗ L−1 2
(s+1)2 +4
= e−t L−1 2
∗ e−t L−1 2
s2 +4 s2 +4
e−t
Rt
= 2 0
[cos(4u − 2t) − cos 2t]du
h it
e−t sin(4u−2t)
= 2 4
− cos 2t · u
0
e−t
1
= 2 4
[sin 2t − sin(0 − 2t)] − cos 2t[t − 0]
e−t
sin 2t+sin 2t
= 2 4
− t cos 2t
e−t e−t
2 sin 2t
= 2 4
− t cos 2t = 4
[sin 2t − 2t cos 2t]
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S9/SLO−1 3.41
Solution:
h i
L−1 1
(s+1)(s2 +2s+2)
h i
= L−1 1
(s+1)
· 1
s2 +2s+2
= L−1 1
∗ L−1 1
s+1 s2 +2s+2
Completing the square method
h i
= L−1 1
∗ L−1 1
s+1 (s+1)2 +1
Rt
= 0
sin ue−(t−u) e−u du
Rt
= 0
sin ue−t eu e−u du Cancellation
Rt
= e−t 0
sin udu Take odd one out
= e−t [1 − cos t]
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S9/SLO−2 3.42
Problem
h i
1
1. Find L−1 (s+a)(s+b)
Solution
−at
1
e − e−bt
Ans. b−1
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S9/SLO−2 3.43
Problem
h i
1
2. Find L−1 s2 (s+1)2
Solution
Ans. t − 2 + e−t [t + 2]
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S10/SLO−1 3.44
Formula to remember!!!
Working Procedure:
Solution.
s(s+1)+1−4(s+1)
⇒ = s+1
s2 +s+1−4s−4
= s+1
s2 −3s−3
= s+1
s2 −3s−3 s2 −3s−3
∴ L[y] = (s2 −4s+3)(s+1)
= (s−3)(s−1)(s+1)
h i
−1 s2 −3s−3
∴y=L (s−3)(s−1)(s+1)
s2 −3s−3
∴ (s−3)(s−1)(s+1)
= − 38 (s−3)
1
+ 54 · 1
(s−1)
+ 1 1
8 (s+1)
h i h i
−1 s2 −3s−3 −1 Take Inverse Laplace Transform
∴ L (s−3)(s−1)(s+1)
=L − 38 (s−3)
1
+ 5 1
4 (s−1)
+ 1 1
8 (s+1)
y = − 38 L−1 1
+ 45 L−1 1
+ 18 L−1 1
⇒ s−3 s−1 s+1
dy
1. Using Laplace transform, solve dt
− y = 1 − 2t, given
y = −1 when t = 0.
Solution
dy
Use formulae. Here y′(t) = dt
−1 s−2 −1 1
∴y=L −L
s2 (s − 1) s−1
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−2 3.47
Ans. y = 1 + 2t − 2et
dx
2. Using Laplace transform, solve dt
+ x = sin ωt, given
x(0) = 2.
Solution
ω
e−t
Ans. x = 2 + 1+ω 2
1
+ 1+ω 2 [sin ωt − ω cos ωt]
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−2 3.49
Solution:
Use Formula
6(1+e−t )+t3
Ans. y = 3
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−1 3.50
Integral Equations
Convolution helps in solving certain integral equations, that is, in which the unknown function y(t)
appears in an integral (and perhaps also outside of it). This concerns equations with an integral of the
form of a convolution. Hence these are special and it suffices to explain the idea.
Zt
f (t) = g(t) + f (τ )h(t − τ )dτ.
0
Here, the function g(t) and h(t) are known. We can notice that this integral has the convolution form.
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−1 3.51
Rt
1. Solve f (t) = 3t2 − e−t − f (τ )et−τ dτ for f (t).
0
Solution
∴ h(t) = et . Rt
f (t) = g(t) + f (τ )h(t − τ )dτ.
0
Rt
Given f (t) = 3t2 − e−t − f (τ )et−τ dτ
0
2 1 1
F (s) = 3. − s+1
− F (s).
s2 s−1
1 2 1
F (s) + F (s). = 3. 2 − s+1
s−1 s
1 2 1
F (s) 1 + = 3. 2 − s+1
s−1 s
s−1+1 2 1
F (s) = 3. 2 − s+1
s−1 s
s 2 1
F (s) = 3. 2 − s+1
s−1 s
s−1 2 1
F (s) = 3. 2 − s+1
s s
6 s−1 1 s−1
F (s) = 2 − s+1
s s s
6 6 1 2
F (s) = 3 − 4 + − s+1
s s s
t2 t3 Simplification
=6 − 6 + 1 − 2e−t = 3t2 − t3 + 1 − 2e−t .
2! 3!
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−2 3.52
Rt
1. Solve y(t) − y(τ ) sin(t − τ )dτ = t.
0
Solution
t3
Ans. y = t + 6