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Unit 3 Maths

The document defines the Laplace transform and gives the Laplace transforms of several standard functions such as constants, exponential functions, trigonometric functions, and power functions. It also provides proofs and examples of finding Laplace transforms.

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0% found this document useful (0 votes)
39 views52 pages

Unit 3 Maths

The document defines the Laplace transform and gives the Laplace transforms of several standard functions such as constants, exponential functions, trigonometric functions, and power functions. It also provides proofs and examples of finding Laplace transforms.

Uploaded by

riyare23
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−1 3.

Laplace Transforms of standard functions

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

Condition for existence:

Let f (t) be defined for all t ≥ 0 such that

1. f (t) is piecewise continuous in the interval [ 0, ∞ ) .

2. f (t) is of exponential order α > 0,

then the Laplace transform of f (t) exists for s > α.

Note:

• f (t) is of exponential order α > 0 if lim {e−αt f (t)} is finite.


t→∞

• The above conditions are sufficient, but not necessary.


For
 example,

1
L √ exists, but it is not continuous at t = 0.
t
and hence it is not piece-wise continuous in [ 0, ∞ ) .
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−1 3.2

Laplace Transforms of standard functions Solving Tip!

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

Laplace Transforms of standard functions Solving Tip!

e−∞ e0
   
= − − −
(s − a) (s − a)
  
1
= (0) − −
(s − a)
 
1
= 0+
(s − a)
1
=
(s − a)

LEARNING TIME EXCERCISE

1
3.L [e−at ] = , s > a.
s+a
Proof
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−1 3.4

Laplace Transforms of standard functions Solving Tip!

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

Laplace Transforms of standard functions Solving Tip!

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

Problems Solving Tip!

1. Find the Laplace transform of t−1/2

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

Problems Solving Tip!

2. Find the Laplace transform of t1/2

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

Transforms properties Solving Tip!

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

L [af (t) + bg(t)] = aL [f (t)] + bL [g(t)]

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)]

First shifting property (or the s-shifting property)

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

1. L [eat f (t)] = F (s − a) if s − a > α.

2. L [e−at f (t)] = F (s + a) if s + a > α.

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

Transforms properties Solving Tip!

Z∞
= e−(s−a)t f (t)dt
0
= F (s − a) if s − a > α.

Similarly, we have L [e−at f (t)] = F (s + a) if s + a > α.

Change of scale property:

1 s
If L [f (t)] = F (s), then L [f (at)] = F ,a > 0
a a
Proof:

Given L [f (t)] = F (s), s > α

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

Transforms properties Solving Tip!

1. Find L [sinh at] .

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

2. Find L [cosh at] .

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

Transforms properties Solving Tip!

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

3. Find the Laplace Transform of sin 2t sin 3t

Solution:L [sin 2t sin 3t] = L [sin 3t sin 2t]

  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

Transforms properties Solving Tip!

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)

4. Find the Laplace transform of cos2 3t.

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)

5. Find the Laplace transform of e−5t t7

L eat f (t) = L [f (t)]s→(s+a) by shifting property.


 

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

Transforms of Derivatives and Integrals Solving Tip!

Differentiation of Laplace Transforms

(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

Integration of Laplace Transform


  ∞
f (t) R
If L [f (t)] = F (s) then L = [L [f (t)]] ds
t s

Note:

Division by t2 will result in integration with respect to s twice.


  ∞∞
f (t) R R
i.e., L = [L [f (t)]] dsds
t2 s s
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S2/SLO−1 3.14

Transforms of Derivatives and Integrals Solving Tip!


 
1 − cos 2t
1. Find L
t

Solution:

Here f (t) = 1 − cos 2t

  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

Transforms of Derivatives and Integrals Solving Tip!

e−at − e−bt
 
2. Find L
t

Solution:

Here f (t) = e−at − e−bt

  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

Transforms of Derivatives and Integrals Solving Tip!


 
sin at
3. Find L
t

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

Here f (t) = cos at − cos bt


  ∞
f (t) R
∴ L = L [f (t)] ds
t s
  ∞
cos at − cos bt R
L = L [cos at − cos bt] ds
t s
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S2/SLO−1 3.17

Transforms of Derivatives and Integrals Solving Tip!

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

Transforms of Derivatives and Integrals Solving Tip!

Laplace transform of derivative

• L [f ′ (t)] = sL [f (t)] − f (0)

• L [f ′′ (t)] = s2 L [f (t)] − sf (0) − f ′ (0)

• L [f ′′′ (t)] = s3 L [f (t)] − s2 f (0) − sf ′ (0) − f ′′ (0)

Laplace transform of integral

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

Initial value theorem (without proof) and verification for


Solving Tip!
some problems

Initial value theorem:

If the Laplace transform of f (t) and f ′ (t) exists and


L [f (t)] = F (s), then lim f (t) = lim sF (s)
t→0 s→∞

1. Verify initial value theorem for f (t) = e−t t2

Solution:Initial value theorem is

lim f (t) = lim sF (s)


t→0 s→∞

Given f (t) = e−t t2

∴ F (s) = L [f (t)] = L [e−t t2 ] Use first shifting theorem

= [L [t2 ]]s→(s+1) Use the formula


 
2! n!
= 3 L [tn ] =
s s→(s+1)
sn+1

2
=
(s + 1)3

Now,L.H.S.:lim f (t) = lim e−t t2


t→0 t→0

= 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

Initial value theorem (without proof) and verification for


Solving Tip!
some problems

LEARNING TIME EXCERCISE

1. Verify initial value theorem for f (t) = 3 − 2 cos t

Solution:

L.H.S=R.H.S=1

2. Verify initial value theorem for f (t) = ae−bt

Solution:
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S3/SLO−1 3.21

Initial value theorem (without proof) and verification for


Solving Tip!
some problems

L.H.S=R.H.S=a

3. Verify initial value theorem for f (t) = e−t sin t

Solution:
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S3/SLO−1 3.22

Final value theorem (without proof) and verification for some


Solving Tip!
problems

Final value theorem

If the Laplace transform of f (t) and f ′ (t) exists and


F (s) = L [f (t)] , then lim f (t) = lim sF (s)
t→∞ s→0

1.Verify final value theorem for f (t) = 1 + e−t (sin t + cos t) .

Solution:Final value theorem is

lim f (t) = lim sF (s)


t→∞ s→0

Given f (t) = 1 + e−t (sin t + cos t)

∴ F (s) = L [f (t)] = L [1 + e−t (sin t + cos t)]

= L [1] + L [e−t sin t] + L [e−t cos t]

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

Now, L.H.S: lim f (t) = lim [1 + e−t (sin t + cos t)]


t→∞ t→∞

= 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)

From (1) & (2),

lim f (t) = lim sF (s)


t→∞ s→0

Hence verified.
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S3/SLO−2 3.23

Final value theorem (without proof) and verification for some


Solving Tip!
problems

LEARNING TIME EXCERCISE

2. Verify final value theorem for f (t) = e−t (t + 2)2 .

Solution:Final value theorem is lim f (t) = lim sF (s)


t→∞ s→0

f (t) = e−t (t + 2)2 .

F (s) = L [f (t)] = L [e−t (t + 2)2 ]

= [L [t2 + 4t + 4]]s→(s+1)

= [L [t2 ] + 4L [t] + 4L [1]]s→(s+1)


 
2 1 1
= 3 +4 2 +4
s s s s→(s+1)

2 4 4
= 3
+ 2
+
(s + 1) (s + 1) (s + 1)

L.H.S: lim f (t) =


t→∞
 
2s 4s 4s
R.H.S:lim sF (s) = lim 3
+ 2
+
s→0 s→0 (s + 1) (s + 1) (s + 1)

= L.H.S=R.H.S=0

3. Verify final value theorem for f (t) = t2 e−3t .

Solution:

L.H.S=R.H.S=0
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−1 3.24

Inverse Laplace Transform

If the Laplace transform of a function f (t) is F (s), then f (t) is called the inverse Laplace transform
of F (s).

i.e., If L [f (t)] = F (s), then L−1 [F (s)] = f (t)

L−1 is called a inverse Laplace transform operator.

Frequently used formula:

S.No. L[f (t)] = F (s) L−1 [F (s)] = f (t)


1
L−1 1s = 1
 
1. L[1] = 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

L−1 is a Linear transform

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

Problems Solving Tip!


h i
3s+2
1. Find L−1 s2 +9
.

Solution

L−1 = 3L−1 + 2L−1 ∵ L−1 satisfies linearity.


 3s+2   s
  1

s2 +9 s2 +9 s2 +9

= 3cos3t + 2. 13 sin 3t

= 3cos3t + 23 sin 3t

9 cos 3t+2 sin 3t


= 3

First shifting property:

If L [f (t)] = F (s), and L [g(t)] = G(s)

and L [eat f (t) = F (s − a)]

then

(i) L−1 [F (s + a)] = e−at L−1 [F (s)]

(ii)L−1 [F (s − a)] = eat L−1 [F (s)]

h i
s+1
2. Find L−1 (s+4)2
.

Solution

To use first shifting property, alter


h i h i
L−1 s+1
= L−1 s+1+3−3 wherever s occurred change it to
(s+4)2 (s+4)2
s+4
h i
−1 s+4−3
=L (s+4)2

= 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

Problems Solving Tip!

LEARNING TIME EXCERCISE

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

= Use linearity property

= Ans.1 − 3t + 2t2

h i
−1 s
2. Find L (s+6)3
.

Use First shifting property

Ans.te−6t (1 − 3t)
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S5/SLO−2 3.27

Multiplication by S and Division by S

1. If L−1 [F (s)] = f (t) and f(0)=0, then

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

3. L−1 [F ′ (s)] = −tf (t) = −tL−1 [F (s)]


21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S5/SLO−2 3.28

Problem Solving Tip!


h i
s
1. Find L−1 (s2 +a2 )2

Solution:

Let F ′ (s) = s
(s2 +a2 )2
,—(1)

Integrating (1), we get

s
R
F (s) = (s2 +a2 )2
ds

1
(s2 + a2 )−2 .2sds
R
= 2
Alter that to integrate.

1 (s2 +a2 )−2+1 [f (x)]n+1


= − 2(s21+a2 ) [f (x)]n .f ′ (x)dx =
R
= 2 (−2+1) ∵ n+1

But L−1 [F ′ (s)] = −tL−1 [F (s)]


h i h i
= −tL−1 − 2(s21+a2 ) = 2t L−1 (s2 +a
1
2)

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 [−t2 e−t − 2te−t − 2e−t − (−2e0 )]

= 12 [−e−t (t2 + 2t + 2) + 2]
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S5/SLO−2 3.29

Problems Solving Tip!

LEARNING TIME EXCERCISE

h i
1. Find L−1 s+2
(s2 +4s+5)2

Solution:

Ans. 2t e−2t sin t

2. Find L−1 log s+1


 
s−1

Solution:

s+1

Let F (s) = log s−1
= log(s + 1) − log(s − 1)

∴ F ′ (s) =

But tf (t) = −L−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

Problems Solving Tip!

3. Find L−1 tan−1 2


 
s

Solution:

Let F (s) = tan−1 2



s

∴ F ′ (s) =

But tf (t) = −L−1 [F ′ (s)]

1
Ans. t
sin 2t
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S6/SLO−1 3.31

Inverse Laplace Transform using partial fractions

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!!!

Types Partial fraction(it should be proper fraction)


Nr A B C
I = + +
(x − a)(x − b)(x − c) (x − a) (x − b) (x − c)

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)

here (x2 + bx + c) is an irreducible

Working Procedure:

Step1: Identify the type

Find the algebraic expression by multiplying LHS denominator


Step2:
on both sides and label that equation(algebraic expression ) as (i)

Find the constant terms by suitable substitution or comparing the


Step3:
coefficients of the higher degree variables.

Substitute the corresponding values and taking inverse Laplace


Step4:
transform to find the required result.
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S6/SLO−1 3.32

h i
s+2
1. Find L−1 s(s+4)(s+9)
.

Solution

s+2
Let F (s) = s(s+4)(s+9)

Splitting into partial fractions, we get, Type I

Multiply on both sides by the


s+2 A B C
s(s+4)(s+9)
= s
+ s+4
+ s+9
− − − (i)
denominator term of LHS.

s + 2 = A(s + 4)(s + 9) + Bs(s + 9) + Cs(s + 4)

Put s = 0 Put s = −4 s = −9 For finding A,


eliminate B and C.
A(4)(9) = 2 B(−4)(5) = −2 C(−9)(−9 + 4) = −7
See the common factor
of them.
36A = 2 −20B = −2 45C = −7
Vanish it by a suitable
1 1 7
A= 18
B= 10
C = − 45 substitution.

Substitute value of A, B and C in


1
1 1
 1
 7
 1

∴ (i) =⇒ F (s) = 18 s
+ 10 s+4
− 45 s+9
the equation (i)

Take inverse Laplace Transform on both sides,

∴ 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

Problem Solving Tip!

LEARNING TIME EXCERCISE

h i
s2 +16
1. Find L−1 (s +1)(s2 +4)
2 .

Solution

s2 +16
Given F (s) = (s2 +1)(s2 +4)

Since there is no odd powers of s, we can treat s2 as x.

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)

Taking inverse Laplace transform, we get


h i h i
−1 −1 1 −1 2
∴L [F (s)] = 5L (s2 +1)
−L 4 (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)

Splitting into partial fractions, we get, Type I

Multiply on both sides by the


4s+5 A B C
(s−1)2 (s+2)
= s−1
+ (s−1)2
+ s+2
− − − (i)
denominator term of LHS.

4s + 5 = A(s − 1)(s + 2) + B(s + 2) + C(s − 1)2

Now, A(s − 1)(s + 2) + B(s + 2) + C(s − 1)2 = 4s + 5

Put s = 1 Put s = −2 Equating coeffi. of s2


B(3) = 9 C(−2 − 1)2 = −3 A+C =0
B=3 C = − 31 A = −C
1
A= 3

Substitute value of A, B and C in


1
 1
 h
1
i 1 1 
∴ (i) =⇒ F (s) = 3 s−1
+3 (s−1)2

3 s+2 the equation (i)

Take inverse Laplace Transform on both sides,

Apply standard formulae and first


h i 1
∴ L−1 [F (s)] = 13 L−1 1
+ 3L−1 1
− L−1 s+2
   1 
s−1 (s−1)2 shifting method
3

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)

=⇒ 5s + 3 = A(s2 + 2s + 5) + (Bs + C)(s − 1)

Put s = 1 Put s = 0 Equating coeffi. of s2


A(8) = 8 5A − C = 3 A+B =0
A=1 C = 5A − 3 = 2 B = −A
B = −1

1 −s + 2
∴ F (s) = + 2
(s − 1) (s + 2s + 5)
1 s−2
= − 2
(s − 1) (s + 2s + 5)

Take inverse Laplace transform on both sides


   
−1 1
−1 −1 s−2
∴ L [F (s)] = L −L
(s − 1) (s2 + 2s + 5)
 
t −1 s−2 Use completing the square method
=e −L
(s + 1)2 + 4)
 
t −1 s + 1 − 1 − 2
=e −L
(s + 1)2 + 4)
 
t −1 (s + 1) − 3
=e −L
(s + 1)2 + 4)
 
s − 3
= et − e−t L−1 2
s + 4)
    
t −t −1 s −1 1
=e −e L − 3L
s2 + 4) s2 + 4)

= et − e−t cos 2t − 23 sin 2t


 

e−t
= et − 2
[2 cos 2t − 3 sin 2t]
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S6/SLO−2 3.36

Problem Solving Tip!

LEARNING TIME EXCERCISE

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)

Splitting into partial fractions, we get, Type I

Multiply on both sides by the


s2 −2s+3 A B C
(s−1)2 (s+1)
= s−1
+ (s−1)2
+ s+1
− − −(i)
denominator term of LHS.

s2 − 2s + 3 = A(s − 1)(s + 1) + B(s + 1) + C(s − 1)2

Now, A(s − 1)(s + 1) + B(s + 2) + C(s − 1)2 = s2 − 2s + 3

Put s = 1 Put s = −1 Put s = 0


B(2) = 2 B + 4C = 6 −A + B + C = 3
B=1 4C = 6 A=B+C −3
3
= 2
A = 1 + 32 − 3
= − 21

Substitute value of A, B and C in


h i 3 1 
=− 12 1 1
 
∴ (i) =⇒ F (s) s−1
+ (s−1)2

2 s+2 the equation (i)

Take inverse Laplace Transform on both sides,

Apply standard formulae and first


−1
h i 3
=− 12 L−1 1 −1 1
− L−1 s+2
   1 
∴L [F (s)] s−1
+L (s−1)2
2 shifting method

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

Inverse Laplace transform Problems using convolution theorem

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

It is denoted by f(t)*g(t) or (f*g)*(t)

Rt
∴ f (t) ∗ g(t) = f (u)g(t − u)du
0

Note:

f (t) ∗ g(t) = g(t) ∗ g(t)

This convolution product is commutative.

Convolution Theorem

If L [f (t)] = F (s) and L [g(t)] = G(s),

then L [f (t) ∗ g(t)] = L [f (t)] L [g(t)] = F (s).G(s)

L−1 [F (s).G(s)] = f (t) ∗ g(t) = L−1 [F (s)] ∗ L−1 [G(s)]


21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S7/SLO−2 3.38

Problem Solving Tip!


h i
s
1. Find L−1 (s2 +a2 )2
using 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

Problem Solving Tip!


h i
1
2. Apply the convolution theorem to find L−1 s(s2 −a2 )
.

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

Problem Solving Tip!


h it
1 sin[(a−b)u+bt] sin[(a+b)u−bt]
= 2 a−b
+ a+b
0

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

1 2a 2b a sin at−b sin bt


 
= 2 a2 −b2
sin at − a2 −b2
sin bt = a2 −b2

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 sin 2t ∗ e−t sin 2t


Rt
= 0
e−u sin 2ue−(t−u) sin 2(t − u)du
Rt
= 0
e−t sin 2u sin(2t − 2u)du

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

Gradient, divergence Solving Tip!


h i
1
5. Find F indL−1 (s+1)(s2 +2s+2)
using convolution
theorem.

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

= e−t ∗ e−t L−1 1


 
s2 +1

Use the convolution is


= e−t ∗ e−t sin t
commutative

= e−t sin t ∗ e−t

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 [− cos u]t0

= −e−t [cos t − cos 0] limit substitution

= −e−t [cos t − 1] Simplification

= e−t [1 − cos t]
21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S9/SLO−2 3.42

Problem

LEARNING TIME EXCERCISE

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

LEARNING TIME EXCERCISE

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

Solve Ordinary Differential Equation Using Laplace Transform

Formula to remember!!!

1. L [y′] = sL [y] − y(0)

2. L [y′′] = s2 L [y′] − sy(0) − y′(0)

3. L [y′′′] = s3 L [y′] − s2 y(0) − sy′(0) − y′′(0)

Working Procedure:

Step1:Apply the above formulae in the given equation

Step2:Substitute the initial values

Step3:Group the terms and obtain L [y] = F (s)

Step4:Take inverse Laplace transform and solve it to get the solution y.


21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S10/SLO−1 3.45

Problem Solving Tip!

1. Solve y ′′ (t) − 4y ′ (t) + 3y(t) = e−t , given


y(0) = 1, y ′ (0) = 0.

Solution.

Given y ′′ (t) − 4y ′ (t) + 3y(t) = e−t —(1)

and y(0) = 1, y ′ (0) = 0.

Taking Laplace transform on both sides of (1) Apply Laplace transform

L [y ′′ ] − 4L [y ′ ] + 3L[y] = L [e−t ] Use Transform of derivative

⇒ s2 L[y] − sy(0) − y ′ (0) − 4{sL[y] − y(0)} + 3L[y] = 1


s+1

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 A B C Use partial fraction method


Let (s−3)(s−1)(s+1)
= s−3
+ s−1
+ s+1

⇒ s2 −3s−3 = A(s−1)(s+ 1) +B(s+ 1)(s−3) +C(s−3)(s−1)

Put s = 3 Put s = 1 Put s = −1


A(2)(4) = −3 B(2)(−2) = −5 C(−4)(−2) = 1
8A = −3 −4B = −5 8C = 1
= − 38 = 5
4
C= 1
8

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

= − 38 e3t + 54 et + 18 e−t = 81 [e−t − 3e3t + 10et ]


21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−2 3.46

Problem Solving Tip!

LEARNING TIME EXCERCISE

dy
1. Using Laplace transform, solve dt
− y = 1 − 2t, given
y = −1 when t = 0.

Solution

The given equation is

Taking Laplace transform on both sides, we get

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

Problem Solving Tip!

Ans. y = 1 + 2t − 2et

dx
2. Using Laplace transform, solve dt
+ x = sin ωt, given
x(0) = 2.

Solution

The given equation is

Taking Laplace transform on both sides, we get


21MAB102T − ADVANCED CALCULUS AND COMPLEX ANALYSIS/UNIT II/S1/SLO−2 3.48

Problem Solving Tip!

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

Problem Solving Tip!

3. Solve y ′′ (t) + y ′ (t) = t2 + 2t, given


y(0) = 4,y ′ (0) = −2.

Solution:

Write given differential equation

Apply Laplace transform

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.

Volterra Integral Equation

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

Problem Solving Tip!

Rt
1. Solve f (t) = 3t2 − e−t − f (τ )et−τ dτ for f (t).
0

Solution

Here h(t − τ ) = et−τ Compare the given equation with

∴ 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

We take the Laplace Transform of each term

t  Apply the convolution theorem in


−t
2
R t−τ
L [f (t)] = 3L [t ] − L [e ] − L f (τ )e dτ the third part.
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

Take the inverse Laplace transform,

        Use inverse Laplace transform of


−1 1 −1 1 −1 1 −1 1
f (t) = 6L − 6L +L − 2L
s3 s4 s s+1 standard funtion

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

Problem Solving Tip!

Rt
1. Solve y(t) − y(τ ) sin(t − τ )dτ = t.
0

Solution

t3
Ans. y = t + 6

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