Laplace

'~I Tc~\e
0.-lr x b~
loC\,',
I,
'=-
k>'1Cb)
\0](0...)
-=::;>
Englneering"Mathematics:
"J
eiO';jlcll)(
l~(b)
expeL)
::::
=-
LO-ftc.c.e.
O. O~E,
e '''';3 Cq) +io~lb)
e- :::.
CtX,
3.2
e1u.o.h.~i'\ (dJ~v-C\\G)
f (t),
denoted by
[1(t)]
00
oj The Laplace
is the function F (8 )
[j(t)],
=
F(s)
is a complex variable.
1= 1(t)e-"
f(t)
1.
2.
tn
3.
eat
4.
sin(at)
5.
cos(at)
6.
sinh(at)
7.
cosh(at)
dt
CCl+''0IJ
f (t)
is piecewise continuous,
.')
2. In the limit
K, c.
---+
00, If (t)
e~~:
fCt)
< K eet,
cQ..qvtot-
r~~
L-l
L-l
_"'"
-,
'W\~"""e.
'
I ".p\a.CG
..
A~
sO ,'A-.
L~""'Q.'\.. I+UJ
\t~
OOG-
f(t)e-st
dt
n!
8n+1
1
8-a
82
..,
+ a2
8
82
+ a2
for some finite constants

t"
\oe.
of 8.
1.1 II "
r. ----7-
For many functions, the integral only converges for a limited range
II
~)
Jo
conduction, fluid flow, chemical reactions and electrical circuits.
A Laplace transform is well defined if
= r
F(8)
Applications of Laplace transforms include problems involving heat
1.
(fn
be a function of a real variable[t:>
transform of
-t')
SO\
\'C'
\ L~Ct')
ta-< transforms
..L. su.bS\C.AlC~lfU.eOUCl.t""~
~ \ . ,,-\
laplace
:ks v..JM'(lt\. tl ""
[Kreyszig, Chapter 6, pp 203-253]
where
\1'\
3.1
Laplace Transforms
f:;..Lh'S\(li~
f (t)
\Ja\\.l..~s. C
LAPLACE TRANSFORMS
t:--.-"'t
Let
1~V'\s{bv"""
~itL-t
;v-it\c...\
a
82 -
a2
" "
',J
"
'I 'I " 'I " " "
82 -
a2
I' I' " II " " " " 'I " " " " " " " 11I' "
" \\ \\ U
I" iD n
n n" n " "
iD
U U U U
u 'n n
3.3
Engineering Mathematics: Laplace Transforms
nn
D ~ D
J ~ :lJ B
3.4
Exercise 1
Using the definition of the Laplace transform, prove that
[1]
1
= -s
Exercise 2
Solution
l[ r
I] ~
t IVV1
i_\
:::
~~rP
I e-sr
liW'
h~c:JO
Solution
d..t
/e>J
'1M
b-?>GO
:0
\ b
?
I.
L[t]
e-st clt
_- e
L S\ _'5tJt~\'
t>O
':;
==--
le-<;b
[-
S
_I
\le
C s") '>
C
;A""..;~
b~
b~oO \L
~ \u.,
2<1
0 +
\'
'"'
+--
"-1
e~
J'l~
s1.
$)
\.,,-
t'
l~
_~e-<,t+
s
l-
\r'><P
l<eCS)
fCAYb'
t.--
=0
t-re -st
Fe cL\;
'I'
~f '\ .-- .0_
\y.~ r~
'CIb
LCtJ=
(;.'\t)
(li/\
te-stdt-
\iWl
6j
'~,l-O~o""
ReCSJ>O
\l'\\\\
r (t) ~ t
\~ "~b ( 0
'1\
jo
=toC
S ~
0\
it
= 2"
s
[t]
10
""5
e -st
,,-,61
E
* LeI]
t1
\ ~ Rc
(SJ > 0
<J
""--_--1
J + ~f
\'M t b -<~
' ~ 6t-> . ~ 0 e oil;
L [IJ
ReO:l\\
-----.--
n~ ~ t~20'
~
),,-
Jbl j,
o~ ~ \
(\1 ~ (n-l)\"(\
-n
'JI
t.n_
T~ Inl""
a.:><'o
::.
piO':jlc1i)(
el"';3(b)
::::
pl"':Jc<o) +Io~lh)
La..
Ie.. Ce.
Vc;;'"
3.5
So
~VWl
Engineering Mathematics:
3.6
Laplace Transforms
Linearity
Exercise 4
The Laplace transform is linear, so that
.c[eat]
= clfI
f(t)
(t)
+ c2h(t)
1
= -s-a
Solution
Ie
0()
then
.c[j(t)]
= cl.c[fI (t)] + c2[h(t)]
[[e<=CJ ~
e e -sb
cox
.::.
Exercise 3
\\V"Yl
r~
b-?oc
t;?
Compute the Laplace transform of
f (t)
+1
t2 - 2t
tjW\
fo~oO
ell:
\i~
y..
~c~-.s
e~-SJ
~1
~
Solution
~ ~:..L
~ 5;
LCtJ.J-~IJt}+
ICtCt)J=
~
:;;.
g3
Cl
'-
S'-
+-
110
--
de
Co.-0b
1-;0
~~
l
<A-~J
'- b- h: =0
~a-S
\\
a (Re(p.-~)<D)
:::.
CL-S
S \
'=
$-
0-
t~ f-e C a -~J < 0

\) ~ Re \-S''] ') Re C~J
"e -
fee-. [5,
j ')R~
Co-J
3.7
Enginoering Mathematics: Laplace Transforms

Exercise 5
Exercise 6
eat +2 e-at
= cosh(at) =
f(t)
eiqt _ e-iat
-l ear +
Z"-
Solution
e -at
2.'
Solution
[l
- .~L
$-0-
= sin(at) =
f(t)
1..
~L[e~J-+it[e-~J
L[cO$~c~)J~
S\'r\ to.t)]
- a\ [L
+ S+O
, J
.Jo,:
J\
,,[.ur
i\~C
L [.sIll t., (0. t)
<;:._
' .
\,
1~L l-i
~
; L
-~
\
~ ~
s)t1 0.CSfa..)
l r r "-,
w;~
.2\ X
.,,~/tJ
::=
e"'" -.{
[e~J -
&lQ
-1
(I (J..
..
e-""J
I,v IN!-
t L[ e-~J
'l
L S-a..
-L - ~t'"
L 'i)- i~
'2.
'2.
S-Q..
$"tA-4"
(S-~)(S-ta)
t c::LJ
0-
oc2 -- a
'2..-
S'2.
0CS"2-t
0\'"
Q'l..
e~
(0..)
b)
[e~cifJ- L [eG- )oJ J
~[
S
I 01'1 \ ~f
Ce ial;
'
L l- <s-t~'
Cs-CtJ +
CS <s-4.j
+ a)
rl'('('\;
2i
;: ';<i
~
2.
3.8
--t a.'L
S-\C\Q
$-t-I
CSi:
tajCA.]
.-
,.
3.9
Similarly
3.10
Laplace Transforms
f \'Iel\,'
t (tv
""t
!'
Laplace Transforms of derivatives

The Laplace transform of
l' (t)
s2
[1] L
b'j
bo
[!,(t)]
= fo=
The Laplace transform of the
!,(t) e-" dt
clevi \f CJ.
t1tk
t~]e-"
= bli,~[
Lt
\J
,
"
r
dt
I-
II"
VI
< ~,.
\
..
-~e"';"
= sn [f]
[f(n)]
bjQ
f' (0)
s [1'] -
[f"]
s f(O)
'
l' (0)
CD
n-th derivative of
f (t)
t: v e.. ~r f
- sn-l
f(O)
- sn-2
-
l' (0)
...
- f(n-l)(O)
Integration by parts
If [f]
= b-+=
lim
[f(t)e-st
+J
= lim
[f(b)e-sb
- f(O)]
b-+=
(t'LtU
+s
lim 'fob
Lb-+=
[;Jh{
':
n-l
f(t)e-st
}~
= sn F( s)
.('
sn-l-k
1< tl<
J~'\c.t:...Je
\J
'
f(k) (0)
k=O
1
fCt)]
(r rrS
[1(n)]
dt
- [
r
dt] 0b
= - f(O) + s[f(t)]
vJ
sf(t)e-st
= F(s)
t {"
()
.,1 U "
rr
If
"
'II "
'U 'll fl
~U 'II
'II
'II
"
'II "
"
rl
'JJ
7J
'Jl
JI TI Tt
Tll1
Tt "
'11t {(
II " ,t
II II II II II U U U U U U U U U U U U U U II II II U U U
3.11
.u .., ~
.u ~
3.12
Exercise 7
Inverse Laplace transform
If [J( t)]
Compute the inverse Laplace transform of
F( s) is the Laplace transform of f( t), then f( t) is
the inverse Laplace transform of F( s) and is denoted by
-1 [F(
i.
F(s)
s )]. It is defined by the complex contour integral
FCIJ
= -.1 jC+i=
27r'l
c-i=
-l[F]
F(s)est
==_A_
-$-7-
(s-2)(s-1)
~/i '::'ACS-i) t
Solution
f(t)
f-J::
ds
S= \ j
f5
-\:-
<;-\
CS-i)
1:::.- 5
&= - \
So;
Note
'1- ..
A=-'
This integral is beyond the scope of this course. We will use

tables to invert Laplace transforms.
reS)
=-
C~)--i)(s -I)
\
Linearity also holds for inverse transforms. Hence if

F(s)
C1F1(S)
.)-2
+ C2F2(S)
\
-C, 'AIn
then
-l[F(s)]
= C1-1[F1(s)]
+ C2-1[F2(s)]
f Ct)
o t;,, o..v-
\\ej
c-,&
rnc1iV\3
'"\Yz-c ~:;:.011-$
'f\IJet<$C'.
lcc--plc-tCl2"
+V-c..<\I\$fltn.SI5
e t" S't:
f -\
~'
~
lhe
II'"IV
,S; -
r",
L.
S -L
\
J -
e - e
_ 'It-
Lc--p t CtCC'.c
,~
h4. n S~
1rIfy\ S)
C'~e, L'~~\;-Ct'
n
("-\
~ \L S -\ l 'J
_
3.13
S 't" \ ".
. Pr.-J/S ==0 .
I
p~ S "'"I J
Using Laplace transforms to solve linear ODEs
-I)
ACe:;
1- 138
A=--'
f?,::. 2.
Solve
x//(t)
S' '-1
= 1,
x/(O)
\<'in'J
':X.ct)
&bs1ct~.
9urt.o,",
J....
=
':2-
+-'-c.1'5; fcvrv"\
Lo r\Ct~
r')CllJ
~
-
[(
x'J-
~oth $\de.s
0~
">
-:=
..---~~
tr-x.J - ~. S 'X Co)
S'2.
I: (-x) =.-i-J.5
'xl(a)
.-------------------(S2 -I)C'X]
I)
--L
S
- S -2
[X J
Jc:-x.]
."..
~;-S
=\T~S+S
lV-C\If\~fc"'VY)~ j
G)e.
D~~
Ilfl
t-I ~
S ~\
J -
t-l
C~ ]
Qet" - \
p..b k.-
'2
,+ .Q S+-<S'7.
:-
Lc~p\a(L
Lt.\]
.~
C l) 2 -
r",verse
Solution
\oKe
<'l..
-=-
=1
- x(t)
with
x(O)
.-S
Exercise 8
"~[[x]
3.14
Laplace Transforms
S(s~-I)
't
(S~)
!::
~~CS-I)
~~)\I$Q.
LL~3
'"
'S'
+1
~C$"-I )
-.Ii.
~j?)_
S
S'-I
I
"J
II II " " " " "
'JI
'JI
"
'JI
'JI
'"
'ft
'II
'II 'II 'II "
'II
'u
II
II
..._._...__~.~.
.
.. .. ..
.'.
I' \\n 1\ 'n nun
n nun
nun u
In D
U U
nnn n
JJ JI
~~,tI\J the.
ODEs
l [~J
IJ -
l[j
1-
L"f\Cl.CL"T vn,V\s~""rv)
Exercise 9
= LG:tJ&
lCJJ
-t-
4 ucJ;:o\,\ (i) I
Solve the system of equations

'::7">
= 1
= -t
+x(t)+y(t)
y'(t)-x(t)+y(t)
for
Il"\i
he;
{Oi,/\
'r;, {,.:
=0
and y(O)
I~re acJ.
VI.i/
1"\5
Jo\-zUn
tt\C
= O.
LC'f\aCLh'Qc~l~~'f\
9( s+$ [[1-
-t
-I-
(S+I)[~jJ=
-t
.-1-
-t-.c ex-'j
Q'-\i~.s:;~.~
l;::)
~
(1)
\:.
+.-l
s').
0-t-1
(:-;x]
'Si- I
==
$ + 12S
==
S-t\
(C ~J
A2.
.
(5")
S~
-:2
-C
"S-r'2
, ~\ ~ 4
2.) 1- cs"2-
A-
- ..).2
2A
\.~
-\-
A(~-ti) -\-B S (S"i
H).t'S=-o
D~
'f.
(3')
r ('jJ.:: --L.
82[x]
~ -~g
$'"2.(<;-\-2)
?) '1Cs ;- '1;}
--.-- ...-.....
.-........
,( [-x}t
[ex]
[[,]
stl~ l~l._~{~)) ~~;0t)
e o~h-.~",
sJ..
ey i.A4.t::~ (1') llPC
+ L [yIJ~ .I C=~~_~
[j]
-\.(CjJ=
ex-)
'J
~c;+-\
[[xt]
.c
(s-t~") r
,:1It~J,.,C~,"".
r<'
u)
(?) -l4)
(<)'-H).C'
Solution
lei .
I~( '3+\) CJl -
(2)
x(t) and y(t), given that

x(O)
'f-\
(1)
C", -
"L;
8=-1.f
G,VJ\~"~
Coef\ .{ ~:
,::
1.
. 1-[ I't J
:::':)
./ ///}
..
1-2-6
--
__I
'1..
-\-
~bJI"~e_,
1-) -_.,~\.
......... C'
~IM-'-
~
c~
2.
--...,
4$
:2Sl
~'".>1cs
~)~'f,,':,~1
'c-. 2bl +- r
._,i
JJ
3.16
LL( t))-..0
'[0 J...,..
JI
-C C.t]).
~/
x'(t) +y'(t)
JJ
3.15
Using Laplace transforms to solve linear systems of 1st order
t i)
\~ f-l~i JCt)
)$u.bSt.J::-~G
S -t
-.
~v-.oJ:,"'OI')
(5)
-r. (S"-t\)- J.-l7r

Ply J = _-L
-S
\
S:2..(S+)..)
7-
.r~) ~
('3 -t\)
.- --L
S -\-I
S').. C
St-'2)
8'lI
t
=-
[CjJ
S:2-CS-t 2-)
~
$'7- C3'\-1)
_s 1'"_~_":.-
(<;
+ 2)
The s-shifting theorem
CSt'2) Cs \1 ')
'S,2
-'- ,
::.
S2
\)S'~
If [J(t)]
C s,-ti)
l-t
then
[e-at
f(t)]
~Ls'}.
-'(.A.
D
Ir/~
I\~.
I.,
-\'.-.
Sn
Q.-l
I\)' 1)
/"
)
c~'
.
-l-(
Vp
[j-J _~ 3-,
15
_
J..-
\V\V~/'
~~lV~
- -L
~9tl
2S1.
l'
-l[F(s
for any real number
l' (t)
-:=;
,--rV'v~
c
L-
0
s+l
-r
f(sl
+ a)
F(s
or
- ---s~ ~'n,)CS-tl)
= F(s)
CS-tl)
pf
--
3.18
Laplace Transforms
(4)
~-O~
II'\~
3.17
+ a)] = e-at
X <2".... rc::';':S
f(t)
a.
D::.1
The exponential shifts the variable s to the left by a.
-L
t-
S t-\
~
/\
r Cs)
{(s )
C8-\-1)
(J\-:"-7..
frr~~;~ t;;'
-)
T\'("'1
-' ,..,.:
.....
..'\
\" ....
__
_w
i!/_
. uj
~ __ ~
O Ct) ~ 4
P-f
v-te
....2 t-
f'!,
,.
~>s
- 1.
11 II
tl
.,
iii
1:1 1:1 'U
'II
If
'EI
'EI
'11
'ff
'ff
'I' 'u
'ff
rr
fl.I
'fl
"
11 "
'I
11 rn rn 'I' "
11 11 I'
Enginooring Mnlhomalics:
Laplace Transforms
3.19
Engineering Malhorllalics:
3.20
Lnplnco Transforms
Exercise 11
Find the inverse Laplace transform of
G(s)
= _4s - 12
Exercise 10
Solution
Find the Laplace transform of g(t)
Solution
LeJ fer-)::
,NOW
4s-\)..
thefl
./
F6)~i[fJ:: ~
-lite.
= t2e-4t
~ifti'lJ
lkolC"'l rileS
,,( c 5 c t)J
-;.0( [ e
._'t-~
;2'
~I
~J~
4-s ~\ ?.
;:;
:;l.
(s -3) 1- q
$'>.- 6:> 1- "8
C:S-~)2- +
FC.s-3)
9
w'.1 e.re
4s
t='Cs)::;
02+9
-.:;>
81(\c'
g2
~
J
,co
(S1-4)~
4CS~3)
'::.
f et) ]
:: f (st4)
c~ltu:~~
L'
l-1n.
L -\
'-1 L<s,2i-q
1.- -4 <;
-
J .~4cosC 3t)
- fCt)
..--
eS
s~,f t:nj th.ecve"""'"[CT" C J ~ tF C ~ - ,3)J
s-
c.)\
<; )
\J
.~ e~rfCt)
- 4e ~t CO ~(~t)
,
<.-:>
<r
..)
'
.,
0u.'
~
I
.J>.
. J
3.21
Exercise 12
The t-shifting theorem
48
H(8)
+ 12
"/
-4cs-3
')
'
If
")tL
f (t)
has the Laplace transform
(8-3)2+9
.-~)(l/
1-
---- ...''2''':''----
-t9
Ls -~) -t
,')
-------
1
--
L- S--"-e;)
~ 4I
?.
J'-
C1
the c;:-(,~{bnj tkc~

"
J-l L/-~'-
ol 4-
-=
Cs~)t-\ 9
C\
~
rn Ct)
g S,f\
,.' ((2t)~
[g(
The function
J,
if
t >a
f (t -
t)]
= e-as F(
8)
> O.
a) is just
f (t)
shifted to the right along the
f U)
t-axis bya. (i)(t
qr\ves
~
J ,:
t <a
4-
for any real number
S, \'.f\ t,
if
has the Laplace transform
+CS~3)
4S1-I.:;2
'--,.,.-----:-.-2.,----
(S-3)
~(t _ a)
get) ~ {
F (8) l then
~T
Solution
No.;J
3.22
Laplace Transforms
If..
)
\
e t fCt)
,
)?'e,rS'''(:'
'.$
':;>
/;/
")
t ",
\1\i+Ctd~~
~J
I in
""(t- -Ci")
eCt(('~ I
J~[-K~) -
oJ
=-
dr ~I [_.(8-3)"
4,=,.~--'l
\-9 _ +
~
..--
ffJ
~0
./'
-----~:;/
-----------.::::,.
t - 1) ----..' C\I ---- - '-..b-
~~~~1
-llr_ :l + ..' .-
/\ e:~rCOS(~t) ~ ~ests.\~)t
4, e6t (cos ~t) t k S\'(\\2\:))
II " " " " " "
11
rn "
TJ
,,1., ,"
11
~II
.1.1
~,
"
:'1 IJ "
"
1)
TJ 1) TJ 11 11 "
"
'1 [(
3.23

The unit step (Heaviside) function
Foranya
>
0,
ift < a
u(t - a)
ift> a
={ ~
u(t - a)
11
~Ct)~
[(t~,,)'
_e-----t
tA
Ct:- a) C t -G\}
3.24
Exercise 13
.P
\ 1. Ct)
~a,,-:l.
,l
G(s)
'----
=~
Use:
'*
"'~--/
.'
i
"ct f( 5);:---..
go
t [~~
J
f't-
8'5
The t-shifting theorem in terms of step functions

Using step functions, we can write the t-shifting theorem as:
= F(s),
_ -----t4-
then
then
[f(t - a)u(t - a)] = e-as F(s)

7):\q~(LI
7
or
T~
to); [-'[#J t~
r -(;ht
J2-'[
-1 [e-asF(s)]
for any real number
). vA-
=f(t-a)u(t-a)
t;., 1'\
J !he"l<'Krj
~'we.s
f -I [
e--<S
Cfest) ::
::. f Cf; -2) l(
> O.
'::-
t4.
----.
dt
Pc~~J
Ct-
-2)
:;.J... C t- - ~ )1- LA U::: -1 )
..{CO - LlCt-a){Ct)
Cl
624
(t -a)f 2(tJ.
'"X, ( ~
tC'}L)
~~?(')l)tex)": {
'. (-)\) = ~ I (')(,)
l \~
4-+~C?C-)
U
II " " " "
~')l,(
LA C /1.--
LA
;..~b
~\(1-)
~t
a~ -t 0z- c?\-) \\AC1C-4)C
UC:x--b'.l
~
(lA-b) ~
T.'
'.'
'u 'n "
'fl
r"
rrl fl fl r"
w,!:-k
"'-OA
res) :. . -L
Let
t -s\,.\tt.liA~
0
6t=-2
Solution
q
e -2s
f Ct)
If [j(t)]
3.25
Laplace Transforms
~~"Dn""nnnnnnuunn

~\I\
e eK'"
~ Ct )~
to (r-o \Ndt-.. tk
Q - b2LA- C
\~k Lr
t -7I)
sLu'ft: ~ V(~"l
<;Cl~
.t- () C
t:-
-:;ar) S{f\.(.t -
CL~
Ie.
Exercise 15
)1t)
Find the Laplace transform of the function
\"'CL.
'r~ ,,' f.,..,..,s
",,,d u.-,e,1k h(...;
{~"'j
if
{L...c.c\tm
g(t)
[<le\:')J
J
3.29
3.28
~
9,[Ci] -.::l.(C U
"D, t-l [L1 CH~s;n
_
. '$ !.-Jt-~~'wth).j
-'iCy - ? e ~,; IJ t e _.!J"SlflU)J
CJ.-t;
::: [2
S
C' .- liS
--
+ e
.-1-TfS
={
1<
t<2
elsewhere
~2
q+;iri]
g(t)
-S~7..-\-\1
1
01
Solution
Write g( t) as a linear combination of regular functions multiplied
by unit step ..functions.
S CU
{~
=-
y::
/0...",
t1.U(~-I)L---v----'
\J
C'- (/
'"
t2u l~-J)
C)~tS'1.
"
1I
"
U fill
'JI 11 !JJ
!"", " "
'II
fJ 'J "
1J
fJ
D 11
D 1)
n ~ nnnn n
Engineering MHlhutllf~lIh~'
1';
Hellec,
. '1..
t'
,,<t
..
'",j., kn-n ..
,l\ lj.,
\\, Li
nll-
!
~'tllA (1
It
2-
._
co
~, ,!.,.
t\""" ty,. n$
v:
\to e "" "" Gh rleJ
'f~...:a.l:. '" lJo'" )
loX -\-C{ + b+ - b + c
b=-t..
"=
a.
-6 -\G
~\h(Y\nt\rflj'1.
~\Je ~
()\ ~ \ )
.
rL
t2- - ~ -\)
,\\,,\\\{,>.I'.1
t'l-
l .HatC
+ LU -I') -\-I
\,\)
t Co.~
t2 ~ (-t
'0:: (1) c::.
_;).)2-
e".
Ct-~-t d(-I
=-~2
_92Jr ~C~-\
+1
U)ri~:
+ 4 C\: - z)
0\-
-25>
(;)
~2
t-
1-
Ce,))
t4iLI~
-+-L~
S)
.--,
i - "'t..5~ S7.
S
.
4-
\A U-J.)
tw- t-- s("...

t'h"::f
l~
- let t b:: 0
0
VlC\~
L~O.-I)
~C~-2) +4J
f<>' 'Y).S' "",\
- e-( ~~8-
(t::.1
e ~
S")Q\
t r::~Lt)J~ e-Y f (t2J t-~ (to]

-e-lJ-[t~rHUJ
._
to:
-I) t
tkeorem .
L",
2Ct-
e f f,G.eni.;s
tilt-
t ..
,,,,,
_. '.'I,.-
+bCl---I)
($l--_I)'2..
t1:.
\ '"'" L
.-, (l'"
.'. (.."' '"') .,.,
-- \.
I...
"
+-
- [Ct-~)~
_
\,
.2
Lit -I)
) jU)-=
:\.:\ 1
Lupluco rr~lI1!iforlT1s
..4)
~d
t-s~ttFJ
Engineering
Impulse
Mathematics:
:: ~ ,f.,vc<.
3.32
Laplace Transforms
Engineering
Mathematics:
3.33
Laplace Transforms
dt
Some physical phenomena
involve the action of large forces over
short intervals of time, such as a tennis ball hit by a racquet or a

voltage applied to an electric circuit.
For any
The Dirac delta function
> 0 and E > 0, let
Define the Dirac 8-function for

if
fc(t - a)
a a+
LyJ
~e(4
liE
> 0 as
< a+E
a <t
otherwise
={ ~
FoVu.
tj~
t
if
8(t - a)
IS~\\
= E-+O
Hm IE (t
- a)
00
={
=a
ift
-=F
So that
G
is la"-~
0
Ct -t$::oJ-
10(T-a)dT=u(t-a)=
rlOV)
ift
<a
ift
>a
{.
and
The impulse of a force acting over a short time interval
< t < a + E is the
integral of IE
(t) from a to a
1= o(T-a)dT=1.
+ E.
IE
1=
IE(t -
a) dt
la+E
1
a
E
dt
-[(a
+E -
a)
..-.----"---'-'-
=1
__
-.
__
"~"'
, . -.,
__ -~
._".=
..
II \\ \,
II
l' II
II n u u u u u
U U it U
II
3.34
II II .~I ~I ~I ~I ~I J, ~II~.,l" ~II~U
3.35
Laplace transform of Dirac delta function
Exercise 16
[8(t
- a)]
[lim
!E(t
E-+O
a)]
lim [jE(t
E-+O
a)]
Solve
y"
+ 4y' + 4y = 8(t -
1)
with
\<;",t
pt'nc\ ~ \( ,
_
_
lim
E-+O
Jor= !E(t
hm
dt
a)e-st
y(O)
_e-st dt
.
E-+O
la+E
a
lim
E-+O
[-
1
E
~hW'
-st]
SE
aa+E.
~_
B/~o t'-.
'J
-sQt.\{)
~ e..
TaKe
\\'\Cle.ttvWVl!\Cl v&
,~W\
(0C\ /')
by L.:H6pital's rule
Note: Putting
e-as
E-+O
hm ~ (. - e ase-sE
00
SE
1.$
1m .e-aSe-SE
\. C\~)
= e-as
0 gives [8(t)]
I~
q.
l~~
);:>otk
4 .tCjII.
~l+ 4lCj J
~\~J
scs F ~ -I JJ
II
-Q:,
-s
+ 4 ~ t~J"
S):CjJ - +~~o)
f"
1 and -1[1]
li\\jelf'0!::'
0\_
-i
~lCjJ - ~~
, Co) -j$~), + ;
,~
o~o
=
lo.p\aCi!
~j"J
( .f!.E-+O
=0
y' (0)
Solution
}rA~"'\~
= 0,
c\.
(~'l-t4S+4)J:.C:jJ
f'
d-
[j 1
= e-s
+e4-01-4-
= S2
-$
L,~tc,,(Q.-i'''''II\"fy/'f'
Re
'>.
ct '. ~("-.\ \L Fe') i' q J\
S- S hi '\
.
'\L -
\ r-
[t ~'L\ \
<:)(\\
\ \
..\
Ir
e- tf"
r
_;C
.e
Ct
J.~;....
i'
- ~ 'U3+2")2..
);: l
8(t)
caV\(~\<.C:v"l (
-s
+t" ....
j...
<>
'j
Ta'K~
\VI\!
\'hotC-'-f't\
jet;"
"=
erse
~,~
o--~
t-~\f-t-
{-he.,
C~+:l)")..
- (s.ot2)
-t
_<:
-$
e ~
0'
\-)
r_~
jCO~t=
I [
. ~~:
":l
~... eo')
.':J
C\.
'~l-J
').
- e .e
~e ~-d\:"
c;l
kt),)
pI 'J
-'>:'
.
(L
')- .
(~'-j
~J
I.'
$
\
~ tS):: \
to)cr.f
,s~, ~
[1' f(T)
dT]
-1 [F~S)] =
).
ft
then
= F~8)
or
(~i1-)
r[
1':\
~e-'"
I) ~(t"l~ ~,\\
t .,- $ () ( ~- i)
A
[f] = F (s),
t- Shlfit
(?t~
- _\ C ( , i,'
e.P -
Laplace transforms of integrals
.....L- 1-
'1.
...
:0
dt
e _kot0
\."'
-Af
-~n) -\'
.e 2 ~ -'
fee)
If f ( t) has a Laplace transform
ls t~).
l!)
2,...'
- e2-~t (t-i) uH- - r)

"'I(s):
ftr pI d s-sh-f b
(
~e ~-~b
t,w ~J
_t:~~~-t 'l
C~h)
e>~
-.:;e
~ ~
:::e
t .-\ e
[
'j th e. .s -Sh\ Ft
\heov-W\) we, obf-ctit"l,
.[ C;~)'l'-S~J
-
~_I
e?-
-tn.h'bfor-I""~ -Us\",
3.36
t-
l'
f(T)
dT
3.37
n l\ 1\ it\ U
'1\
un
" " U U U
Exercise 17
1\ 1\ 1\ 1\ U U '8
3.38
nun n n
nn nn
JJ JJ JJ
3.39
Convolution
Solve the integral equation
Given two functions J(t)
and g(t), we define the (Laplace)
convolution of J and g as follows

../0\
y(tJ-fn'
Y(~JdT=3
l.&.
co<'
\r>\c,G.?.,
~. I
& [~)
~)
T~hS; fc, ~"s;
J[ \ -
c\2c
t [j J
~J ~
j J(-''''-\\
s -)
-;;
to.cr\CA-CiL"'
- T) dT
,5
S
10 t J(T)g(t-T)dT=
{t J(t-T)g(T)dT
Jo
<3
~[~JJ
\f\\I~~
J(T)g(t
or
5-"
The convolution theorem

If
tc,,\',c
Jo
The convolution of two functions is symmetric, i.e. J
r C3]
'1'S)(')
["~;J
~
(J *7 g)(t)
Solution
-\C~Ke.
vlf.0o/\
rr~~~
[J ( t)] = F (s)
and
[g ( t)] = G (s ), then
<;
j ct '):- '3et
[(J
* g)(t)]
= F(s)G(s)
or
(J
* g)(t)
= -1 [F(s)G(s)]
*g
=g
* J,
J}
~~l\ l\ 1\ n 'n n U il il
U " " " " l\ l\ U U in D

3.42
J cr)
Solve the integral equation
y(t)
~t2 -
Jo
y(r)(t
,)
\V\vex~
La r te:r~ ch'~hs
JI
3.43
f,avwLS
'\ -- 6f' -\ [ " S}-t

.3 i]
"" ~(' .-\ [ ., .1-s...J
~(~)=t:
termS ()f wn\Jo \L-0~~n~
'jCt)=
Wk
- r) dr
?-7
Solution
\ f'\
~"k-e..
Exercise 19
n n n n nun B ~ ~
-3
e -CyH)t-
lcr\Qce.,Tt.-e,nsfovMS)
J [J ] ~ ~ ~[eJ--[ejJJft]
,.. ~
_ J[:LJ
--=
''2.
S,:>
It\[ .
'j 'J_ (, \
"
J-[ ~( J
1-
I)
-01.-
9.?- I'.
)
(' ~2t
~[j J
~$;:'
'~
S3
-L
=-
1
::..
<; (S'2--\-1)
IJs;~) ~t:({lh,,~,c:1>0V15.
J C ~) J;:
t - ~2?'
II 'n 'n n n in u n u u u u u " u u u u un

5.1
Engineering Mathematics: Fourier Series
n D
U D
U U D U
D D M
5.2
Engineering Mathematics: Fourier Series
FOURIER SERIES
[Kreyszig, p.474-494]
A function
f (t)
is periodic if there is a positive number
h~lfpe.oc/
L -::
T such
that
Many periodic functions can be expressed as a ~er
60
T
. C
S\f"\
t ') ::..8il\ (t
_
f(t)
f(t
is called the period of
Assume that a function f(t)

-I:
~rr"'
eX!.)
+ T)
f (t).
for all
Then
f (t)
T = 2L.
Let w
= ~.
can be represented by a Fourier series of the form:
=
f (t)
The graph of
is obtained by
periodic repetition of its graph in any interval of length
f (t)
ao
cas (2t)
Pehod, ct
has period
COSCfltJ
7r
"*
ao
seasonal phenomena.
an
~ht91~
~~D
n=l
ao, an and bn are known as the Fourier
coefficients and may be calculated from Euler's formulae:
Periodic functions describe rotating machines, sound waves or
f(t)~.
+ .2:: (an cas (nwt) + bn sin (nwt ) )
T.
The coefficients
sin t has period 27r,

Example
has period
series.
bn
1
2L
lL
-L
f(t) dt
IlL-L f(t)
.11L
L -L
cos(nwt) dt
f(t) sin(nwt) dt
n = 1,2, ...
n = 1,2, ...

Laplace

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Laplace

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'~I Tc~\e

e '''';3 Cq) +io~lb)

for some finite constants

conduction, fluid flow, chemical reactions and electrical circuits.

A Laplace transform is well defined if

Applications of Laplace transforms include problems involving heat

be a function of a real variable[t:>

:ks v..JM'(lt\. tl ""

[Kreyszig, Chapter 6, pp 203-253]

'I 'I " 'I " " "

n n" n " "

Engineering Mathematics: Laplace Transforms

Engineering Mathematics: Laplace Transforms

Using the definition of the Laplace transform, prove that

Engineering Mathematics: Laplace Transforms

The Laplace transform is linear, so that

Using the definition of the Laplace transform, prove that

= cl.c[fI (t)] + c2[h(t)]

Compute the Laplace transform of

t~ f-e C a -~J < 0

Enginoering Mathematics: Laplace Transforms

Compute the Laplace transform of

Compute the Laplace transform of

L [.sIll t., (0. t)

[e~cifJ- L [eG- )oJ J

Engineering Mathematics: Laplace Transforms

Engineering Mathematics: Laplace Transforms

Laplace Transforms of derivatives

The Laplace transform of the

Engineering Mathematics: Laplace Transforms

Compute the inverse Laplace transform of

F( s) is the Laplace transform of f( t), then f( t) is

the inverse Laplace transform of F( s) and is denoted by

s )]. It is defined by the complex contour integral

This integral is beyond the scope of this course. We will use

Linearity also holds for inverse transforms. Hence if

Engineering Mathematics: Laplace Transforms

Using Laplace transforms to solve linear ODEs

tr-x.J - ~. S 'X Co)

II II " " " " "

'II 'II 'II "

I' \\n 1\ 'n nun

Engineering Mathematics: Laplace Transforms

Solve the system of equations

A(~-ti) -\-B S (S"i

stl~ l~l._~{~)) ~~;0t)

ey i.A4.t::~ (1') llPC

I~( '3+\) CJl -

x(t) and y(t), given that

Engineering Mathematics: Laplace Transforms

Using Laplace transforms to solve linear systems of 1st order

Engineering Mathematics: Laplace Transforms

-r. (S"-t\)- J.-l7r

The s-shifting theorem

1:1 1:1 'U

$'>.- 6:> 1- "8

Engineering Mathematics: Laplace Transforms

The t-shifting theorem

Find the inverse Laplace transform of

has the Laplace transform

the c;:-(,~{bnj tkc~

shifted to the right along the

t-axis bya. (i)(t

for any real number