F18XD2 Solutions 1: The Laplace Transform

1.1.
(i)
 b
1 c
Z Z
st st
L{c} = ce dt = c e dt = lim est = ,
0 0 b s 0 s

(ii) Use integration by parts with u = t, v = est :

Z ( b Z b st )
1 e 1
L{t} = test dt = lim t est + dt = 2 ,
0 b s 0 0 s s

(iii)
 b
e(sk)t 1
Z Z
kt kt st (sk)t
L{e } = e e dt = e dt = lim = ,
0 0 b sk 0 sk

(iv)
 (sia)t b
e 1
Z Z
iat iat st (sia)t
L{e } = e e dt = e dt = lim = ,
0 0 b s ia 0 s ia

(v) Z Z Z
ct ct st
L{at + be } = ate st
+ be e dt = a te st
dt + b ect est dt .
0 0 0

We can then use the results from (ii) and (iii) to get
Z Z
ct a b
L{at + be } = a st
te dt + b ect est dt = 2 + .
0 0 s sc

(vi) Since Z Z
10t 10t st
L{e sin 2t} = e sin 10t e dt = sin 10t e(s10)t ,
0 0
to get the solution it suffices to compute the integral
Z
sin 2t ept dt ,
0

and replace p with s 10.

We integrate by parts with u = sin 2t, v = ept , u = 2 cos 2t, v = ept /p
Z 
2

ept
Z
pt
sin at e dt = sin 2t + cos 2t ept dt (S1.1)
0 p 0 p 0

We integrate the last term in (S1.1) by parts again (u = cos 2t, v = ept )
Z 
2

ept
Z
pt
cos 2t e dt = cos 2t sin 2t ept dt .
0 p 0 p 0

1
 We substitute the above in (S1.1) and get
Z  
pt ept 2  
sin 2t e dt = sin 2t 2 cos 2t ept 0
0 Z p 0 p
4
2 sin 2t ept dt .
p 0

We take the last term to the right-hand side and get


p2 + 4

ept 2 
Z
pt
pt

sin 2t e dt = sin 2t cos 2t e 0
.
p2 0 p 0 p2

By computing the limits we obtain

 
ept
sin 2t = 00 = 0,
p 0

and  
cos 2t ept 0
= 0 cos 0 e0 = 1 .
Therefore
p2 + 4
2
Z
sin 2t ept dt = ,
p2 0 p2
and hence
a
Z
sin 2t ept dt = .
0 p2 +4
Finally, to get the solution we substitute p by s 10,
Z
2 2
sin 2t e(s10)t dt = 2
= 2 .
0 (s 10) + 4 s 20s + 104

1.2.

(a)
5 3
L[5 3t] = L[5] 3L[t] = 2.
s s
(b)
L[7t3 2 sin 3t] = 7L[t3 ] 2L[sin 3t] = 42/s4 6/(s2 + 9) .

(c)
L[4t e2t ] = 4L[t]ss+2 = 4/(s + 2)2 .

(d)
L[t2 e4t ] = L[t2 ]ss+4 = 2/(s + 4)3 .

(e)
L[(t + 1)2 ] = L[t2 + 2t + 1] = L[t2 ] + L[2t] + L[1] = 2/s3 + 2/s2 + 1/s .

2
 (f)
1 1
L[sin2 t] = L[1 cos 2t] = (L[1] L[cos 2t]) = 1/2(1/s s/(s2 + 4)) .
2 2

1.3.
Z Z
at at st
L{e f (t)} = e f (t)e dt = f (t)e(sa)t dt = L[f (t)]ssa .
0 0

1.4.
Z
L{f (t)} = F (s) = f (t)est dt .
0

We differentiate the above with respect to s and get (note that we treat t as a constant
when we differentiate with respect to s)
Z
dF (s)
= tf (t)est dt = L{tf (t)} .
ds 0

1.5.

(a) From Problem 1.1 (iv)

1
L[eiat ] = .
s ia
Also
eiat = cos at + i sin at .
Therefore, using the linearity of the Laplace transform,

L{eiat } = L{cos at + i sin at} = L{cos at} + iL{sin at} . (S1.2)

Also
1 s + ia s + ia s a
= = 2 2
= 2 2
+i 2 (S1.3)
s ia (s ia)(s + ia) s +a s +a s + a2
Therefore by comparing the real and imaginary parts of (S1.2) and (S1.3) we find
the desired Laplace transforms.

(b) From Problem 1.1 (ii) and the first shift theorem
1
L[teiat ] =
(s ia)2

Also
teiat = t cos at + it sin at

3
 Therefore, using the linearity of the Laplace transform

L{teiat } = L{t cos at + it sin at} = L{t cos at} + iL{t sin at} . (S1.4)

Similarly to part (a)

1 (s + ia)2 (s + ia)2
= =
(s ia)2 (s ia)2 (s + ia)2 (s2 + a2 )2
. (S1.5)
(s2 + 2ias a2 )2 s2 a2 2as
= = + i
(s2 + a2 )2 (s2 + a2 )2 s2 + a2

Therefore by comparing the real and imaginary parts of (S1.4) and (S1.5) we find
the desired Laplace transforms.

1.6.
1!
For n = 1, i.e., f (t) = t we have F (s) = s12 = s1+1 . We now assume that the statement is
true for n 1, i.e. that
(n 1)! (n 1)!
L[tn1 ] = (n1)+1 = . (S1.6)
s sn
Next, we can compute the Laplace transform by direct integration as
Z
n
L[t ] = tn est dt .
0

After integration by parts with u = tn , u = ntn1 and v = est , v = e s we get

st

Z st Z
 
n st ne est
t e dt = t + ntn1 dt.
0 s 0 0 s
h i
n est
The first term in the RHS above is t s = 0. For the second term we can use
0
(S1.6) to show that

n1 e n n (n 1)! n!
Z st Z
n
L[t ] = nt dt = tn1 est dt = = .
0 s s 0 s sn sn+1

1.7.
(a)
1 1 1
= + .
(s + 3)(s + 7) 4(s + 7) 4(s + 3)
From the table of Laplace transforms
1
f (t) = (e3t e7t ) .
4

4
(b)
2s + 6 s 2
= 2 + 3
s2 + 4 s2 + 4 s2 + 4
From the table of Laplace transforms we get

f (t) = 2 cos 2t + 3 sin 2t .

(c)
4s 1 1 2
2
= +
(s 1)(s + 1) s 1 s + 1 (s + 1)2
so f (t) = et et + 2tet .

(d)
3s 1 3 1
2
= +
(s 1)(s 4) (s 1) 2 (s 2) 2 (s + 2)
We then deduce from the table of Laplace transforms that
3 1
f (t) = et + e2t e2t .
2 2

(e) Use partial fractions:

s 3 1 1 (3s 8) 1 1
= + + .
(s 1)2 (s2 + 4) 2
25 (s 1) 25 s + 4 5 (s 1)2

Then, from the table of Laplace transforms and the first shift theorem, we get
3 t 1 t 3 4
f (t) = e + te cos 2t sin 2t .
25 5 25 25

(f)
s s
= .
s2 + 4 s + 8 (s + 2)2 + 4
Next     
1 s 1 s2
L =L .
(s + 2)2 + 4 s2 + 4 ss+2

From the table of Laplace transforms,

 
1 s2
L = cos 2t sin 2t .
s2 + 4

Then, from the first shift theorem, we get

f (t) = e2t cos 2t e2t sin 2t .