The Laplace Transform

Definition of the Laplace Transform

Let F(t) be a function of t specified for t > 0. Then the Laplace transform of F(t), denoted by
{F(t)}, is defined by


ℒ F t   f s    e st F t dt …………………………………………..(1)
0

where we assume at present that the parameter s is real. Later it will be found useful to consider s
complex.

The Laplace Transformation of F(t) is said to exist if the integral (1) converges for some value of
s; otherwise it does not exist. For sufficient conditions under which the Laplace Transformation
exist.
F (t ) ℒ F t   f s 
1 1 1
,s  0
s
2 t 1
,s  0
s2
3 t n n=0,1,2….. n!
,s  0
s n 1
4 e at 1
,s  a
sa
5 sin at a
,s  0
s  a2
2

6 cos at s
,s  0
s  a2
2

7 sinh at a
,s  a
s  a2
2

8 cosh at s
,s  a
s  a2
2

Solutions

1. We know that

𝓛 F t   f s   e F t dt , 𝐬 > 0
 st

Here,
F (t )  1 ,
 
So, ℒ 1   e  st .1dt
0
p

 lim  e  st dt
p 
0
p
 e  st 
 lim  
p   s
 0
1  e  sp
 lim
p  s
1
 ,if s>0
s

2. Here, F (t )  t ,

So, ℒ t  e .tdt


 st

0
p

 lim  test dt
p
0

 p st p
d p
 
 lim t  e dt    (t )  e st dt dt 
p 
 0 0
dt 0  
 e st p p
e st 
 lim t   1. dt 
p
  s 0 0
 s 
p
 te st e  st 
 lim   2 
p   s
 s 0
e  sp pe  sp
∴ ℒ t  lim ( 2
1
then   )
p  s s2 s
1
 ,if s>0
s2
3.Here 𝐹(𝑡) = 𝑡 𝑛 n=0,1,2,……….

Then ℒ t    e
n  st
.t n dt  I n
0
p

 lim  t n e st dt
p
0
p
 t n e  st   st p
n 1 e
p  
 lim    lim nt dt
p 
  s 0 0
 s
p
n
 0  lim  t n1e st dt
p s
0

n
 I n 1
s

n (n  1)
  I n2
s s
n!
 n I0
s

n!
 n  e st .1dt
s 0
n! 1
 
sn s
n!
 ,if s > 0, n = 0,1,2,……….
s n 1
4.Here, F (t )  e at


Then 𝓛 e    e
at  st
.e at dt
0
p

 lim  e sa t dt
p
0
  e  s a t 
p

 lim  
p   ( s  a )
 0
 1 e  ( s a ) p 
 lim  
p  s  a
 ( s  a) 
1

sa , if s>a

5.Here , F (t )  sin at


Then ℒ sin at   e  st .(sin at )dt
0

 lim  est sin atdt

p
0

 e  st  s sin at  a cos at  
p

 lim  
p 
 s2  a2 0
 e  sp ( s sin ap  a cos ap) a 
 lim   2
p
 s a
2 2
s  a 2 
a
 ,if s>0
s2  a2
e ax (a cos bx  b sin bx)
***  e ax cos bx 
a2  b2
e ax (a sin bx  b cos bx)
***  e ax sin bx 
a2  b2
6.Here , F (t )  cos at


Then ℒ {cos at}   e  st cos atdt
0
 p

 lim  e st cos atdt

p
0

 e  st  s cos at  a sin at  
p

 lim  
p
 s2  a2 0
 e  sp ( s cos ap  a sin ap) s 
 lim  
p
 s2  a2 s 2  a 2 
s
 ,if s>0
s2  a2
7.Here, F (t )  sinh at
 e at  e  at 
∴ ℒ sinh at  ℒ 
1
 
1
 = ℒ e − ℒ e
at  at
 
 2  2 2
1 1 1 
   
2 s  a s  a
a
 ,for s  a
s  a2
2

8.Here, F (t )  cosh at
 e at  e  at 
∴ ℒ cosh at  ℒ 
1
 
1
 = ℒ e + ℒ e
at  at
 
 2  2 2
1 1 1 
   
2 s  a s  a
s
 ,for s  a
s  a2
2

Some Important properties of Laplace Transforms

1.Linear Property:
If C1 and C2 are any constants while F1(t) and F2(t) are functions with Laplace transforms f1(s)
and f2(s) respectively, then
ℒ {C1 F1 (t )  C2 F2 (t )}  C1 ℒ {F1 (t )} + C2 ℒ {F2 (t )} = C1 f1 (s)  C2 f 2 (s)
2.First translation or shifting property:
If {F (t )}  f ( s ) then
ℒ{ e at F (t )}  f ( s  a) }

Ex-1: ℒ {4t 2  3 cos 2t  5e t } = 4 ℒ {t 2 } − 3 ℒ {cos 2t} + 5 ℒ {e  t }

  2!   s   1 
 4 3   3 2   5 
 s   s  4   s 1
8 3s 5
 3  2 
s s  4 s 1
 s 
Ex-2: Since ℒ {cos 2t} =  2  ,then
 s  4
s 1 s 1
ℒ {e t cos 2t}   2
s  1  4 s  2s  1  4
2

s 1

s  2s  5
2

3.Second Translation of Shifting property:

If ℒ {F (t )}  f ( s ) and G (t )  0F ( t  a ) t a
t a ,then ℒ {G(t )}  e  as f ( s)

Ex-3: Since ℒ t 3  
3! 6
4
 4 ,the Laplace Transformation of the function
s s
(t  2)3 , t  2
G(t )   is 6
e 2 s
0 ,t  2 s4
Prove the Second translation Or Shifting property
 a 
ℒ G(t )   e G(t )dt   e G(t )dt   e st G(t )dt
 st  st

0 0 a
a 
  e  st .0.dt   e  st F t  a dt
0 a

  e  s (u  a ) F (u)du Let,
0

ta u
e
 sa  su
e F (u )du
0
dt  du
t  a, u  0
 e  sa f (s)
t  , u  

 2 2
cos(t  3 ) , t  3 
Ex: Find ℒ F (t ) if F (t )  
2
0 ,t  
 3
 s
Solution: ℒ {cos t} 
s 1
2

2 s 2s
s
Then ℒ F (t )  e
3 se 3

s2 1 s2 1
4. Change of Scale Property:
1 s
If ℒ {F (t )}  f ( s ) Then ℒ {F (at )} 
f 
a a
Prove the Change of Scale property
1 s
If ℒ {F (t )}  f ( s ) Then ℒ {F (at )}  f 
a a

Proof: ℒ F (at )   e  st F at dt
0
 u
s 1
 e a
F (u ) du Let,
0
a

1 au
s
t  0, u  0
a 0
 e F (u )du
t  , u  
at  u
1 s
 f  1
a a dt  du
a

 sin at   sin at  1  a 
Ex: Find ℒ   , where ℒ    tan  
 t   at  s
 sin at  1  sin at 
Solution: ℒ   = ℒ 
 at  a  t 
 
1  1 
 tan 1  
a s
 a 
1 a 
 tan 1  
a s
 sin at  1  a 
Then ℒ   = tan  
 t  s
5. Laplace transformation of derivatives:
a. If ℒ {F (t )}  f ( s ) Then ℒ {F (t )}  sf ( s)  F (0)
If F(t) is continuous for 0  t  N and of exponential order for t  N while𝐹 / (𝑡) is sectionally
continuous for 0  t  N .

Proof: Using integration by parts, we have


ℒ {F (t )}   e  st F (t )dt
0
p

 lim  e  st F (t )dt

p 
0

 st p

 lim e .F (t )  s  e st F (t )dt 
p

p 
 
0
0

 sp p

 lim e F ( p )  F (0)  s  e st F (t )dt 
p 
 0 
p

 lim s  e st F (t )dt  lim e sp F ( p)  lim F (0)

p p p
0

 s  e st F (t )dt  F (0)  lim e  sp F ( p)  0
 p 
0
 sf ( s )  F (0)

5.b.If ℒ {F (t )}  f ( s ) Then ℒ {F (t )}  s 2 f (s)  sF (0)  F (0)

Proof: From previous Theorem, We have
ℒ {G (t )}  s ℒ {G (t )}  G (0)  sg ( s)  G (0)
Let G (t )  F (t ) ,then
ℒ {F (t )}  s ℒ F (t ) F (0)

 s[ s ℒ {F (t )}  F (0)]  F (0)
 s 2 ℒ {F (t )}  sF (0)  F (0)
 s 2 f (s)  sF (0)  F (0)
#The generalization to higher order derivatives can be proved by using mathematical induction.
#Ifℒ {F (t )}  f ( s ) Then
 
ℒ F n (t )  s n f (s)  s n1 F (0)  s n2 F 1 (0)  s n3 F 2 (0)  ..........  sF n2 (0)  F n1 (0)
Proof: We know that, ℒ {F (t )}  sf ( s)  F (0)
Again, ℒ {F (t )}  s 2 f (s)  sF (0)  F (0)
So, to prove the theorem, we use mathematical induction. Since the theorem is true for
n = 0, 1, 2, ….etc.
Let us assume that the theorem is true for n = p, where p is a fixed positive integer. So by
assumption, we get
 
ℒ F p (t )  s p f (s)  s p 1 F (0)  s p 2 F 1 (0)  .............  F p 1 (0)
[Here power of F(t) is number of derivative.]

Now, ℒ F  ( p 1)

(t )  lim  e  st F  p 1 (t )dt
 
0


 
  st p


 lim e F (t ) 0  lim   se st F p (t )dt
 
0


 
 p p

 lim e F ( )  F (0)  s lim  e  st F p (t )dt
 s
 
0

 s  e  st F p (t )dt  F p (0)
0

 s ℒ F p (t ) F p (0)
Therefore ∴ ℒ F p 1 (t )  ss p f (s)  s p 1 F (0)  s p 2 F 1 (0)  .............  F p 1 (0)  F p (0)
 s p 1 f (s)  s p F (0)  s p 1 F 1 (0)  .............  sF p 1 (0)  F p (0)

Thus we have provided that if the theorem is true for n = p,then it is true for n = (p+1),where p is
a fixed positive integer.
As the theorem is true for n = 1, hence it is true for 1+1=2 and that for 3, 4 etc.
So, the theorem is true for any positive integer.

Ex: Show that ℒ sin at  2

a
s  a2
Solution: Let, F (t )  sin at then F (t )  a cos at , F '' (t )  a 2 sin at
F (0)  0, F (0)  a
We have, ℒ {F (t )}  s 2 ℒ {F (t )}  sF (0)  F (0)
or, ℒ {a 2 sin at}  s 2 ℒ {sin at}  s(0)  a
or,  a 2 ℒ {sin at}  s 2 ℒ {sin at}  a
or, ( s 2  a 2 ) ℒ {sin at}  a
a
∴ ℒ {sin at} 
s  a2
2
6.Laplace transform of integrals
If {F (t )}  f ( s ) ,

t  f (s)
Then ℒ  F (u )du  
0  s
t
Proof: Let G (t )   F (u )du and {G (t )}  g ( s)
0

Then consider, G (t )  F (t ) and G (0)  0

Taking Laplace transform on both sides
We get ℒ {G (t )}  ℒ F (t )
 sg ( s)  G (0)  f ( s)
 sg ( s )  0  f ( s )
f ( s)
 g ( s) 
s

 ℒ G (t ) 
f (s)
s
Now, G (t )  F (t )
t t
  G (t )dt   F (t )dt
0 0
t
 G(t )  G(0)   F (t )dt
0
t
 G(t )   F (u )du
0

 t

 ℒ  F (u )du   ℒ G (t ) 
f (s)
0  s
t
Ex: Find ℒ {∫0 sin 2u du}

Ex. Since , ℒ sin 2t 

2
s 4
2

t  2
 sin 2udu  
We have
0  s s 4
2
 
As can be verified directly.
7.Multiplication by t n
dn
If ℒ {F (t )}  f ( s ) then {t n F (t )}  (1) n
n
f ( s)  (1) n f ( n ) ( s)
ds
Proof: From the definition of Laplace transform,
 
we have ,ℒ F t   f s    e st F t dt
0

Then by Leibnitz’s rule for differentiating under the integral Sign,


df d
 f ( s)   e  st F (t )dt
ds ds 0

  st
 e F (t )dt
0
s

   te  st F (t )dt
0

  e  st {tF (t )}dt
0

 −ℒ {tF (t )}
df
 ℒ {tF (t )}     f ( s )  (1) f ( s ) ………..(1)
ds

Which proves the theorem for n = 1.

To establish the theorem in general, We use mathematical induction, Assume the theorem true
for n = k.

Assume,  e  st {t k F (t )}dt  (1) k f ( k ) ( s) …………………..(2)
0

d
Then, 
ds 0
e st {t k F (t )}dt  (1) k f ( k 1) (s)



 s e
 st
Or, by Leibnitz’s rule, {t k F (t )}dt  (1) k f ( k 1) ( s)
0

Or,   e  st {t k 1 F (t )}dt  (1) k f ( k 1) ( s)
0

i.e.  e  st {t k 1 F (t )}dt  (1) k 1 f ( k 1) ( s) ……………………(3)
0

It follows that if (2) is true i.e. if the theorem holds for n = k, i.e. the theorem holds for n = k +1.
But by (1) the theorem is true for n = 1. Hence it is true for n = 1+1= 2 and n =2+1 = 3 etc. and
thus for all positive integer values of n.
1
Ex: Since , ℒ {e 2t } 
s2
 d  1  1
We have {te 2t }  (1)  
ds  s  2  s  22
d2  1  2
{t 2 e 2t }  (1) 2 2  
ds  s  2  s  23

8.Division by t

 F (t ) 
If {F (t )}  f ( s ) , then     f (u )du
 t  s
 F (t ) 
Provided lim  exists.
t 0
 t 
F (t )
Proof: Let G (t )  , then F (t )  tG(t )
t
Taking Laplace transform of both sides,
d
We get, ℒ {F (t )}  ℒ {tG(t )}   ℒ {G (t )}
ds
dg s 
 f ( s)    ℒ {G(t )}  g(s)
ds
Then integrating, we have
s 
g (s)   f (u)du   f (u)du
 s

 F (t ) 
{G (t )}      f (u)du
 t  s

Ex: Since ℒ sin t 

1 sin t
and lim  1,
s 1 2 t 0 t

 sin t  du
We have ℒ   2
 t  s u 1
p
du
 lim
p  u
s
2
1
 
 lim tan 1 u
p 
p
s

 lim tan p  tan s 

1 1
p 

ps
 lim tan 1
p  1  ps
 s
1
p
 lim tan 1
p  1
s
p
1
 tan 1  
s

9.Periodic function
Let F(t) have period T > 0 So that F(t+T) = F(t)
T

e
 st
F (t )dt
Then F (t )  0

1  e  sT

F(t)
Period T


Proof : We have ℒ F t    e st F t dt
0
T 2T 3T
  e F t dt   e F t dt   e  st F t dt  ..........
 st  st

0 0 0

In the second integral let, t  u  T , in the third integral, let, t  u  2T etc.

T T T
ℒ F t    e su F u du   e  s (u T ) F u  T du   e  s (u  2T ) F u  2T ) du  ..........
0 0 0
T T T
  e su F u du   e sT e su F u du  e s 2T  e  su F u du  ..........
0 0 0

 
T
 1  e  sT  e 2 sT  ..........  e  su F u du
0
 T

e
 su
F (u )du
 0

1 e  sT
 (1  x) 1
 1  x  x 2  x 3  ........ 
Where we have used the periodicity to write F (u  T )  F (u ) , F (u  2T )  F (u ) ,….. and the fact
1
that 1  r  r 2  r 3  ........  , r 1
1 r

Ex: (a) Graph the function

F (t )   sin t
0 
0t 
 t  2
Extended periodically with period 2 .
(b) Find F (t )
Solution:
(a)

F(t)

(b) Since , T  2
2
We have F (t )  1
e
 st
F (t )dt
1  e 2s 0

1   st 2

 2s   
 e F (t ) dt  e  st F (t )dt 
1 e 0  

1
 2s 
 e  st F (t )dt
1 e 0

1
 2s 
 e  st sin tdt
1 e 0

1  e  st ( s sin t  cos t ) 
  
1  e  2s  s2 1 0
1  1  e s 
  2 
1  e 2s  s 1 
 
1  e 
s

1  e s
1  e s
s 2
1 
1

1  e s
s 2
1 
10.Behavior of f (s ) as s  
If ℒ {F (t )}  f ( s ) then, lim f ( s )  0
s 

11.Initial value theorem:

If the indicated limits exists, then
lim F (t )  lim sf ( s )
t 0 s 

12.Boundary/Final-value theorem
If the indicated limits exists, then
lim F (t )  lim f ( s)
t  s 0

(n  1)
31. Prove :ℒ {t n }  if n  1, s  0
s n 1

Solution: ℒ t n    e st .t n dt
0

Letting st  u assuming s  0 this

 n

 u u 
Becomes ℒ t
n
  e .  d    1n1  e u .u n du
u

0 s s s 0
 ( n  1)
 if n  1, s  0
s n 1
 1 sin u  1  1  1  
36. Prove: ℒ  du    tan   
0 u  s  s 

Solution: ℒ sin t 
1
s 12


 F (t ) 
We know that, ℒ F t   f s  ,then     f (u )du
 t  s
 F (t ) 
Provided lim  exists.
t 0
 t 
sin t
and lim 1
t 0 t
 
 sin t  du
∴ ℒ  2
 t  s u 1

 lim tan 1 u
p 

s
p

1
 tan 1  
s
Since Again, we know, if ℒ F t   f s 
1  f (s)
Then ℒ  F (u )du  
0  s

 sin t  1  1 
Since, ℒ    tan  
 t  s
1
tan 1  
 sin u 
1
 s   1 tan 1  1 
∴ ℒ  du    
0 u  s s s
20. Find ℒ {t 2 cos at}
s
Solution: ℒ {cos at}   f ( s)
s  a2
2

dn
We know that, {t n F (t )}  (1) n f ( s)
ds n
d2  s  d  d  s 
∴ ℒ {t 2 cos at}  (1) 2  2 2 
   2 2 
ds 2  s  a  ds  ds  s  a 
d  s.2s 2  ( s 2  a 2 ).1
  
ds  (s 2  a 2 ) 2 
d  s2  a2 
  
ds  ( s 2  a 2 ) 2 


( s 2  a 2 ).2( s 2  a 2 ).2 s  s 2  a 2 .2 s  
2

s 2
 a2 
4



2s( s 2 a 2 ) s 2  3a 2  
2 s 3  6a 2 s
s 2
 a2  4
s 2
 a2 
3

28.Prove (a) (n  1)  nn, n  0 (b) (n  1)  n!, n  1,2,3.......

 
Solution: Note n   e  x x n1dx ,Gamma function
0
 p

(a) (n  1)   e u u n du  lim  e u u n du

p 
0 0

 
p

 lim {(u n )( e u )   (e u ) nu n1 du}

p

p  0
0
p

 lim { p n e  p  n  e u u n1du}
p 
0

 n  e u u n1du
0

 nn if n  0
34. (a) Find ℒ{J0 (t)} where J0 (t) is the Bessel function of order zero.
(b) Use the result of (a) to find ℒ{J0 (at)}
Solution: (a) We define a Bessel function of order n by
tn  t2 t4 
Jn (t) = 1    .............
2 (n  1)  2(2n  2) 2.4(2n  2)( 2n  4)
n

Now n = 0 ,we get
t2 t4
J0 (t) = 1    .............
22 22 42
t2 t4
ℒ{J0 (t)} = ℒ{1} − ℒ {22 } + ℒ {22 42 } −……………
1 1 2! 1 4!
  2 . 3  2 2 5  ............
s 2 s 2 4 s
1  1  1  1.3  1  
 1   2    4   .......
s  2  s  2.4  s  
  
1
1  1  2
 1  2  
s  s  
 
1

1  s2 1 2
  2 
s s 
1 s

s s2 1
1

s2 1
(b)Now
1 s
we know ℒ{J0 (at)}  f 
a a
1 1
 ℒ{J0 (at)} 
a  s 2
  1
a
1 a

a s  a2
2

1

s2  a2
 cos u  ln( s 2  1)
37. Prove ℒ  du  
t u  2s
Solution:

cos u
Let, F (t )   du
t
u
Then, lim F (t )  0
t 
t
cos u
Also, F (t )    du

u
cos t
Hence F (t )  
t
 tF (t )   cos t
⇒ ℒ {tF (t )}  ℒ{− cos t} = −ℒ{cos t}


d
sf ( s)  F (0)   2 s
ds s 1
 sf ( s )  2
d s
, For F(0) = const.
ds s 1
Integration yields the result,
1
sf ( s )  log( s 2  1)  c.........(1)
2
1
 lim sf ( s )  lim log( s 2  1)  c  0  c
s 0 s 0 2

 lim F (t )  0  c
t 

0c
Now (1) becomes
1
sf ( s )  log( s 2  1)
2
1
 f ( s)  log( s 2  1)
2s
log( s 2  1)
∴ ℒ {F (t )} 
2s
 cos u  log( s 2  1)
 ℒ  du  
t u  2s

1. Evaluate ℒ{t 3 e−3t }

d3 1
Solution: ℒ{t 3 e−3t } = (−1)3 (s+3)
ds3

d2 (s+3).0−1
= ds2 [ ]
(s+3)2

d2 −1
= ds2 [(s+3)2 ]

d2 1
= ds2 [(s+3)2 ]

d (s+3)2 ∗0−1∗2(s+3)
= ds [ ]
(s+3)4

d −2(s+3)
= ds [ (s+3)4 ]

d 2
= − ds ((s+3)3 )

(s+3)3 ∗0−2∗3(s+3)2
=− {(s+3)3 }2

−6(s+3)2
=− (s+3)6

6
= Ans:
(s+3)4

2. Evaluate ℒ{e−t cos 2t}

Solution:
s
ℒ{cos 2t} = s2 +4
 s+1
∴ ℒ{e−t cos 2t} = (s+1)2 +4
s+1
= s2 +2s+5
Ans:

3. Evaluate ℒ{2e3t sin 4t}

Solution:
4
ℒ{sin 4t} = s2 +16

ℒ{2e3t sin 4t} = 2 ℒ{e3t sin 4t}

4
=2
(s−3)2 +16

8
= s2 −6s+25

Ans:

4. Evaluate ℒ{(t + 2)2 et }

Solution:
ℒ{(t + 2)2 } = ℒ{t 2 + 4t + 4}
= ℒ{t 2 } + 4 ℒ{t} + ℒ{4}
2 4 4
= s3 + s2 + s
2+4s+4s2
= s3

2+4(s−1)+4(s−1)2
∴ ℒ{(t + 2)2 et } = (s−1)3

2+4s−4+4s2 −8s+4
= (s−1)3

4s2 −4s+2
= (s−1)3

Ans:

5. Evaluate ℒ{e−4t cos h2t}

Solution:
s
Here ℒ{cos h2t} = s2 −4
 s+4
∴ ℒ{e−4t cos h2t} = (s+4)2 −4

s+4
= s2 +8s+12

Ans:

6. . Evaluate ℒ{e−t (3sin h2t − 5 cos h2t)}

Solution:

Here ℒ{e−t (3sin h2t − 5 cos h2t)}

= ℒ{3e−t sin h2t} − 5 ℒ{e−t cos h2t}

2 (s+1)
= 3 × (s+1)2 −4 − 5 × (s+1)2 −4

6−5s−5
= (s+1)2 −4

1−5s
= s2 +2s−3 Ans:

6s2 −2
7. Show that ℒ{t 2 sin t} = (s2 +1)3

Solution:
1
Here ℒ{sin t} = (s2 +1)

d2 1
∴ ℒ{t 2 sin t = (−1)2 ds2 (s2 +1)

d (s2 +1)×0−1×2s
= ds [ ]
(s2 +1)2

d −2s
= ds [(s2 +1)2 ]

(s2 +1)2 (−2)−(−2s)2(s2 +1).2s

= (s2 +1)4

−2(s2 +1)2 +8(s2 (s2 +1)

= (s2 +1)4

−2(s2 +1){(s2 +1)−4s2 }

= (s2 +1)4

−2(1−3s2 ) 6s2 −2
= = (s2 +1)3 Ans:
(s2 +1)3
 The inverse Laplace Transform:
If the Laplace transform of a function F(t) is f(s) i.e if ℒ{𝐹(𝑡)} = 𝑓(𝑠), than F(t) is called an
inverse Laplace transform of f(s) and we write symbolically 𝐹(𝑡) = ℒ −1 {𝑓(𝑠)}, where ℒ −1 is
called the inverse Laplace transformation operator.
Table of inverse Laplace transforms
F(s) ℒ −1 {𝑓(𝑠)} = 𝐹(𝑡)
1 1
s
1 t
s2
1 𝑡𝑛
n 1
, n  0,1,2...
s 𝑛!
1 𝑒 𝑎𝑡
sa
1 𝑠𝑖𝑛𝑎𝑡
s  a2
2
𝑎
s 𝑐𝑜𝑠𝑎𝑡
s  a2
2

1 𝑠𝑖𝑛ℎ𝑎𝑡
s  a2
2
𝑎
s cos ℎ𝑎𝑡
s  a2
2

1. Linearity property
If c1 and c2 are any constants while f1(s) and f2(s) are the Laplace transforms of F1(t) and
F2(t) respectively, then
ℒ −1 {𝑐1 𝑓1 (𝑠) + 𝑐2 𝑓2 (𝑠)} = 𝑐1 ℒ −1 {𝑓1 (𝑠)} + 𝑐2 ℒ −1 {𝑓2 (𝑠)} = 𝑐1 𝐹1 (𝑡) + 𝑐2 𝐹2 (𝑡)

2. First translation or shifting property

If ℒ −1 {𝑓(𝑠)} = 𝐹(𝑡), then
ℒ −1 {𝑓(𝑠 − 𝑎)} = 𝑒 𝑎𝑡 𝐹(𝑡)
8s−20
Ex : Find ℒ −1 { 2 }
s −12s+32

Solution:

8s−20 8s−20
Here ℒ −1 { } = ℒ −1 {(s−8)(s−4)}
s2 −12s+32
 21 13
= ℒ −1 {(s−8) − }
(s−4)

21 13
= ℒ −1 {(s−8)} − ℒ −1 {(s−4)}

1 1
= 21ℒ −1 {(s−8)} − 13 ℒ −1 {(s−4)}

= 21e8t − 13e4t Ans:

3. Second translation or shifting property

If ℒ −1 {𝑓(𝑠)} = 𝐹(𝑡), then
𝐹(𝑡 − 𝑎), 𝑡 > 𝑎
ℒ −1 {𝑒 −𝑎𝑠 𝑓(𝑠)} = {
0 ,𝑡 < 𝑎

4. Change of scale property,

If ℒ −1 {𝑓(𝑠)} = 𝐹(𝑡), then

1 𝑡
ℒ −1 {𝑓(𝑘𝑠)} = 𝐹( )
𝑘 𝑘

5. Inverse Laplace transformations of derivations

ℒ −1 {𝑓(𝑠)} = 𝐹(𝑡), then
−1 {𝑓 𝑛 (𝑠)}
𝑑𝑛
ℒ = ℒ { 𝑛 (𝑓(𝑠))} = (−1)𝑛 𝑡 𝑛 𝐹(𝑡)
−1
𝑑𝑥

6. Inverse Laplace transformations of integrals

If ℒ −1 {𝑓(𝑠)} = 𝐹(𝑡), then
∞
𝐹(𝑡)
ℒ −1 {∫ 𝑓(𝑢)𝑑𝑢} =
𝑠 𝑡

7. Multiplication by sn
If ℒ −1 {𝑓(𝑠)} = 𝐹(𝑡) and F(0) = 0, then
ℒ −1 {𝑠𝑓(𝑠)} = 𝐹 ′ (𝑡)
 s
Ex.: Find ℒ −1 { }
(s2 +a2 )2

𝑑 1 2𝑠 s 1 𝑑 1
Solution: we have { } = − (s2 . Thus =− ( )
𝑑𝑥 s2 +a2 +a2 )2 (s2 +a2 )2 2 𝑑𝑥 s2 +a2

1 sin 𝑎𝑡
Then since ℒ −1 { }= we use property-7(Derivatives property)
s2 +a2 𝑎

s 1 𝑑 1 1 𝑑 1
We have ℒ −1 { } = ℒ −1 {− ( )} = − ℒ −1 { ( )}
(s2 +a2 )2 2 𝑑𝑥 s2 +a2 2 𝑑𝑥 s2 +a2

1 sin 𝑎𝑡 𝑡 sin 𝑎𝑡
= − (−𝑡) ( )=
2 𝑎 2𝑎

8. Division by s
If ℒ −1 {𝑓(𝑠)} = 𝐹(𝑡), then
𝑡
−1
𝑓(𝑠)
ℒ { } = ∫ 𝐹(𝑢)𝑑𝑢
𝑠 0

1
Ex: Find ℒ −1 { }
s3 (s2 +1)

Solution:
1
Since ℒ −1 { } = sin t, we use property-8(Division by s), we have
(s2 +1)
𝑡
1
ℒ −1 { 2 } = ∫ 𝑠𝑖𝑛 𝑢 𝑑𝑢 = 1 − cos 𝑡
𝑠(𝑠 + 1)
0
𝑡
1
ℒ −1 { } = ∫(1 − cos 𝑡) 𝑑𝑢 = 𝑡 − sin 𝑡
𝑠 2 (𝑠 2 + 1)
0
𝑡
−1
1 𝑡2
ℒ { 3 2 } = ∫(𝑡 − sin 𝑡) 𝑑𝑢 = + cos 𝑡 − 1
𝑠 (𝑠 + 1) 2
0
 9. The convolution property
If ℒ −1 {𝑓(𝑠)} = 𝐹(𝑡) and ℒ −1 {𝑔(𝑠)} = 𝐺(𝑡), then
𝑡
−1 {
ℒ 𝑓(𝑠)𝑔(𝑠)} = ∫ 𝐹(𝑢)𝐺(𝑡 − 𝑢)𝑑𝑢 = 𝐹 ∗ 𝐺
0
We call F*G the convolution or faltung of F and G, and the theorem is called the convolution
theorem or property.
Problems:
Find the each of the following:
1
1. ℒ −1 (𝑠2 +𝑎2 )

Solution:
𝑠𝑖𝑛𝑎𝑡 1 1 1 1
ℒ{ } = 𝑎 ℒ{𝑠𝑖𝑛𝑎𝑡} = 𝑎 {𝑠2 +𝑎2 } = 𝑠2 +𝑎2
𝑎
Then,
1 𝑠𝑖𝑛𝑎𝑡
ℒ −1 { }=
𝑠2 +𝑎 2 𝑎

6𝑠−4 6𝑠−4
2. ℒ −1 {𝑠2 −4𝑠+20} = ℒ −1 {(𝑠−2)2 +16}
6(𝑠−2)+8
= ℒ −1 {(𝑠−2)2 +16}
(𝑠−2) 4
= 6 ℒ −1 { } + 2ℒ −1 { }
(𝑠−2)2 +16 (𝑠−2)2 +16
= 6𝑒 2𝑡 𝑐𝑜𝑠4𝑡 + 2𝑒 2𝑡 𝑠𝑖𝑛4𝑡
= 2𝑒 2𝑡 (3𝑐𝑜𝑠4𝑡 + 𝑠𝑖𝑛4𝑡)

4𝑠+12 4𝑠+12
3. ℒ −1 {𝑠2 +8𝑠+16} = ℒ −1 {(𝑠+4)2 }

4(𝑠 + 4) − 4 1 1
= ℒ −1 { 2
} = 4ℒ −1 { } − 4ℒ −1 { }
(𝑠 + 4) 𝑠+4 (𝑠 + 4)2
= 4𝑒 −4𝑡 − 4𝑒 −4𝑡 𝑡
= 4𝑒 −4𝑡 (1 − 𝑡)

1 1 1
4. ℒ −1 { }= ℒ −1 {(𝑠+3/2)1/2 }}
√2𝑠+3 √2
1 𝑡1−1/2
= 𝑒 −3/2𝑡
√2 1
Γ(2)
1 𝑡 −1/2
= 𝑒 −3/2𝑡
√2 √𝜋
 1
= 𝑒 −3/2𝑡
√2𝜋𝑡
−1 3𝑠+7
Ex: Find ℒ {𝑠2 −2𝑠−3}

3𝑠+7 3𝑠+7 𝐴 𝐵
Method 1:𝑠2 −2𝑠−3 ≅ (𝑠−3)(𝑠+1) = (𝑠−3) + (𝑠+1) …………(1)

Multiplying by (s-3)(s+1) we obtain

3𝑠 + 7 ≅ 𝐴(𝑠 + 1) + 𝐵(𝑠 − 3)

Equating coefficients, A+B = 3 and A-3B = 7

Then, A = 4, B = -1

3𝑠 + 7 4 1
ℒ −1 { } = ℒ −1 { } − ℒ −1 { }
𝑠2 − 2𝑠 − 3 𝑠−3 𝑠+1

4 1
= 4ℒ −1 {
} − ℒ −1 { }
𝑠−3 𝑠+1
= 4𝑒 3𝑡 − 4𝑒 −𝑡
Method 2: Multiplying (1) by (s-3) and let 𝑠 → 3, then
3𝑠 + 7 𝐵(𝑠 − 3)
𝑙𝑖𝑚 = 𝐴 + 𝑙𝑖𝑚
𝑠→3 𝑠 + 1 𝑠→3 𝑠 + 1

Or, A = 4

Similarly, Multiplying (1)by (s+1) and let𝑠 → −1, then

3𝑠 + 7 𝐴(𝑠 + 1)
𝑙𝑖𝑚 = 𝑙𝑖𝑚 +𝐵
𝑠→−1 𝑠 − 3 𝑠→−1 𝑠 − 3
Or, B = -1
However it will be noted that the present method is less tedious. It can be used whenever the
denominator has linear factor.

The Heaviside Expansion Formula:

Let P(s) and Q(s) be polynomials where P(s) has degree less than that of Q(s). Suppose that Q(s)
has distinct zeros αk. Then
𝑛
𝑃(𝑠) 𝑃(𝛼𝑘 ) 𝛼 𝑡
ℒ −1 { }=∑ ′ 𝑒 𝑘
𝑄(𝑠) 𝑄 (𝛼𝑘 )
𝑘=1
Proof:
Since Q(s) is a polynomial with n distinct zeroes 𝛼1 , 𝛼2 , … … … … 𝛼𝑛. We can write according to
the method of partial fractions,
 𝑃(𝑠) 𝐴1 𝐴2 𝐴𝑘 𝐴𝑛
= + + ⋯+ +⋯
𝑄(𝑠) 𝑠 − 𝛼1 𝑠 − 𝛼2 𝑠 − 𝛼𝑘 𝑠 − 𝛼𝑛
Multiplying both side by 𝑠 − 𝛼𝑘 and letting s→ 𝛼𝑘 , we find using L’Hospital’s rule,
𝑃(𝑠)(𝑠 − 𝛼𝑘 ) 𝑠 − 𝛼𝑘
𝐴𝑘 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 𝑃(𝑠) { }
𝑠→𝛼𝑘 𝑄(𝑠) 𝑠→𝛼𝑘 𝑄(𝑠)
𝑠 − 𝛼𝑘 1
= 𝑙𝑖𝑚 𝑃(𝑠) 𝑙𝑖𝑚 = 𝑃(𝛼𝑘 ) 𝑙𝑖𝑚 ′
𝑠→𝛼𝑘 𝑠→𝛼𝑘 𝑄(𝑠) 𝑠→𝛼𝑘 𝑄 (𝑠)

𝑃(𝛼𝑘 )
= 𝑄 ′ (𝑠)
Thus (1) can be written
𝑃(𝑠) 𝑃(𝛼1 ) 1 𝑃(𝛼𝑘 ) 1 𝑃(𝛼𝑛 ) 1
= ′ + ⋯+ ′ +⋯ ′
𝑄(𝑠) 𝑄 (𝛼1 ) 𝑠 − 𝛼1 𝑄 (𝛼𝑘 ) 𝑠 − 𝛼𝑘 𝑄 (𝛼𝑛 ) 𝑠 − 𝛼𝑛

Thus taking the inverse Laplace transform, we have as required

𝑃(𝑠) 𝑃(𝛼1 ) 𝛼 𝑡 𝑃(𝛼2 ) 𝛼 𝑡 𝑃(𝛼𝑘 ) 𝛼 𝑡 𝑃(𝛼𝑛 ) 𝛼 𝑡
ℒ−1 { }= ′ 𝑒 1 + ′ 𝑒 2 + ′ 𝑒 𝑘 + ⋯+ 𝑒 𝑛
𝑄(𝑠) 𝑄 (𝛼1 ) 𝑄 (𝛼2) 𝑄 (𝛼𝑘 ) 𝑄`(𝛼𝑛 )
𝑛
𝑃(𝛼𝑘 ) 𝛼 𝑡
=∑ 𝑒 𝑘
𝑄 ′ (𝛼𝑘 )
𝑘=1
−1 2𝑠2 −4
Ex: Find ℒ {(𝑠+1)(𝑠−2)(𝑠−3)}
We have, 𝑃(𝑠) = 2𝑠 − 4, 𝑄(𝑠) = (𝑠 + 1)(𝑠 − 2)(𝑠 − 3) = 𝑠 3 − 4𝑠 2 + 𝑠 + 6
2

𝑄 ′ (𝑠) = 3𝑠 2 − 8𝑠 + 1
𝛼1 = −1, 𝛼2 = 2, 𝛼𝑛 = 3, The required
𝑃(𝑠) 𝑃(𝛼1 ) 𝛼 𝑡 𝑃(𝛼2 ) 𝛼 𝑡 𝑃(𝛼𝑘 ) 𝛼 𝑡 𝑃(𝛼𝑛 ) 𝛼 𝑡
ℒ−1 { }= ′ 𝑒 1 + ′ 𝑒 2 + ′ 𝑒 𝑘 + ⋯+ 𝑒 𝑛
𝑄(𝑠) 𝑄 (𝛼1 ) 𝑄 (𝛼2) 𝑄 (𝛼𝑘 ) 𝑄`(𝛼𝑛 )
𝑃(−1) −𝑡 𝑃(2) 2𝑡 𝑃(3) 3𝑡
= ′ 𝑒 + ′ 𝑒 + ′ 𝑒
𝑄 (−1) 𝑄 (2) 𝑄 (3)
−2 −𝑡 4 2𝑡 7 3𝑡
= 𝑒 + 𝑒 + 𝑒
12 −3 2

3𝑠+1
Ex: Find ℒ−1 {(𝑠−1)(𝑠2 +1)}
We have 𝑃(𝑠) = 3𝑠 + 1
𝑄(𝑠) = (𝑠 − 1)(𝑠 2 + 1)
𝑄 ′ (𝑠) = 3𝑠 2 − 2𝑠 + 1
𝛼1 = 1, 𝛼2 = 𝑖, 𝛼3 = −𝑖, Then by the Heaviside expansion formula the required inverse
is,
𝑃(𝑠) 𝑃(𝛼1 ) 𝛼 𝑡 𝑃(𝛼2 ) 𝛼 𝑡 𝑃(𝛼3 ) 𝛼 𝑡
ℒ−1 { }= 𝑒 1 + 𝑒 2 + 𝑒 3
𝑄(𝑠) 𝑄`(𝛼1 ) 𝑄`(𝛼2 ) 𝑄`(𝛼3 )
4 3𝑖+1 −3𝑖+1
= 2 𝑒 𝑡 + −2−2𝑖 𝑒 𝑖𝑡 + −2+2𝑖 𝑒 −𝑖𝑡
 1 1
= 2𝑒 𝑡 + (−1 − 2 𝑖) (𝑐𝑜𝑠𝑡 + 𝑖𝑠𝑖𝑛𝑡) + (−1 + 2 𝑖) (𝑐𝑜𝑠𝑡 − 𝑖𝑠𝑖𝑛𝑡)
1 1
= 2𝑒 𝑡 − 𝑐𝑜𝑠𝑡 + 2 𝑠𝑖𝑛𝑡 − 𝑐𝑜𝑠𝑡 + 2 𝑠𝑖𝑛𝑡
= 2𝑒 𝑡 − 2𝑐𝑜𝑠𝑡 + 𝑠𝑖𝑛𝑡

# State and Prove the convolution theorem:

Statement:
If ℒ−1 {𝑓(𝑠)} = 𝐹(𝑡) and ℒ−1 {𝑔(𝑠)} = 𝐺(𝑡), then
𝑡
ℒ−1 { 𝑓(𝑠)𝑔(𝑠)} = ∫ 𝐹(𝑢)𝐺(𝑡 − 𝑢)𝑑𝑢 = 𝐹 ∗ 𝐺
0
Proof:
We have to prove that,
𝑡
ℒ{∫ 𝐹(𝑢)𝐺(𝑡 − 𝑢)𝑑𝑢} = 𝑓(𝑠)𝑔(𝑠) … … … … … … . (1)
0

where 𝑓(𝑠) = ℒ{𝐹(𝑡), 𝑔(𝑠) = ℒ{𝐺(𝑡)}

𝑡
Now, ℒ{∫0 𝐹(𝑢)𝐺(𝑡 − 𝑢)𝑑𝑢}
∞ 𝑡 ∞ 𝑡
−𝑠𝑡
=∫ 𝑒 {∫ 𝐹(𝑢)𝐺(𝑡 − 𝑢)𝑑𝑢}𝑑𝑡 = ∫ 1 {∫ 𝑒 −𝑠𝑡 𝐹(𝑢)𝐺(𝑡 − 𝑢)𝑑𝑢𝑑𝑡
0 0 0 𝑢=0
= 𝑙𝑖𝑚 𝑆𝑝
𝑝→∞
𝑝 𝑡
where 𝑆𝑝 = ∫0 {∫𝑢=0 𝑒 −𝑠𝑡 𝐹(𝑢)𝐺(𝑡 − 𝑢)𝑑𝑢𝑑𝑡 … … … … … … … … . . (2)

The region in the tu-plane over which the integration (2) is performed is shown shaded in
figure.
u u

u+v=p

u=t
Rtu t 𝑅𝑢𝑣
0 p 0 p v
Fig-1 fig-3
Letting t-u = v or t = u+v, the shaded region ℛ𝑡𝑢 of the tu-plane is transformed into the shaded
region ℛ𝑡𝑢 of the uv-plane shown in fig(2). Then by a theorem of transformation of multiple
integral, we have

S p   e  st F (u )G (t  u )dudt
tu
 (u, t )
S p   e s (u v ) F (u)G(v) dudv …………………………..(3)
uv
(u, v)

u u
(u, t ) 1 0
where  t v  1
(u, v) t t 1 1
u v
Thus the right side of (3) is
p p v
𝑆𝑝 =  
v 0 u 0
e s (u v ) F (u)G(v) 𝑑𝑢𝑑𝑣 … … … … … … … (4)
Let us a new function

k (u, v)  
e s ( u  v ) F ( u ) G ( v ), u v  p
0 , u v  p …………………..(5)
This function is defined over the square of fig-3 but indicated in (5), is zero over the unshaded
position of the square. In terms of the new functions we can write (4) as
p p v
𝑆𝑆 =  
v 0 u 0
k (u, v) 𝑆𝑆𝑆𝑆
Then
∞ ∞

𝑆𝑆𝑆 𝑆𝑆 = ∫ ∫ 𝑆(𝑆, 𝑆)𝑆𝑆𝑆𝑆

𝑆→→∞
0 0
∞ ∞

= ∫ ∫ 𝑆−𝑆(𝑆+𝑆) 𝑆(𝑆)𝑆(𝑆)𝑆𝑆𝑆𝑆
0 0
∞ ∞
−𝑆𝑆
= {∫ 𝑆 𝑆(𝑆)𝑆𝑆} {∫ 𝑆−𝑆𝑆 𝑆(𝑆)𝑆𝑆} = 𝑆(𝑆)𝑆(𝑆)
0 0
Which establish the theorem.
𝑆
We call ∫0 𝑆(𝑆)𝑆(𝑆 − 𝑆)𝑆𝑆} = 𝑆 ∗ 𝑆 the convolution of F and G.

𝑆 𝑆 𝑆
23.Show that, ∫0 ∫0 𝑆(𝑆)𝑆𝑆𝑆𝑆 = ∫0 (𝑆 − 𝑆)𝑆(𝑆)𝑆𝑆
Solution:
We have
By the convolution theorem, if 𝑆(𝑆) = ℒ{𝑆(𝑆), we have,
𝑆 𝑆(𝑆)
ℒ{∫0 (𝑆 − 𝑆)𝑆(𝑆)𝑆𝑆} = ℒ{𝑆}ℒ{𝑆(𝑆)} = 𝑆2
𝑆 𝑆
Now let, 𝑆(𝑆) = ∫0 ∫0 𝑆(𝑆)𝑆𝑆𝑆𝑆
𝑆
Then, 𝑆′ (𝑆) = ∫0 𝑆(𝑆)𝑆𝑆
G//(t) = F(t), since G(0) = G/(0) = 0
 ℒ{𝑆′′ (𝑆)} = 𝑆2 ℒ{G(t)} − 𝑆𝑆(0) − 𝑆′ (0) = 𝑆2 ℒ{G(t)}
⇒ ℒ{𝑆(𝑆)} = 𝑆2 ℒ{𝑆(𝑆)}
⇒ 𝑆(𝑆) = 𝑆2 ℒ{G(t)}
𝑆(𝑆)
⇒ ℒ{𝑆(𝑆)} = 𝑆2
𝑆 𝑆
𝑆(𝑆)
ℒ−1 { } = 𝑆(𝑆) = ∫ ∫ 𝑆(𝑆)𝑆𝑆𝑆𝑆
𝑆2 0 0
𝑆 𝑆 𝑆
∴ ∫ (𝑆 − 𝑆)𝑆(𝑆)𝑆𝑆 = ∫ ∫ 𝑆(𝑆)𝑆𝑆𝑆𝑆
0 0 0
(Proved)
21. Prove that F*G=G*F
Solution:
𝑆
We know, 𝑆 ∗ 𝑆 = ∫0 𝑆(𝑆)𝑆(𝑆 − 𝑆)𝑆𝑆 … … … … … … … … . (1)
Letting, t-u = v, u = t-v
Then from (1), we get
0 𝑆
𝑆 ∗ 𝑆 = − ∫ 𝑆(𝑆 − 𝑆)𝑆(𝑆)𝑆𝑆 = ∫ 𝑆(𝑆 − 𝑆)𝑆(𝑆)𝑆𝑆
𝑆 0
𝑆
= ∫ 𝑆(𝑆)𝑆(𝑆 − 𝑆)𝑆𝑆 = 𝑆 ∗ 𝑆
0
So it is symmetric.

Γ𝑆Γ𝑆
Ex. Prove that, 𝑆(𝑆, 𝑆) = Γ(𝑆+𝑆) using Laplace transform hence deduce the
𝑆/2 Γ𝑆Γ𝑆
∫0 𝑆𝑆𝑆2𝑆−1 𝑆𝑆𝑆𝑆2𝑆−1 𝑆 = 2Γ(𝑆+𝑆)
Sol:
𝑆
We know 𝑆(𝑆, 𝑆) = ∫0 𝑆𝑆−1 (1 − 𝑆)𝑆−1 𝑆𝑆
𝑆
Consider, 𝑆(𝑆) = ∫0 𝑆𝑆−1 (1 − 𝑆)𝑆−1 𝑆𝑆
Let 𝑆(𝑆) = 𝑆𝑆−1 and 𝑆(𝑆) = 𝑆𝑆−1
H = F*G by convolution theorem
Γ𝑆
∴ ℒ{𝑆(𝑆)} = ℒ{𝑆𝑆−1 } =
𝑆𝑆
Γ𝑆
∴ ℒ{𝑆(𝑆)} = ℒ{𝑆𝑆−1 } = 𝑆
𝑆
−1 𝑆
Now ℒ {ℒ{𝑆(𝑆)}ℒ{𝑆(𝑆)}} = F ∗ G = ∫0 𝑆(𝑆)𝑆(𝑆 − 𝑆)𝑆𝑆
ΓmΓn
𝑆𝑆, ℒ−1 { 𝑆+𝑆 } = 𝑆(𝑆)
𝑆
1 1
𝑆𝑆, 𝑆(𝑆) = ΓmΓnℒ−1 { 𝑆+𝑆 } = ΓmΓnℒ−1 { 𝑆+𝑆−1+1 }
𝑆 𝑆
 𝑆
𝑆−1 𝑆−1
tm+n−1
or, 𝑆(𝑆) = ∫ 𝑆 (1 − 𝑆) 𝑆𝑆 = ΓmΓn
0 Γ(m + n)
𝑆
ΓmΓn m+n−1
or, ∫ 𝑆𝑆−1 (1 − 𝑆)𝑆−1 𝑆𝑆 = t
0 Γ(m + n)
Letting t=1, we obtain required result
ΓmΓn
∴ β(m, n) =
Γ(m + n)
2
Again let x = sin θ
π
2 ΓmΓn
∴ β(m, n) = 2 ∫ sin2m−1 θ cos2n−1 θdθ =
0 Γ(m + n)
π
2 ΓmΓn
∴ ∫ sin2m−1 θ cos2n−1 θdθ =
0 2Γ(m + n)
𝑆−1
Ex: Find ℒ−1 {𝑆 𝑆𝑆𝑆 (𝑆+1) + 2}

𝑆−1
Let 𝑆(𝑆) = 𝑆 𝑆𝑆𝑆 (𝑆+1) + 2 = 𝑆 𝑆𝑆𝑆(𝑆 − 1) − 𝑆 𝑆𝑆𝑆(𝑆 + 1) + 2
𝑆 𝑆
Then, 𝑆′ (𝑆) = 𝑆𝑆𝑆(𝑆 − 1) + 𝑆−1 − 𝑆𝑆𝑆(𝑆 + 1) − 𝑆+1
𝑆−1 2𝑆
= 𝑆𝑆𝑆 (𝑆+1) + 𝑆2 −1
𝑆−1 𝑆
Taking, 𝑆(𝑆) = 𝑆𝑆𝑆 ( ) , ℎ(𝑆) =
𝑆+1 𝑆2 −1
We get, 𝑆′ (𝑆) = 𝑆(𝑆) + 2ℎ(𝑆)
∴ ℒ−1 {𝑆′ (𝑆)} = ℒ−1 {𝑆(𝑆)} + 2ℒ−1 {ℎ(𝑆)}
⟹ ℒ−1 {𝑆′ (𝑆)} = ℒ−1 {𝑆(𝑆)} + 2cosht … . . (1)
Now, 𝑆(𝑆) = 𝑆𝑆𝑆(𝑆 − 1) − 𝑆𝑆𝑆(𝑆 + 1)
1 1 2
Then, 𝑆′ (𝑆) = 𝑆−1 − 𝑆+1 = 𝑆2−1
2
∴ ℒ−1 {𝑆′ (𝑆)} = ℒ−1 { 2 } = 2𝑆𝑆𝑆ℎ𝑆
𝑆 −1
𝑆
But, ℒ{𝑆𝑆(𝑆)} = (−1)1 𝑆𝑆 𝑆(𝑆) = −𝑆′ (𝑆)
∴ 𝑆𝑆(𝑆) = −ℒ−1 {𝑆′ (𝑆)} = −2𝑆𝑆𝑆ℎ𝑆
∴ 𝑆𝑆(𝑆) = −ℒ−1 {𝑆′ (𝑆)} = −2𝑆𝑆𝑆ℎ𝑆
2
∴ 𝑆(𝑆) = − 𝑆𝑆𝑆ℎ𝑆
𝑆
2
∴ ℒ−1 {𝑆(𝑆)} = − 𝑆𝑆𝑆ℎ𝑆
𝑆

Putting in (1)
 2
ℒ−1 {𝑆′ (𝑆)} = − 𝑆 𝑆𝑆𝑆ℎ𝑆 + 2𝑆𝑆𝑆ℎ𝑆
2
(−1)1 𝑆𝑆(𝑆) = − 𝑆𝑆𝑆ℎ𝑆 + 2𝑆𝑆𝑆ℎ𝑆
𝑆
2 2
∴ 𝑆(𝑆) = 𝑆2 𝑆𝑆𝑆ℎ𝑆 − 𝑆 𝑆𝑆𝑆ℎ𝑆 ∵ 𝑆(𝑆) = ℒ−1 {𝑆(𝑆)}

#Apply the convolution theorem to Show that,

𝑆 𝑆
∫0 𝑆𝑆𝑆𝑆𝑆𝑆𝑆(𝑆 − 𝑆)𝑆𝑆 = 2 𝑆𝑆𝑆𝑆
Solution: Let ,
𝑆
𝑆(𝑆) = ∫0 sin 𝑆 𝑆𝑆𝑆(𝑆 − 𝑆)𝑆𝑆
Then, by convolution theorem,
1 𝑆
ℒ{𝑆(𝑆)} = ℒ{𝑆𝑆𝑆𝑆}. ℒ{𝑆𝑆𝑆𝑆} = 𝑆2 +1 . 𝑆2+1
s
= 2
(s2 +1)

𝑆
∴ 𝑆(𝑆) = ℒ−1 { 2 }
(𝑆2 +1)
1
Let, 𝑆(𝑆) = 𝑆2+1
−2𝑆
∴ 𝑆′ (𝑆) = 2
(𝑆2 +1)

−2𝑆
∴ ℒ−1 {𝑆′ (𝑆)} = ℒ−1 { 2 }
(𝑆2 +1)

−1 𝑆
⟹ (−1)1 𝑆1 ℒ {𝑆(𝑆)} = −2ℒ−1 { 2 }
(𝑆2 +1)

𝑆 𝑆 −1 1 𝑡
⟹ ℒ−1 { 2 }= 2ℒ {𝑆2 +1} = 2 𝑆𝑆𝑆𝑆
(𝑆2 +1)

𝑆
∴ 𝑆(𝑆) = 𝑆𝑆𝑆𝑆
2
(Proved)

∞ 1 𝑆
Ex: Show that, ∫0 𝑆𝑆𝑆𝑆2 𝑆𝑆 = 2 √ 2
∞
Solution: Let, 𝑆(𝑆) = ∫0 𝑆𝑆𝑆(𝑆𝑆2 )𝑆𝑆,then
∞ ∞ ∞
ℒ{𝑆(𝑆)} = ∫0 𝑆−𝑆𝑆 𝑆(𝑆)𝑆𝑆 = ∫0 𝑆−𝑆𝑆 [∫0 𝑆𝑆𝑆(𝑆𝑆2 )𝑆𝑆]𝑆𝑆
∞ ∞
= ∫0 [∫0 e−st sin(tx2 )dt]dx
∞ a
= ∫0 ℒ{sin(tx2 )}dx [∵ ℒ{sin(at)} = s2 +a2]
 ∞ x2
= ∫0 dx
s2 +x4

𝑆 sec2 𝑆𝑆𝑆
Putting 𝑆2 = √𝑆 tan 𝑆 so that 𝑆𝑆 = 2√𝑆 𝑆𝑆𝑆𝑆 ,We obtain

𝑆
𝑆 tan𝑆 𝑆 sec2 𝑆𝑆𝑆
ℒ{𝑆(𝑆)} = ∫02 𝑆2 (1+𝑆𝑆𝑆2 𝑆) . 𝑆𝑆
2√𝑆 tan𝑆
π π 1 1
1 1
= 2 s ∫02 √tanθdθ = 2 s ∫02 sin2 θcos−2 θdθ
√ √
1 3
1 Γ(4)Γ(4) 1 1 1
=2 = 4 s Γ (4) Γ (1 − 4)
√s 2Γ(1) √
1 π 𝑆
= π , for Γ𝑆Γ(1 − 𝑆) =
4√s sin 𝑆𝑆𝑆𝑆𝑆
4
π
= 2√2s

1
−
𝑆 −1 1 𝑆 𝑆 2 𝑆 1
∴ 𝑆(𝑆) = 2√2 ℒ { } = 2√2 1 = 2√2
√𝑆 Γ( ) √𝑆√𝑆
2
1
1 π 2
= 2 (2t)
1
∞ 1 π 2
∴ ∫0 sintx2 dx = (
2 2t
)
Putting t = 1, we get the required result.
√π ∞ 2
Ex. Prove that ∫0 e−x dx = 2
∞ −tx2
Solution: Let,F(t) = ∫0 e dx
∞ ∞ ∞ 2
Thenℒ{F(t)} = ∫0 e−st F(t)dt = ∫0 e−st [∫0 e−tx dx]dt
∞ ∞ −tx2
= ∫0 [∫0 e−st e dt] dx
∞ 2
= ∫0 ℒ{e−tx }dx
∞ dx 1
= ∫0 s+x2 dx [For ℒ{eat } = s−a]
1 x ∞ π
= ( s tan−1 s) x=0 =2 s
√ √ √
1
π −1 1 π 1 π 2
∴ F(t) = 2 ℒ { s} = 2 = ()
√ √πt 2 t
1
∞ 2 1 π 2
∴ ∫0 e−tx dx = 2 ( t )
Putting t = 1,we get the required result.

s
. Find ℒ−1 { 4}
(s+1)
 1. Solution:

s 1 1
Here ℒ−1 { 4} = ℒ−1 { 4 − 5}
(s+1) (s+1) (s+1)

1 1
= ℒ−1 { 4} − ℒ
−1
{ }
(s+1) (s+1)5

1 −t 3 e−t 4
= e t − t
6 24

e−t
=
24
(4t3 − t4 ) Ans:

3s−14
2. Find ℒ−1 {s2−4s+8}

Solution:

3s−14 3s−14
Here ℒ−1 { 2 } = ℒ−1 { 2 }
s −4s+8 (s−2) +22

3s 1
= ℒ−1 { 2 } − 14 ℒ−1 { }
(s−2)2 +2 (s−2)2 +22

= 3e2t cos 2t − 14 e2t sin 2t

= e2t (3 cos 2t − 14 sin 2t)

Ans.
 ODE with constant coefficients.

The Laplace transformation transforms a linear differential equation with constant coefficients
into an algebraic equation.

To solve an initial value problem (IVP):

𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎0 𝑛
+ 𝑎1 𝑛−1
+ ⋯ + 𝑎𝑛−1 + 𝑎𝑛 𝑦 = 𝑓(𝑥) (1)
𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑦(0) = 𝑐0 , 𝑦 ′ (0) = 𝑐1 , … , 𝑦 (𝑛−1) (0) = 𝑐𝑛−1 (2)

By means of the Laplace transform, we perform the following procedure

(i) Let Y(t) be the Laplace transform of the unknown function y(s) and F(t) be the
Laplace transform of the know function f(s) ie.
ℒ{𝑌(𝑡)} = 𝑦(𝑠) and ℒ{𝐹(𝑡)} = 𝑓(𝑠).
(ii) Take the Laplace transform of both sides of (1)
(iii) Use the linearity property to separate the terms and use the derivative property,
ℒ{𝑌 𝑛 (𝑡)} = 𝑠 𝑛 ℒ{𝑌(𝑡)} − 𝑠 𝑛−1 𝑦(0) − 𝑠 𝑛−2 𝑦 ′ (0) − ⋯ − 𝑦 (𝑛−1) (0)
= 𝑠 𝑛 𝑦(𝑠) − 𝑐0 𝑠 𝑛−1 − 𝑐1 𝑠 𝑛−2 − ⋯ − 𝑐𝑛−1 .
(iv) Form the algebraic equation
[𝑎0 𝑠 𝑛 + 𝑎1 𝑠 𝑛−1 + ⋯ + 𝑎𝑛−1 𝑠 + 𝑎𝑛 ]𝑦(𝑠)
−𝑐0 [𝑎0 𝑠 𝑛−1 + 𝑎1 𝑠 𝑛−2 + ⋯ + 𝑎𝑛−1 ]
−𝑐1 [𝑎0 𝑠 𝑛−2 + 𝑎1 𝑠 𝑛−3 + ⋯ + 𝑎𝑛−2 ]
.
.
.
−𝑐𝑛−2 [𝑎0 𝑠 + 𝑎1 ] = 𝑓(𝑠).
(v) Solve the resulting equation of step to determine the y(s).
(vi) Use the inverse Laplace transform to determine the solution
𝑌(𝑡) = ℒ −1 {𝑦(𝑠)}
ODE with variable coefficients:

The method of Laplace transform also can be used to solve some differential equation with
variable coefficients, By multiplicative property, we have

𝑛
𝑑𝑛
ℒ{𝑡 𝑌(𝑡)} = (−1)𝑛 𝑛 (𝑠)
𝑦 = (−1)𝑛 (𝑦(𝑠))
𝑑𝑠 𝑛

ie. Multiplying the function by powers of t effects the transform in derivatives, the method of
Laplace transform is more effective for linear differential equation with terms of the following
form:

𝑑𝑚
𝑡𝑚 (𝑦(𝑡))
𝑑𝑡 𝑚

𝑑𝑛 𝑑𝑛 𝑑𝑛
ie ℒ {𝑡 𝑛 (𝑦(𝑡))} = (−1) 𝑛
ℒ { (𝑦(𝑡))}.
𝑑𝑡 𝑛 𝑑𝑠 𝑛 𝑑𝑡 𝑛

1. Solve : Y"(t) + Y(t) = t, Y(0) = 1. Y'(0) = -2

Taking the Laplace transform of both sides of the differential equation and using the
given condition, we have
ℒ{𝑌 ′′ (𝑡)} + ℒ{𝑌(𝑡)} = ℒ{𝑡}
1
⇒ 𝑠 2 y(s) − 𝑠Y(0) − Y′(0) + y(s) = s2
1
⇒ 𝑠2y – s + 2 + y = s2
1 𝑠−2
Then, 𝑦 = (𝑠2 +1)𝑠2 + (𝑠2 +1)
1 1 𝑠 2
= = 𝑠2 − 𝑠2 +1 + 𝑠2 +1 − 𝑠2 +1
1 𝑠 3
= = 𝑠2 + 𝑠2 +1 − 𝑠2 +1

And taking inverse Laplace transform of the both sides

1 𝑠 3
ℒ −1 {y(s)} = ℒ −1 { 2 } + ℒ −1 { 2 } − ℒ −1 { 2 }
𝑠 𝑠 +1 𝑠 +1
⟹ Y(t) = t + cos t − 3 sin t
 2. Solve Y" - 3Y' + 2Y = 4e2t, Y(0) = -3, Y'(0) = 5
We have,
ℒ{𝑌 ′′ (𝑡)} − 3ℒ{𝑌 ′ (𝑡)} + 2ℒ{𝑌(𝑡)} = 4ℒ{𝑒 2𝑡 }
4
⟹ 𝑠 2 y(𝑠) − 𝑠Y(0) − Y′ (0) − 3sy(s) + 3Y(0) + 2y(s) = 𝑠−2
4
⟹ 𝑠 2 y + 3s − 5 − 3sy − 9 + 2y = 𝑠−2
4
⟹ (𝑠 2 − 3s + 2)y = + 14 − 3s
𝑠−2
4 14−3s
∴ 𝑦 = (𝑠2 −3s+2)(𝑠−2) + 𝑠2 −3s+2
4 14−3s
= (𝑠−1)(𝑠−2)2 + (𝑠−1)(𝑠−2)

−3𝑠2 +20s−2s
= (𝑠−1)(𝑠−2)2
−7 4 4
= S−1 + S−2 + (S−2)2

And taking inverse Laplace transform of the both sides , we have

−7 4 4
Y(t) = ℒ −1 { + + } = −7𝑒 𝑡 + 4𝑒 2𝑡 + 4𝑡𝑒 2𝑡
S − 1 S − 2 (S − 2)2

π
6. Solve Y"+9Y = cos2t if Y(0) = 1, 𝑌 (2) = −1

Sine Y'(0) is not know, Let Y'(0) = c Then

ℒ{Y"(t)} + 9ℒ{Y(t)} = ℒ{cos2t}
𝑠
⟹ 𝑠 2 y − 𝑠Y(0) − Y′ (0) + 9y =
𝑠2 +4
𝑠
⟹ 𝑠 2 y − s − 𝑐 + 9y =
𝑠2 +4
𝑠+c 𝑠
∴ 𝑦 = 𝑠2 +9 + (𝑠2 +4)(𝑠2 +9)
𝑠 𝑐 𝑠 𝑠
= 𝑠2 +9 + 𝑠2 +9 + 5(𝑠2 +4) − 5(𝑠2 +9)
1 S C S
= (1 − 5) ( 2 )+ 2 + 2
S +9 S +9 5(S +4)

And taking inverse Laplace transform of the both sides, we have

4 C 1
∴ 𝑌(𝑡) = 5 cos 3t + 3 sin 3t + 5 cos2t.
π
To determine c, note that, 𝑌 (2) = −1 so that
 −C 1 15
−1 = − 5 or 𝑐 = , then
3 5
4 4 1
∴ 𝑌 = 5 cos 3𝑡 + 5 sin 3𝑡 + 5 cos 2𝑡

7. Solve Y"+a2Y= F(t). Y(0) = 1. Y'(0) = -2

We have,ℒ{Y"} + a2 ℒ{Y(t)} = ℒ{F(t)} = 𝑓(s)
⇒ 𝑠 2 𝑦(𝑠) − 𝑠𝑌(0) − 𝑌 ′ (0) + 𝑎2 𝑦(𝑠) = 𝑓(𝑠)
⇒ 𝑠 2 𝑦(𝑠) − 𝑠 + 2 + 𝑎2 𝑦(𝑠) = 𝑓(𝑠)
𝑠−2 𝑓(s)
∴ 𝑦 = 𝑠2 +a2 + 𝑠2 +a2

Then using convolution Theorem,

𝑠−2 𝑓(s)
Y(t) = Y(t) = ℒ −1 {𝑠2 +a2} + ℒ −1 {𝑠2 +a2}
2 sin 𝑎𝑡 sin 𝑎𝑡
= cos 𝑎𝑡 − + 𝐹(𝑡) ∗
𝑎 𝑎
2 sin 𝑎𝑡 1 t
= = cos 𝑎𝑡 − + a ∫0 F(t) sin 𝑎(𝑡 − 𝑢) du.
a

ODE with variable coefficients:

9. Solve tY"+Y'+4tY=0, Y(0) = 3, Y'(0) = 0
We have,
ℒ{t(Y") + ℒ{Y′} + 4ℒ{tY} = 0
d d
⟹ (−1)1 ds (ℒ{Y"}) + sy − 𝑌(0) + 4(−1) ds (ℒ{Y}) = 0
d dy
⟹ (−1)1 ds (𝑠 2 y(s) − s𝑌(0)) + {sy(s) − 𝑌(0) − 4 ds = 0
d dy
⟹ − ds (𝑠 2 y − 3s) + (sy − 3) − 4 ds = 0
dy dy
⟹ −𝑠 2 ds − 2sy + 3 + sy − 3 − 4 ds = 0
dy
⟹ (𝑠 2 + 4) ds + sy = 0
dy sds
⟹ + 𝑠2 +4 = 0
y
1
⟹ log y + 2 log(𝑠 2 + 1) = log c

⟹ log y + log√𝑠 2 + 4 = log c

⟹ log y √𝑠 2 + 4 = log c
C
∴y=
√S2 +4
 1
Inversing we find, Y(t) = c J0 (2t) ∵ ℒ{𝐽0 (𝑎𝑡)} = √𝑠2
+𝑎2

To determine C note that

Y(0) =cJ0(0) = 3
∴ C = 3, J0 (o) = 1
∴ Y(t) = 3 J0 (2t).
Problem: Solve t Y"+(t-1) Y'-Y=0
Y(0) = 5. 𝑌(∞) = 0.
Let, ℒ{Y(t)} = y(s) and Y′ (0) = c
By taking Laplace transform of the given equation, we get,
d d
(−1) {𝑠 2 y − sY(0) − Y′ (0)} + (−1) {sy − Y(0)}
ds ds
d d
or, (−1) ds {S2 y − 5s − c} − ds {sy − 5} − sy + 5 − y = 0
dy dy
or, −[2sy + S2 ds − 5} − (y + s ds ) − sy + 5 − y = 0
dy
or, (𝑠 2 + s) ds + (3s + 2)y − 10 = 0
dy 3s+2 10
or, ds + (𝑠2 +s) y = 𝑠2+s
dy
It is of the type, + Py = Q
ds
3s+2 1 3s+2
Here, ∫ Pds = ∫ 𝑠2 +s ds = ∫ s ( s+1 ) ds
1 1 3 1
= ∫ s (3 − s+1) ds = ∫ [ s − s(s+1)] ds
3 1 1 2 1
= ∫ [ s − ( s − s+1)] ds = ∫ ( s + s+1) ds

= 2 log s + log(s + 1) = log 𝑠 2 (s + 1)

2 (s+1)
Integrating factor, = e∫ pds = elog 𝑠 = 𝑠 2 (s + 1)

The solution of (1) is given by

ye∫ pds = ∫ Qe∫ pds dx

In our case this becomes

10
y𝑠 2 (s + 1) = ∫ 𝑠2 +s 𝑠 2 (s + 1)ds = ∫ 10sds = 5𝑠 2 + A
Making s → o, on both sides we get, A = 0
∴ y𝑠 2 (s + 1) = 5𝑠 2
5
∴ y = s+1

Taking inverse Laplace transforms,

Y(t) = 5e-t
5
Evidently, 𝑌(∞) = lim et = 0
s→∞

Required solution is Y(t) = 5e-t

11. Solve Y" − tY′ + Y = 1, Y(0) = 1, Y′(0) = 2
We have, ℒ{Y"} − ℒ{tY′} + ℒ{Y} = ℒ{1}.
d 1
⟹ s2 y − sY(0) − Y′ (0) + ds {sy − Y(0)} + y = s
dy 1
⟹ s2 y − s − 2 + y + s ds + y = s
dy 1
⟹ s ds + (𝑠 2 + 2)y = s + 2 + s
dy 2 2 1
∴ + (s + s ) y = 1 + s + 𝑠2
ds
2 1 2
An integrating factor is e∫(s+ s )ds = e2s +2logs

1 2 2 s2
= e2S elogs = s2 e 2 , then
s2 s2
d 2 1
(s2 e 2 y) = (1 + s + s2) s2 e 2
ds
s2 s2
2 1
Or integrating, s2 e 2 = ∫ (1 + s + s2 ) s2 e 2 ds

s2
= ∫(s2 + 2s + 1)s2 e 2 ds
s2 s2
= se + 2e + c2 2

−s2 s2 s2
1
∴ y = s2 e 2 (se 2 + 2e 2 + c)
−s2
1 2 c
= + s2 + s2 e 2
s

To determine c, note that by series expansion

1 2 c 1 1
y = s + s2 + s2 (1 − 2 s2 + 8 s4 − ⋯ )
 1 2+c 1 1
= + 2 − c ( − s2 + ⋯ )
s s 2 8
Then since, ℒ −1 {sk } = 0, k = 0,1,2, … … … . , we obtian on inverting
Y = 1 + (c + 2) t.
But Y'(0) = 2, so that, c = 0 and we have the required solution Y(t) = 2t + 1.

Simultaneous ODEs
d𝑋
12. Solve = 2𝑋(𝑡) − 3Y(t)
dt
d𝑌
= Y(t) − 2𝑋(𝑡) Subject to X(0)=8, Y(0) =3
dt

Taking the Laplace transform, we have if ℒ{𝑋(𝑡)} = x(s), ℒ{Y(t)} = y(s).

d𝑋
ℒ { dt } = 2ℒ{𝑋} − 3ℒ{Y}
d𝑌
ℒ { dt } = ℒ{Y} − 2 ℒ {x}

Or, sx − X(0) = 2x − 3y
sy − Y(0) = y − 2x
Or, sx − 8 = 2x − 3y
sy − 3 = y − 2x
Or, (s − 2)x + 3y = 3 … … … … … (1)
2x + (s − 1) = 3 … … … … … … (2)
Solving (1) and (2) simultaneously,

8 3
3 s−1 8s−17 8s−17
x= s−2 3 = = (s+1)(s−4)
S2 −3s−4
2 s−1
5 3
= s+1 + s−4
s−2 8
3s−22 3s−22
y = s−22 3
3 = s2 −3s−4 = (s+1)(s−4)
2 s−1
5 2
= − s−4
s+1

Taking inverse Laplace transform, we get

5 3
X(t) = ℒ −1 {s+1} + ℒ −1 {s−4} = 5e−t + 3e4t
5 2
Y(t) = ℒ −1 {s+1} − ℒ −1 {s−4} = 5e−t − 2e4t
Since, ℒ −1 {x} = X(t) and ℒ −1 {y} = Y(t)
13. Solve, X" + Y′ + 3x = 15e−t Subject to X(0) = 35,
Y" − 4x′ + 3y = 15sin2t X′ (0) = −48, Y(0) = 27, Y′ (0) = −55
Taking the Laplace transform, we have
15
s2 x − sX(0) − X′ (0) + sy − Y(0) + 3x = s+1
15.2
s2 x − sY(0) − Y′ (0) − 4sx + 4x(0) + 3y = 𝑠2 +1
15
Or, s2 x − 35s + 48 + sy − 27 + 3x = s+1
30
s2 x − 27s + 55 − 4sx + 140 + 3y = 𝑠2 +4
15
Or, (s2 + 3)x + sy = 35s − 21 + 𝑠2 +1 … … … … … … … … (1)
30
−4sx + (s2 + 3)y = 27s − 195 + 𝑠2 +1 … … … … … … … (2)

Solving (1) and (2) simultaneously

15
35s−21+ 5
s+1
30
27s−195+ 2 𝑠2 +3
x= 𝑠2 +3
𝑠 +4
s
−4s 𝑠2 +3

35𝑠2 −48𝑠2 +300s−63 15(𝑠2 +3) 30s

= + (s+1)(𝑠2 +1)(𝑠2 +9) − (𝑠2 +1)(𝑠2 +9)
(𝑠2 +1)(𝑠2 +9)

30s 45 3 2s
= − 𝑠2 +9 + s+1 + 𝑠2 +4
𝑠2 +1

15
𝑠2 +3 35s−21+
s+1
30
−4s 27s−195+ 2
y= 𝑠2 +3 s
𝑠 +4

−4s S2 +3

27𝑠3 −55𝑠2 −2s585 60s 30(𝑠2 +3)

= 2 2 + (s+1)(𝑠2+1)(𝑠2+9) + (𝑠2 +1)(𝑠2 +4)(𝑠2+9)
(S +1)(S +9)

30s 60 3 2
= 𝑠2+9 − 𝑠2 +1 − s+1 + 𝑠2 +4

Taking inverse Laplace transform in both side, we have

30s 45 3 2s
X(t) = ℒ −1 {x} = ℒ −1 {𝑠2 +1} − ℒ −1 {𝑠2 +9} + ℒ −1 {s+1} + ℒ −1 {𝑠2 +1}}

= 30cost − 15sin3t + 3e−t + 2cos2t

60 3 2
Y(t) = ℒ −1 {y} = ℒ −1 {𝑠2 +1} − ℒ −1 {s+1} + ℒ −1 {𝑠2 +4}
 = 30cos3t − 60sint − 3e−t + sin2t.

# Solve y’’(t) + y(t) = 8 cos t , y(0) = 1 y’(0) = −1

Solution: Y’’ (t) + y (t) = 8 cos t

8s
Or, s²y-s+1+y=s²+1

8s
Y (s²+1) =s²+1
-1+s

8s 1 s
Or. y=s²+1 -s²+1 +s²+1

1 s 1 s
=8×s²+1×s²+1 -s²+1 +s²+1 [taking inverse transform in both sides]

1 s
Y (t) =8ℒ−1 {s²+1 × s²+1} − sint + cost

=4tsint-sint+cost
1 𝑆 1
8ℒ−1 {𝑆2 +1 × 𝑆2 +1}, here ℒ−1 {𝑆2 +1} = 𝑆𝑆𝑆𝑆

𝑆
ℒ−1 {𝑆²+1} = 𝑆𝑆𝑆𝑆

1 𝑆 𝑆
ℒ−1 {𝑆2+1 × 𝑆2+1}=∫0 𝑆𝑆𝑆𝑆𝑆𝑆𝑆(𝑆 − 𝑆)𝑆𝑆

𝑆
= ∫0 𝑆𝑆𝑆𝑆(𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 − 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆)𝑆𝑆

𝑆 𝑆
=∫0 𝑆𝑆𝑆²𝑆𝑆𝑆𝑆𝑆𝑆𝑆 − 𝑆𝑆𝑆𝑆 ∫0 𝑆𝑆𝑆𝑆𝑆𝑆𝑆u𝑆𝑆

1 𝑆 1 𝑆
=2sint∫0 (1 + 𝑆𝑆𝑆2𝑆)𝑆𝑆 − 2 ∫0 𝑆𝑆𝑆(2𝑆)𝑆𝑆

1 𝑆𝑆𝑆2𝑆 𝑆 1 −𝑆𝑆𝑆2𝑆
=2sint [u+ 2
]0 - 2
cost [ 2 ]𝑆0

1 𝑆𝑆𝑆2𝑆 1
= 𝑆𝑆𝑆𝑆[𝑆 + ] + 𝑆𝑆𝑆𝑆[𝑆𝑆𝑆2𝑆 − 1]
2 2 4

𝑆 1 1
= sint + sintsin2t- cost(1-cos2t)
2 4 4

𝑆 1 1
= 2 sint+2sin²tcost-2sin²tcost

𝑆
= 2 sint
 1 𝑆 𝑆
So, 8ℒ−1 {𝑆2 +1 × 𝑆2 +1)=8. 2 sint

=4sint

#solve y” (t) +4y (t) =12t, y (0), y’ (0) =7

Solution: y” (t) +4y (t) =12t

12
Or, s²y(s)-sy (0)-y’ (0) +4y(s) =𝑆²

12
Or, S²y-7+4y=
𝑆²

12
Or, Y (s²+4) = +7
𝑆²

12 7
Or, Y=𝑆²(𝑆2 +4) + 𝑆²+4

3 3 7
Or, y=𝑆² − 𝑆²+4
+ 𝑆²+4

3 4
Or, y=𝑆² + 𝑆²+4

Y (t) =3t+2sint [by taking inverse Laplace transform on both sides]

#solve y” (t)-4y’ (t) +5y (t) =125t², y (0) =y’ (0) =0

Solution: y” (t)-4y’ (t) +5y (t) =125t²

125×2!
Or, S²y-sy (0)-y’ (0)-4sy(s) +4y (0) +5y(s) = 𝑆³

250
Or, S²y-4sy+5y= 𝑆³

250
Or, Y (s²-4s+5) =
𝑆³

250
Y=𝑆3 (𝑆²−4𝑆+5)

Solve: y”(t)-3y’(t)+2y(t)=4t+12𝑆−𝑆 , y(0)=6,y’(0)=-1

y”(t)-3y’(t)+2y(t)=4t+12𝑆−𝑆
4 12
or,s²y(s)-y’(0)-3sy(s)+3 y(0)+2y(s)=𝑆² + 𝑆+1

4 12
or, y(s²-3s+2)= 𝑆² + 𝑆+1+6s-19
 4 12 6𝑆 19
or ,y=𝑆²(𝑆²−3𝑆+2) + (𝑆+1)(𝑆²−3𝑆+2) + 𝑆²−3𝑆+2 -𝑆²−3𝑆+2

4 12 6𝑆 19
or ,y=𝑆2 (𝑆−1)(𝑆−2) + (𝑆+1)(𝑆−1)(𝑆−2) + (𝑆−1)(𝑆−2) -(𝑆−1)(𝑆−2)

3 2 4 1 2 6 4 6 12 19 19
or ,y=𝑆 +𝑆² − 𝑆+1 + 𝑆−2 + 𝑆+1 − 𝑆−1 + 𝑆−2 − 𝑆−1 + 𝑆−2 + −𝑆−1 + 𝑆−2
.

3 2 2 2 3
or, y=𝑆 +𝑆² + 𝑆+1 − 𝑆−2 + 𝑆−1

or, y(t)=3+2t+3𝑆𝑆 -2𝑆2𝑆+2𝑆−𝑆

4 𝑆 𝑆 𝑆 𝑆
 = + + +
𝑆2 (𝑆−1)(𝑆−2) 𝑆 𝑆² 𝑆−1 𝑆−2

Or, 4=A(s-1)(s-2)s +B(s-1)(s-2)+cs²(s-2)+DS²(S-1)

Or, s=1, 4=-c so ,c=-4

S=2, 4=4D so, D=1

S=3, 4=6A+2B+9C+8D=6A+4-36+8

4=6A-14=A=3

S=0, 4=2B , so, B=2

4 3 2 4 1
𝑆2 (𝑆−1)(𝑆−2) = 𝑆 + 𝑆² − 𝑆−1 + 𝑆−2

12 𝑆 𝑆 𝑆
 (𝑆+1)(𝑆−1)(𝑆−2) = 𝑆+1
+ 𝑆−1+𝑆−2

12=A(s-1) (s-2) +B(s+1)(s-2)+C(s+1)(s-1)

S=1, 12=-2B B=-1

S=2, 12=3C C=4

S=-1, 12=6A A=2

12 2 6 4
(𝑆+1)(𝑆−1)(𝑆−2) =𝑆+1 − 𝑆−1+𝑆−2

6𝑆 𝑆 𝑆
= +
(𝑆−1)(𝑆−2) 𝑆−1 𝑆−2

Or, s=A(s-2)+B(s-1)

s=1, 6=-A A=-6

s=2, 12=B B=12

 6𝑆 −6 12
= +
(𝑆−1)(𝑆−2) 𝑆−1 𝑆−2

19 𝑆 𝑆
(𝑆−1)(𝑆−2) =𝑆−1+𝑆−2

19=A(s-2)+B(s-1)

S=1, 19=-A A=-19

S=2, 19=B B=19

19 −19 19
(𝑆−1)(𝑆−2) =𝑆−1+𝑆−2
 𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈 𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈

𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫:

𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆 𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 ℎ𝑆𝑆𝑆𝑆𝑆 𝑆ℎ𝑆 𝑆𝑆𝑆𝑆 𝑆(𝑆)

𝑆

= 𝑆(𝑆) + ∫ 𝑆(𝑆, 𝑆)𝑆(𝑆)𝑆𝑆 … … … … 1

𝑆

𝑆ℎ𝑆𝑆𝑆 𝑆(𝑆)𝑆𝑆𝑆 𝑆(𝑆, 𝑆)𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆 𝑆 𝑆𝑆𝑆 𝑆 𝑆𝑆𝑆 𝑆𝑆𝑆ℎ𝑆𝑆 𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆

𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆 𝑆ℎ𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆 𝑆𝑆 𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆.

𝑆ℎ𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆(𝑆, 𝑆) 𝑆𝑆 𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆 𝑆ℎ𝑆 𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆 𝑆ℎ𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆. 𝑆𝑆 𝑆

𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆 𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆ℎ𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆. 𝑆𝑆 𝑆 𝑆𝑆 𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆ℎ𝑆𝑆

= 𝑆 𝑆𝑆 𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆 𝑆

𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆.

𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 (𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆) 𝑆(𝑆)

𝑆

= 𝑆(𝑆) + ∫ 𝑆(𝑆 − 𝑆)𝑆(𝑆)𝑆𝑆 … 2

0

𝑆ℎ𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆 𝑆𝑆𝑆 𝑆𝑆𝑆 𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆 𝑆(𝑆)

= 𝑆(𝑆) + 𝑆(𝑆) ∗ 𝑆(𝑆)

Taking the Laplace transform of both sides assuming ℒ{𝑆(𝑆)} = 𝑆(𝑆)𝑆𝑆𝑆 ℒ{𝑆(𝑆)} = 𝑆(𝑆)

𝑆𝑆𝑆ℎ 𝑆𝑆𝑆𝑆𝑆. 𝑆𝑆 𝑆𝑆𝑆𝑆 𝑆(𝑆) = 𝑆(𝑆) + 𝑆(𝑆)𝑆(𝑆)

𝑆(𝑆)
𝑆𝑆, 𝑆(𝑆) =
1 − 𝑆(𝑆)

𝑆ℎ𝑆 𝑟𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆y 𝑆ℎ𝑆𝑆 𝑆𝑆 𝑆𝑆𝑆𝑆𝑆 𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆.

𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆
∶ 𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆 𝑆𝑆 𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆
𝑆
𝑆(𝑆)𝑆𝑆
𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 ∫ = 𝑆(𝑆) … … … … … … … … … … … … … … … … … … … … … … … .3
0 (𝑆 − 𝑆)𝑆
 𝑆ℎ𝑆𝑆𝑆 𝑆(𝑆)𝑆𝑆 𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆 𝑆 𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆.
𝑆
𝑆𝑆: 𝑆𝑆𝑆𝑆𝑆 𝑆ℎ𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆(𝑆) = 𝑆 + 2 ∫ 𝑆𝑆𝑆(𝑆 − 𝑆) 𝑆(𝑆)𝑆𝑆.
0

𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆:

𝑆ℎ𝑆 𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆 𝑆𝑙𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆 𝑆(𝑆) = 𝑆 + 2𝑆𝑆𝑆𝑆 ∗ 𝑆(𝑆).

1 2𝑆
𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆(𝑆) = 2
+ 2
𝑆(𝑆)
𝑆 𝑆 +1
2𝑆 1
𝑆𝑆, 𝑆(𝑆) {1 − 2 }=
𝑆 +1 𝑆2

(𝑆 − 1)2 1
𝑆𝑆, 𝑆(𝑆 ) 2
=
𝑆 +1 𝑆2

𝑆2 + 1
𝑆𝑆, 𝑆(𝑆 ) =
(𝑆 − 1)2 𝑆2

1 1
𝑆𝑆, 𝑆(𝑆) = 2
+
(𝑆 − 1) (𝑆 − 1)2 𝑆2

𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆

1 1
𝑆(𝑆) = ℒ−1 { 2 } + ℒ−1 { }……………………………1
(𝑆 − 1) (𝑆 − 1)2 𝑆2

1
ℒ−1 { } = 𝑆𝑆𝑆 … … … … … … … … … … … … … … … … … … … … … 2
(𝑆 − 1)2
𝑆
1
ℒ−1 { 2}
= ∫ 𝑆𝑆𝑆 𝑆𝑆
(𝑆 − 1)2 𝑆 𝑆

t
= [𝑆𝑆𝑆 ∫ 𝑆𝑆 𝑆𝑆]
0

𝑆
= [𝑆𝑆𝑆 − 𝑆𝑆 ]
0

= 𝑆𝑆 (𝑆 − 1) + 1
𝑆
1
ℒ−1 { 2}
= ∫ {(𝑆 − 1)𝑆𝑆 + 1}𝑆𝑆
(𝑆 − 1)2 𝑆 𝑆

𝑆 𝑆 𝑆
= ∫ 𝑆𝑆𝑆 𝑆𝑆 − ∫ 𝑆𝑆 𝑆𝑆 + ∫ 𝑆𝑆
0 0 0
 = 𝑆𝑆 (𝑆 − 1) + 1 − (𝑆𝑆 − 1) + 𝑆

= 𝑆𝑆 (𝑆 − 2) + 𝑆 + 2 … … … … … … … … … … … … … … … . .3

𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 (1)𝑆𝑆𝑆ℎ 𝑆ℎ𝑆 ℎ𝑆𝑆𝑆 𝑆𝑆 (2)𝑆𝑆𝑆 (3)

𝑆(𝑆) = 𝑆𝑆 (𝑆 − 1) + 1 − (𝑆𝑆 − 1) + 𝑆

 2e t (t  1)  2  t

𝑫 𝑫(𝑫)
Solve ∫𝐈 𝑫𝑫 = 𝐈 + 𝑫 + 𝑫²
√𝑫−𝑫

Solution: the given equation can be written as

1
F(t).𝑆−2 =1 + 𝑆 + 𝑆²

Taking Laplace transforms

1
! 1 1 2!
f(s). 2
1 = + + For ℒ{𝑆𝑆 }=𝑆𝑆+1!
𝑆+1 ২২
𝑆 𝑆² 𝑆³
𝑆2

1 1 2
√π f(s) = 1 + 3+ 5
𝑆2 𝑆 𝑆2
2

1 1 2
Or √π ℒ−1{ f(s) } = ℒ−1 { 1+ 3 + 5}
𝑆2 𝑆 𝑆2
2

3
𝑆−1/2 𝑆1/2 2𝑆2
√π F (t) ={ 1 + 3 + 5 }
! ! 2
2 2

3
1 𝑆−1/2 𝑆1/2 2𝑆2
 F (t) =√𝑆 [ √𝑆 +1 +3 1 ]
√𝑆
2 2 2 √𝑆

1 3
1 8
= 𝑆[𝑆−1/2 + 2𝑆2 + 3 𝑆2 ] ans

𝑆 𝑆(𝑆)
Ex. Solve ∫0 1 du = t (1+t)
(𝑆−𝑆)3

1
3√3
Ans: F(t) = 4π
t3 (2+3t) Ans
 t
Ex: Solve F'(t)= t+ ∫0 F(t − u) cos u du, F(0) = 4

5 t4
Ans: F(t) = 4+ 2 t2 +24 .

Differential – difference equation

A differential difference equation is difference equation in which various derivatives of the
function Ÿ (t) can be present . Thus for example

Ÿ'(t)= Ÿ(t-1) + 2t

Is a differential difference equation.

Ex1: convert the differential equation,

Y''(t)- 3Y'(t)+ 2 Y(t)=4sin t. Y(0)=1 , Y'(o)=2

Into an integral equation.

Method 1:

Let Y'' (t) =V (t)

Integrating yields the result ,

t
Y'(t)= ∫0 V(u)du + C 1

For t=0 this gives Y'(0)=0 +C1

Or -2= C1
t t v t
 Y'(t) = ∫0 v(u)du -2 note ∫0 ∫0 F(u)dudv=∫0 uv
t
=∫0 (t − u)F(u)du

t t
Again Y(t)= ∫0 (t − u) v(u) du -2∫0 du + C2

Subjecting this to the condition

Y(t) = 1 at t=0

We get , 1= 0-0+C2 or C2 =1
 t
Y(t)= ∫0 (t − u) v(u)du- 2t+1

Thus the differential equation becomes,

t t
V (t) = 3∫0 v(u)du +6+2∫0 (t − u) v(u)du-4t-2

=4sin t

From which we obtain

t
V(t)= 4sin t+4t-8+∫0 {3 − 2(1 − u)} V(u)du

Where v(t)=F''(t).

Method 2: Interacting both sides of the given differential equation , we have

t t
∫0 {Y′′ (t) − Y′ (u) + 2Y(u)} du =∫0 4 sin u du
t
[ Y'(u)] 0t - 3[Y(u) ] 0t + 2 ∫0 Y(u)du = 4[ -cos u] 0t
t
Or Y'(t)- Y'(0)+3Y(t)+3Y(o)+2∫0 Y(u)du = 4-4cos t

This become using Y' (0)= -2 & Y(o)= 2

t
Y'(t)- 3Y(t)+2∫0 Y(u)du -1-4cos t

Interacting again from 0 to t as before, we find

t t
Y(t)-Y(0)-3∫0 Y(u)du+2∫0 (t − u)Y(u)du =t-4sin t

t
Or Y(t)+∫0 {2(t − u)3}Y(u)du= 1-t-4sin t.