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Operational Properties of the Laplace Transform

I) Existence of the Laplace Transformation :


The Laplace Transform holds several conditions for it to exist and here
we list these conditions :
𝒊) 𝑓(𝑡) must be a piecewise defined function. For example :
0, 𝛼 ≤ 𝑡 < 𝛽
𝑓(𝑡) = {
2𝑡 − 1, 𝑡 ≥ 𝛽
𝒊𝒊) The function 𝑓(𝑡) must be of exponential order :
|𝑓(𝑡)| ≤ 𝑀𝑒 𝜆𝑡
Or
𝑓(𝑡)
lim =0
𝑡→∞ 𝑒 𝛼𝑡

Ex : Show that 𝑓(𝑡) = 𝑡 is of exponential order :


1st Method :
For 𝑡 > 0 we have that :
0<𝑡 <1+𝑡
However, we know that the Taylor Series Expansion of 𝑒 𝑡 is :
𝑡2 𝑡3
𝑒𝑡 = 1 + 𝑡 + + + ⋯ (𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑠 𝑓𝑜𝑟 𝑎𝑛𝑦 𝑡)
2! 3!
𝑡2 𝑡3
Then we can conclude 0 < 𝑡 < 1 + 𝑡 < 1 + 𝑡 + 2! + 3! + ⋯ = 𝑒 𝑡 Hence 𝒕 < 𝒆𝒕
2nd Method :
𝑓(𝑡) 𝑡 ∞
lim = lim = 𝐼𝐹 𝐴𝑝𝑝𝑙𝑦 𝐻𝐿
𝑡→∞ 𝑒 𝛼𝑡 𝑡→∞ 𝑒 𝛼𝑡 ∞
1 1
lim 𝛼𝑡 = = 0
𝑡→∞ 𝛼𝑒 ∞

3
- Prove or Disprove that 𝑓(𝑡) = 𝑒 𝑡 is of exponential order :
3
𝑓(𝑡) 𝑒𝑡 3
lim 𝛼𝑡 = lim 𝛼𝑡 = lim 𝑒 𝑡 −𝛼𝑡 ≠ 0 ∀ 𝑡 ∈ 𝐼𝑅
𝑡→∞ 𝑒 𝑡→∞ 𝑒 𝑡→∞

3
Therefore , 𝑓(𝑡) = 𝑒 𝑡 is not of exponential order. Hence :
3
ℒ{𝑒 𝑡 } Does NOT exist.

- Prove or Disprove that 𝑓(𝑡) = 𝑒 −𝑡 is of exponential order :


𝑓(𝑡) 𝑒 −𝑡 1 1
lim 𝛼𝑡 = lim 𝛼𝑡 = lim 𝛼𝑡+𝑡 = = 0
𝑡→∞ 𝑒 𝑡→∞ 𝑒 𝑡→∞ 𝑒 ∞

𝒊𝒊𝒊) The Laplace Transformation of a function 𝑓(𝑡) must converge. The


limit of the Laplace Transformation of 𝑓(𝑡) must be 0 :

lim ℒ{𝑓(𝑡)} = 0
𝑡→∞
II) Inverse of Laplace Transformation :
If 𝐹(𝑠) represents the Laplace transformation of 𝑓(𝑡) , then we can say
that 𝑓(𝑡) can also be considered to be the inverse of the Laplace
Transformation of 𝐹(𝑠). The input here will be a function in terms of 𝑠
and the output will be a function in terms of 𝑡
1
- Example : ℒ −1 { } = 𝑒 −𝑡
𝑠+1
5
- Ex : Find ℒ −1 { 8 }
𝑠

a) Based on properties from Linear Transformation , we can rewrite this


as
5 1 𝑛!
ℒ −1 { 8 } = 5ℒ −1 { 8 } which resembles the form .
𝑠 𝑠 𝑠𝑛+1
1 𝑛!
b) What we want is to make have the form of .Because , the
𝑠8 𝑠𝑛+1
𝑛! 1 𝑛!
inverse of Laplace of is known to be 𝑡 𝑛 . First compare and
𝑠𝑛+1 𝑠8 𝑠𝑛+1
and find what’s missing. We have n! missing so let us know what n is by
comparing the denominator
𝑠 8 = 𝑠 𝑛+1
1 7!
c) Then we have that 𝑛 = 7 so we want 8 to look like to make that
𝑠 𝑠8
happen we multiply numerator and denominator by 7! And we apply the
Inverse of Laplace :
1 7!
5ℒ −1 { 8 } = 5ℒ −1 { } extract the 7! From the denominator we get
𝑠 7!𝑠8
finally get :

1 5 7! 5
5ℒ −1 { 8 } = ℒ −1 { 8 } = 𝑡 7
𝑠 7! 𝑠 7!
6
- Ex 2 : Find ℒ −1 { }
𝑠2 +4

By looking at the denominator you can quickly tell that it has the
following form :
𝛼
𝑠2 + 𝛼2
All we have to do is find 𝛼 and we are done. So, we will compare the
denominators :
𝑠2 + 𝛼2 = 𝑠2 + 4
Which yields a value 𝛼 = 2
2
So, we want to obtain something like simply take 3 as a common
𝑠2 +4
6
factor from the numerator of and we will get :
𝑠2 +4

6 2
ℒ −1 { } = 3ℒ −1
{ }
𝑠2 + 4 𝑠2 + 4

𝛼
The Inverse Laplace Transformation of is sin (𝛼𝑡) and Hence :
𝑠2 +𝛼 2

6 2
ℒ −1 { } = 3ℒ −1
{ } = 3sin (2𝑡)
𝑠2 + 4 𝑠2 + 4

100𝑠
- Ex : Solve on your own ℒ −1 { }
𝑠2 +2
III) Laplace Transformation of a Derivative :
The Laplace Transformation can be super beneficial in solving some
challenging differential equations from different types so we will begin
by introducing the Laplace Transform of a Derivative.
Define for 𝑡 ≥ 0 :
∞ ∞
𝑑𝑦 ∞
ℒ{ } = ∫ 𝑓 ′ (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = 𝑒 −𝑠𝑡 𝑓(𝑡) { + 𝑠 ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
𝑑𝑥 0
0 0

Then :
𝑑𝑦
ℒ{ } = 𝑠ℒ {𝑓(𝑡)} − 𝑓(0)
𝑑𝑥
𝑑2 𝑦
ℒ { 2 } = 𝑠 2 ℒ{𝑓(𝑡)} − 𝑠𝑓(0) − 𝑓′(0)
𝑑𝑥
𝑑3 𝑦
ℒ { 3 } = 𝑠 3 ℒ{𝑓(𝑡)} − 𝑠 2 𝑓 (0) − 𝑠𝑓 ′ (0) − 𝑓′′(0)
𝑑𝑥
𝑑𝑛 𝑦
ℒ { 𝑛 } = 𝑠 𝑛 ℒ{𝑓(𝑡)} − 𝑠 𝑛−1 𝑓(0) − 𝑠 𝑛−2 𝑓 ′′ (0) − ⋯ − 𝑓 (𝑛−1) (0)
𝑑𝑥

We will now solve Differential Equations using what we concluded


from above.
𝑑𝑦
- Ex : + 3𝑦 = 13 sin(2𝑡) ; 𝑦(0) = 6
𝑑𝑡

We will solve this in several test to always keep in mind :


𝒊) Apply Laplace on both sides :
𝑑𝑦
ℒ{ } + ℒ {3𝑦} = ℒ {13sin (2𝑡)}
𝑑𝑡
We will rewrite ℒ {𝑓(𝑡)} as F(s) and 𝑦 as 𝑓(𝑡) :
26
𝑠𝐹 (𝑠) − 𝑓 (0) + 3𝐹 (𝑠) =
𝑠2 + 4
26
𝑠𝐹 (𝑠) + 3𝐹 (𝑠) = +6
𝑠2 + 4
𝒊𝒊) Find 𝐹(𝑠) in terms of 𝑠 :
26
𝐹 (𝑠)[𝑠 + 3] = +6
𝑠2 + 4
26 6
𝐹 (𝑠) = 2 +
(𝑠 + 4)(𝑠 + 3) 𝑠 + 3
Make sure (if possible) to have same denominator :
6𝑠 2 + 50
𝐹 (𝑠) =
(𝑠 + 3)(𝑠 2 + 4)
The next step would be to perform the Inverse of Laplace, but we would
have a problem , and that problem is the denominator contains to
polynomials multiplied each other so It would be difficult to evaluate it.
Only option is to use partial fractions :
6𝑠 2 + 50 𝐴 𝐵𝑠 + 𝐶
= +
(𝑠 + 3)(𝑠 2 + 4) 𝑠 + 3 𝑠 2 + 4
𝐴 = 8 , to find 𝐵 and 𝐶 convert the denominator into one denominator :
6𝑠 2 + 50 8(𝑠 2 + 4) + (𝐵𝑠 + 𝐶)(𝑠 + 3)
=
(𝑠 + 3)(𝑠 2 + 4) (𝑠 + 3)(𝑠 2 + 4)
6𝑠 2 + 50 (𝐵 + 8)𝑠 2 + (3𝐵 + 𝐶 )𝑠 + 3𝐶 + 32
=
(𝑠 + 3)(𝑠 2 + 4) (𝑠 + 3)(𝑠 2 + 4)

Thus , 𝐵 = −2 and 𝐶 = 6
8 −2𝑠 + 6
𝐹 (𝑠) = + 2
𝑠+3 𝑠 +4
8 2𝑠 6
𝐹 (𝑠) = − 2 + 2
𝑠+3 𝑠 +4 𝑠 +4

𝒊𝒊𝒊) Apply the Inverse of Laplace Transformation on 𝐹(𝑠) :


8 2𝑠 6
ℒ −1 {𝐹(𝑠)} = ℒ −1 { } − ℒ −1 { 2 } + ℒ −1 { 2 }
𝑠+3 𝑠 +4 𝑠 +4
𝑓 (𝑡) = 8𝑒 −3𝑡 − 2 cos(2𝑡) + 3sin (2𝑡)
𝑦 = 3 sin(2𝑡) − 2 cos(2𝑡) + 8𝑒 −3𝑡

IV) First Translation Theorem :


In the example above , we used partial fractions because we couldn’t
find the inverse Laplace of a polynomial multiplied by another
polynomial. This brings us to the next idea which is finding the Laplace
Transformation of a polynomial-polynomial function or polynomial-
exponential function or sinusoidal-polynomial-exponential function…
When a function 𝑓(𝑡) is multiplied by an exponential function 𝑒 𝛼𝑡 . Then
the Laplace of product is given by :

ℒ {𝑓(𝑡)𝑒 𝛼𝑡 } = ∫ 𝑒 (𝛼−𝑠)𝑡 𝑓(𝑡)𝑑𝑡


0

ℒ {𝑓(𝑡)𝑒 𝛼𝑡 } = 𝐹(𝑠 − 𝛼)
- How to apply the First Translation Theorem?
The best way to apply Laplace Transformation on (function)(expontial)
is to suppose that the exponential doesn’t exist and focus on finding the
Laplace Transformation of 𝑓(𝑡) and at the end you just replace 𝑠 by
𝑠−𝛼

- Ex : Find ℒ {𝑡 3 𝑒 2𝑡 }
As said before, suppose that 𝑒 2𝑡 is invincible here. We know that :
3!
ℒ {𝑡 3 } =
𝑠4
Now all you need to do is just replace 𝑠 by 𝑠 − 2 and so our final result :
3!
ℒ {𝑡 3 𝑒 2𝑡 } =
(𝑠 − 4)4

- Ex 2 : Find ℒ {cos(4𝑡) 𝑒 −2𝑡 }


Assume 𝑒 −2𝑡 is invincible we know that :
𝑠
ℒ {cos(4𝑡)} =
𝑠 2 + 16
Now replace 𝑠 by 𝑠 − (−2) that is 𝑠 + 2 and we will get :
𝑠+2
ℒ {cos(4𝑡) 𝑒 −2𝑡 } =
(𝑠 + 2)2 + 16

- Note : A common mistake a lot make are simple meaningless mistake


𝑠
take the example above where ℒ {cos(4𝑡)} = 2 , some people
𝑠 +16
𝑠
accidently write it as
𝑠2 +4
V) Inverse of the First Translation Theorem :
Now the challenging part begins. This theorem will require some
important observation to able to move backwards from the function
𝐹(𝑠 − 𝛼) back to 𝑒 𝛼𝑡 𝑓(𝑡) :

ℒ −1 {𝐹(𝑠 − 𝑎)} = 𝑒 𝛼𝑡 𝑓(𝑡)

2𝑠+5
- Ex : Find ℒ −1 {(𝑠−3)2 }

It is not easy to see how it can be of the form 𝐹(𝑠 − 𝑎) so let us try to
perform partial fraction on the function above :
2𝑠 + 5 𝐴 𝐵
= +
(𝑠 − 3)2 (𝑠 − 3)2 (𝑠 − 3)
Make sure if we can make same denominator :
2𝑠 + 5 𝐵𝑠 + 𝐴 − 3𝐵
=
(𝑠 − 3)2 (𝑠 − 3)2
We have 𝐵 = 2 , 𝐴 = 11 and so we rewrite the above as :
2𝑠 + 5 11 2 11 2
ℒ −1 { } = ℒ −1
{ + } = ℒ −1
{ } + ℒ −1
{ }
(𝑠 − 3)2 (𝑠 − 3)2 𝑠 − 3 (𝑠 − 3)2 𝑠−3
2𝑠 + 5 1 1
ℒ −1 { } = 11ℒ −1
{ } + 2ℒ −1
{ }
(𝑠 − 3)2 (𝑠 − 3)2 𝑠−3
1 1
Now looking at ℒ −1 {(𝑠−3)2 } you can notice that 𝐹 (𝑠) = and that here
𝒔𝟐
1
we have 𝐹 (𝑠 − 3) = (𝑠−3)2 so applying the Inverse of Laplace we get :

2𝑠 + 5
ℒ −1 { 2
} = 11𝑡𝑒 3𝑡 + 2𝑒 3𝑡
(𝑠 − 3)
𝑠 5
+
−1 2 3
- Ex 2 : Find ℒ { }
𝑠2 +4𝑠+6

This one definitely looks creepy, but we will break it down step by step.
The first thing we can do is to factorize the denominator :
𝑠 2 + 4𝑠 + 6 = 𝑠 2 + 4𝑠 + 4 + 2 = (𝑠 + 2)2 + 2
𝑠 5 𝑠 5
+ +
−1
ℒ { 2 2 3 −1
}=ℒ { 2 3 }
𝑠 + 4𝑠 + 6 (𝑠 + 2)2 + 2

The next thing we can do is fix the numerator :


𝑠 5 3𝑠 + 10
+
ℒ −1 { 2 23 } = ℒ −1 { 6 }
(𝑠 + 2) + 2 (𝑠 + 2)2 + 2

1
Take outside :
6
1 −1 3𝑠 + 10
ℒ { }
6 (𝑠 + 2)2 + 2
Now notice that in the denominator we (𝑠 + 𝑎)2 + 𝛽 and in the
numerator we have 𝑠 so this means we should have 𝑒 −2𝑡 and cos(√2𝑡)
So, for this to work we want to have the form :
𝑠+𝑎
(𝑠 + 𝑎)2 + 𝛽
Because its Laplace Transform is well known. So, what we will do is fix
the numerator again :

1 −1 3(𝑠 + 2) + 4
ℒ { }
6 (𝑠 + 2)2 + 2
Again, and Again we will fix the numerator by separating the
components of the numerator :
1 −1 3(𝑠 + 2) −1
4
[ℒ { } + ℒ { }]
6 (𝑠 + 2)2 + 2 (𝑠 + 2)2 + 2
In the first Laplace Transform , extract the 3 to outside and in the second
Laplace Transform we must have a √2 in the numerator so :
1 𝑠+2 4 −1 √2
[3ℒ −1 { } + ℒ { }]
6 (𝑠 + 2)2 + 2 √2 (𝑠 + 2)2 + 2
Now we can apply the Inverse of the Laplace Transformation :

𝑠 5
+
−1
ℒ { 2 2 3 } = 1 [3 cos(√2𝑡) 𝑒 −2𝑡 + 2√2 sin(√2𝑡) 𝑒 −2𝑡 ]
𝑠 + 4𝑠 + 6 6

VI) Introduction to the Unit Step Function :


In the field of engineering , as mentioned before there exists functions
that are not continuous and this is what we call a unit step function. The
unit step function is defined by several arguments where the value is
either 0 for a certain argument and something else for another argument.
ft

t
. . . .
When we want to apply Laplace Transform on a function that’s not
continuous on a certain argument then mathematically we should
connect them to make our calculation easier which brings us to the next
idea which is Unit Step Function.
To connect a function 𝑓(𝑡) and a function 𝑔(𝑡) , we use the symbol :

Ҩ ∶ Unit Step Function (U.S.F.)

We will define 𝑓(𝑡) to be a piecewise function :


𝑔(𝑡), 0≤𝑡<𝛼
𝑓 (𝑡) = {
ℎ(𝑡), 𝑡≥𝛼
The this 𝑓(𝑡) can be rewritten using unit step function and we will
obtain :

𝑓(𝑡) = 𝑔(𝑡) − 𝑔(𝑡)Ҩ(𝑡 − 𝛼 ) + ℎ(𝑡)Ҩ(𝑡 − 𝛼 )

20𝑡, 0 ≤ 𝑡 < 5
- Ex : 𝑓(𝑡) = {
0, 𝑡 ≥ 5

We write 𝑓(𝑡) as U.S.F. between different arguments :


𝑓(𝑡) = 20𝑡[Ҩ(𝑡 − 0) − Ҩ(𝑡 − 5)] + 0[Ҩ(𝑡 − 5)]
𝑓 (𝑡) = 20𝑡[1 − Ҩ(𝑡 − 5)]
𝑓(𝑡) = 20𝑡 − 20𝑡Ҩ(𝑡 − 5)
2, 0 ≤ 𝑡 < 1
- Ex 2 : 𝑓(𝑡) = {3 − 𝑡, 1 ≤ 𝑡 < 3
0, 𝑡≥3

𝑓 (𝑡) = 2[Ҩ(𝑡 − 0) − Ҩ(𝑡 − 1)] + (3 − 𝑡)[Ҩ(𝑡 − 1) + Ҩ(𝑡 − 3)]


𝑓(𝑡) = 2[Ҩ(𝑡) − Ҩ(𝑡 − 1)] + (3 − 𝑡)[Ҩ(𝑡 − 1) + Ҩ(𝑡 − 3)]
𝑓 (𝑡) = 2Ҩ(𝑡) − 2Ҩ(𝑡 − 1) + (3 − 𝑡)Ҩ(𝑡 − 1) + (3 − 𝑡)Ҩ(𝑡 − 3)
𝑓(𝑡) = 2Ҩ(𝑡) + (1 − 𝑡)Ҩ(𝑡 − 1) + (3 − 𝑡)Ҩ(𝑡 − 3)

𝑡 − 1, 1 < 𝑡 < 2
- Ex 3 : (𝑡) = {
3 − 𝑡, 2 < 𝑡 < 3

𝑓(𝑡) = (𝑡 − 1)[Ҩ(𝑡 − 1) − Ҩ(𝑡 − 2)] + (3 − 𝑡)[Ҩ(𝑡 − 2) − Ҩ(𝑡 − 3)]


𝑓(𝑡) = (𝑡 − 1)Ҩ(𝑡 − 1) − 2(𝑡 − 2)Ҩ(𝑡 − 2) + (𝑡 − 3)Ҩ(𝑡 − 3)
- Steps Used :
𝑖) check if there is 𝑓 (𝑡) = 0 , if yes then you can skip it
𝑖𝑖) start from left to right for any inequality 𝑎 ≤ 𝑡 < 𝛽
𝑖𝑖𝑖) Simplify as much as possible by taking common factor
VII) Second Translation Theorem :
Define for 𝑡 ≥ 0 , ℒ{𝑓(𝑡)} = 𝐹(𝑠). We will now define the Laplace
Transformation containing a U.S.F. :
ℒ {𝑓(𝑡 − 𝛼 )Ҩ(𝑡 − 𝛼 )} = 𝑒 −𝛼𝑠 𝐹(𝑠)

- Ex : 𝑓(𝑡) = 2 − 3Ҩ(𝑡 − 2) + Ҩ(𝑡 − 3) , Find ℒ {𝑓(𝑡)}


ℒ {𝑓 (𝑡)} = ℒ {2 − 3Ҩ(𝑡 − 2) + Ҩ(𝑡 − 3)}
ℒ {𝑓(𝑡)} = ℒ {2} − 3ℒ {Ҩ(𝑡 − 2)} + ℒ {Ҩ(𝑡 − 3)}
2 3𝑒 −2𝑠 𝑒 −3𝑠
ℒ {𝑓(𝑡)} = − +
𝑠 𝑠 𝑠
𝑒 −𝛼𝑠
- Note : ℒ {Ҩ(𝑡 − 𝛼 )} = ℒ{(1)(Ҩ(𝑡 − 𝛼 )} =
𝑠

- Ex 2 : Find ℒ {sin(2𝑡 − 4) Ҩ(𝑡 − 2)}


Notice that the U.S.F. is 𝑡 − 2 and we have sin (2𝑡 − 4) so try fixing it
so that we obtain the same variable as that of the U.S.F. :
sin (2t − 4)Ҩ(𝑡 − 2) = sin (2(𝑡 − 2))Ҩ(𝑡 − 2)
2
ℒ{sin(2(𝑡 − 2)) Ҩ(𝑡 − 2) = 𝑒 −2𝑠
𝑠2 + 4

A common mistake people do is think that for sin (2(𝑡 − 2)) we have to
find 𝐹(𝑠 − 2) which is wrong.

- Ex 3 : Interference of the First Translation Theorem


Find ℒ{sin(𝑡 − 1) 𝑒 𝑡−1 Ҩ(𝑡 − 1)}
This one does not look easy at all , so the best way to tackle this problem
is to try to determine which one is 𝑓(𝑡 − 𝛼). Based on the form of the
Third Translation Theorem we have :
𝑓 (𝑡 − 1) = sin(𝑡 − 1) 𝑒 𝑡−1
But the Laplace of a (sin)(exponential) is mentioned in the First
Translation Theorem. Thus, the Laplace Transformation is :
1
ℒ {sin(𝑡) 𝑒 𝑡 } =
(𝑠 − 1)2 + 1
The final result is :
1
ℒ {sin(𝑡 − 1) 𝑒 𝑡−1 Ҩ(𝑡 − 1)} = e−𝑠
(𝑠 − 1)2 + 1

VIII) Inverse of the Second Translation Theorem :


If ℒ {𝑓(𝑡 − 𝛼 )Ҩ(𝑡 − 𝑎)} = 𝐹 (𝑠)𝑒 −𝑎𝑠 , Then the Inverse of this would be

ℒ{𝑒 −𝑎𝑠 𝐹 (𝑠)} = 𝑓(𝑡 − 𝛼 )Ҩ(𝑡 − 𝑎)

- Hint : when you see an exponential function multiplied by a


polynomial of variable 𝑠 then its inverse must contain a U.S.F.

1
- Ex : Find ℒ −1 { 𝑒 −2𝑠 }
𝑠−4

To apply the Inverse of the Second Translation Theorem, start by


looking at the exponential first we have that :
𝑒 −𝑎𝑠 = 𝑒 −2𝑠
Then 𝛼 = 2 , then the U.S.F. must be :
Ҩ(𝑡 − 2)
Next , we must look for the function 𝑓(𝑡 − 𝛼) that is 𝑓(𝑡 − 2). We
1 1
know that 𝐹 (𝑠) = which means ℒ −1 { } = 𝑒 4𝑡
𝑠−4 𝑠−4
We still have to replace 𝑡 by 𝑡 − 2 since the U.S.F. in this case is
Ҩ(𝑡 − 2) thus 𝑓 (𝑡 − 2) = 𝑒 4(𝑡−2) and our final result will be :
1
ℒ −1 { 𝑒 −2𝑠 } = 𝑒 4(𝑡−2) Ҩ(𝑡 − 2)
𝑠−4

𝑠
−1 𝑠 −2
-Ex 2 : Find ℒ { 𝑒 }
𝑠2 +9
1 1 𝑠
We have 𝛼 = then the U.S.F. is Ҩ (𝑡 − ) and the inverse of 2 is
2 2 𝑠 +9
1 1
cos (3𝑡) we still need to replace 𝑡 by 𝑡 − then we get cos (3(𝑡 − ))
2 2
𝑠 𝑠 3 1
ℒ −1 { 2 𝑒 −2 } = cos (3𝑡 − ) Ҩ (𝑡 − )
𝑠 +9 2 2

- Steps Used :
𝑖) Check if you have a polynomial multiplied by an exponential
𝑖𝑖) Find the value 𝛼 to determine Ҩ(𝑡 − 𝛼 )
𝑖𝑖𝑖) Find ℒ −1 {𝐹(𝑠)} that of the polynomial
𝑖𝑣) replace 𝑓(𝑡) by 𝑓(𝑡 − 𝛼 )
𝑣) multiply 𝑓(𝑡 − 𝛼) by Ҩ(𝑡 − 𝛼 )
IX) Third Translation Theorem :
The Third Translation Theorem is a special case of the Second
Translation Theorem. We assumed that the variable of the U.S.F. and the
function are the same (i.e. 𝑓(𝑡 − 𝑎) , Ҩ(𝑡 − 𝛼 )) but this is not always
like that. This brings us to this theorem :

ℒ {𝑓(𝑡) Ҩ(𝑡 − 𝛼 )} = 𝑒 −𝑎𝑠 𝐹 (𝑠 + 𝛼 )

X) Derivative of a Laplace Transformation :


The derivative of a Laplace Transformation is expressed by its definition
∞ ∞
𝑑[𝐹 (𝑠)] 𝑑 𝜕
= ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = ∫ [𝑒 −𝑠𝑡 𝑓(𝑡)]𝑑𝑡
𝑑𝑠 𝑑𝑠 𝜕𝑠
0 0
∞ ∞
𝑑[𝐹 (𝑠)]
= ∫ −𝑡𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = − ∫ 𝑒 −𝑠𝑡 𝑡𝑓 (𝑡)𝑑𝑡
𝑑𝑠
0 0

𝑑[𝐹 (𝑠)]
= −ℒ {𝑡𝑓(𝑡)}
𝑑𝑠
For 𝑛𝑡ℎ derivative of the Laplace Transform 𝐹(𝑠) the result is :

𝑛
𝑑𝑛 [𝐹 (𝑠)]
ℒ {𝑡 𝑓(𝑡)} = (−1 )𝑛
𝑑𝑠 𝑛
Or
𝑑𝑛 [𝐹 (𝑠)]
𝑛
= (−1)𝑛 ℒ {𝑡 𝑛 𝑓(𝑡)}
𝑑𝑠
- Note : Do not mix the idea between derivative of a Laplace
Transformation and Laplace Transformation of a derivative.
- Ex : Find ℒ {𝑡𝑠𝑖𝑛(𝑘𝑡)}
- Note : this reminds us of the First Translation Theorem, but difference
is here we have a monomial 𝑡 multiplied into another function.
By applying the result of the Derivative of the Laplace Transformation
𝑑
ℒ {𝑡𝑠𝑖𝑛(𝑘𝑡)} = − [ℒ {sin(𝑘𝑡)}]
𝑑𝑠
𝑑 𝑘
ℒ {𝑡𝑠𝑖𝑛(𝑘𝑡)} = − [ 2 ]
𝑑𝑠 𝑠 + 𝑘 2
2𝑘𝑠
ℒ {𝑡𝑠𝑖𝑛(𝑘𝑡)} = 2
(𝑠 + 𝑘 2 )2
XI) Convolution Theory :
A function 𝑓(𝑡) defined as a piecewise function can be represented as
U.S.F. and a function 𝑔(𝑡) if defined as a piecewise function can also be
represented as a U.S.F.
This theory of Convolution will talk about how the addition of 2-unit
step functions will create a third step function.

We will represent the convolution by a star " ∗ "


𝑡

𝑓 ∗ 𝑔 = ∫ 𝑓(Ӷ)𝑔(𝑡 − Ӷ)𝑑Ӷ
0
Example : 𝑒 𝑡 ∗ sin(𝑡)
𝑡

𝑒 𝑡 ∗ sin(𝑡) = ∫ 𝑒 Ӷ sin (𝑡 − Ӷ)𝑑Ӷ


0

Now comes the interesting part and that is finding the Laplace
Transformation for a Convolution of 𝑓 ∗ 𝑔 :
𝑖) If 𝑓(𝑡) is a piecewise continuous function
𝑖𝑖) If 𝑓(𝑡) is of Exponential Order
Then :

ℒ {𝑓 ∗ 𝑔} = ℒ {𝑓(𝑡)}ℒ {𝑔(𝑡)}

Returning to the previous example :


𝑡

𝑒 𝑡 ∗ sin(𝑡) = ∫ 𝑒 Ӷ sin (𝑡 − Ӷ)𝑑Ӷ


0

ℒ {𝑓 ∗ 𝑔} = ℒ {𝑒 𝑡 ∗ sin(𝑡)} = ℒ {𝑒 𝑡 }ℒ{sin(𝑡)}
1 1 1
ℒ {𝑒 𝑡 ∗ sin(𝑡)} = ( )( 2 )=
𝑠−1 𝑠 +1 (𝑠 − 1)(𝑠 2 + 1)

- Ex 2 : Find ℒ {𝑡 6 ∗ cos (2𝑡)}


6! 𝑠
ℒ {𝑡 6 ∗ cos (2𝑡)} = ℒ {𝑡 6 }ℒ{cos(2𝑡)} = ( 7 ) ( 2 )
𝑠 𝑠 +4
6!
ℒ {𝑡 6 ∗ cos (2𝑡)} = 6 2
𝑠 (𝑠 + 4)
XII) Inverse of Convolution Theory :
Define 𝑓(𝑡) and 𝑔(𝑡) to be two continuous piecewise functions of
exponential order. Let 𝐹 (𝑠) = ℒ {𝑓(𝑡)} and 𝐺 (𝑠) = ℒ {𝑔(𝑡)}
If ℒ {𝑓 ∗ 𝑔} = 𝐹 (𝑠)𝐺(𝑠) , then :
𝑡

ℒ −1 {𝐹 (𝑠)𝐺 (𝑠)} = 𝑓 ∗ 𝑔 = ∫ 𝑓(Ӷ)𝑔(𝑡 − Ӷ)𝑑Ӷ


0
1
- Ex : Find ℒ −1 {(𝑠2 } as a Convolution between two functions
+2)2

We can attempt to use partial fractions however if we do that we would


get a function “plus” another function. The Convolution Theory has a
function multiplied by another function. So , let us create two functions :
1
𝐹 (𝑠) = 𝐺 (𝑠) =
(𝑠 2 + 2)
The Inverse of this Laplace Transform is sin however we have 𝛼 2 = 2
and the numerator has 1 instead it should be 𝛼 = √2 so we multiply
numerator and denominator by √2 then we have :
𝑡
1 1
ℒ −1 { } = ℒ −1 { ( ) ( )}
𝐹 𝑠 𝐺 𝑠 = ∫ sin(√2Ӷ) sin[√2 (𝑡 − Ӷ)] 𝑑Ӷ
(𝑠 2 + 2)2 2
0
1
- Given : sin(𝑎) sin(𝑏) = [cos(𝑎 − 𝑏) − cos(𝑎 − 𝑏)]
2
𝑡
1 1
ℒ −1 { } = ∫ cos[√2(2Ӷ − 𝑡)] − cos[√2 𝑡] 𝑑Ӷ
(𝑠 2 + 2)2 4
0

1 sin(√2𝑡) − √2𝑡𝑐𝑜𝑠(√2𝑡)
ℒ −1 { } =
(𝑠 2 + 2 ) 2 4√2
XIII) Volterra’s Integro-Differential Equation :
Define a Differential Equation having the following form :
𝑡

𝑓(𝑡) = 𝑔(𝑡) + ∫ 𝑓(Ӷ)ℎ(𝑡 − Ӷ)𝑑Ӷ


0

Or
𝑓(𝑡) = 𝑔(𝑡) + 𝑓 ∗ ℎ
Such that 𝑔(𝑡) and ℎ(𝑡) are given.

- Ex : Solve the following Integro-Differential Equation


𝑡

𝑓 (𝑡) = 3𝑡 2 − 𝑒 −𝑡 − ∫ 𝑓(Ӷ)𝑒 (𝑡−Ӷ) 𝑑Ӷ


0

As mentioned before , to solve any ODE using Laplace regardless of its


type we apply the following type :
First , we apply Laplace Transformation on both sides :
𝑡

ℒ {𝑓(𝑡)} = ℒ {3𝑡 2 } − ℒ {𝑒 −𝑡 } − ℒ {∫ 𝑓(Ӷ)𝑒 (𝑡−Ӷ) 𝑑Ӷ}


0

2! 1
𝐹 (𝑠) = 3 3
− − 𝐹 (𝑠)ℒ {𝑒 𝑡 }
𝑠 𝑠+1
6 1 1
𝐹 (𝑠) = 3 − − 𝐹 (𝑠)
𝑠 𝑠+1 𝑠−1
Next , we separate 𝐹(𝑠) into one side and others to the other side :
1 6 1
𝐹 (𝑠) [1 + ]= 3−
𝑠−1 𝑠 𝑠+1
6(𝑠 − 1) 1
𝐹 (𝑠) = −
𝑠4 𝑠
6𝑠 6 1
𝐹 (𝑠) = 4 − 4 −
𝑠 𝑠 𝑠
6 6 1
𝐹 (𝑠) = 3 − 4 −
𝑠 𝑠 𝑠
Final Step is to Apply the Inverse of Laplace Transformation :
2 6 1
ℒ −1 {𝐹 (𝑠)} = 3ℒ −1 { 3 } − ℒ −1 { 4 } − ℒ −1 { }
𝑠 𝑠 𝑠
𝑓(𝑡) = 3𝑡 2 − 𝑡 3 − 1

XIV) Dirac Delta :


We know that there will never exist a function 𝑓(𝑡) whose Laplace
Transformation is F(s) such that lim 𝐹(𝑠) ≠ 0. All Laplace
𝑠→∞
Transformation converge to 0 when the limit is applied. However, a new
type of function would allow such things to happen in the world of
complex number and that is the Dirac Delta Function represented by :
𝛿𝛼 (𝑡 − 𝑡0 ) = lim 𝛿𝛼 (𝑡 − 𝑡0 )
𝛼→0

All you need to know is the Laplace Transformation of the Dirac Delta
Function :
ℒ {𝛿𝛼 (𝑡 − 𝑡0 )} = 𝑒 −𝑠𝑡𝑜
The special case of the Laplace Transformation of the Dirac Delta
Function is :
ℒ {𝛿𝑎 (𝑡)} = 𝑒 −𝑠(0)

ℒ {𝛿𝑎 (𝑡)} = 1

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