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.
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
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
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
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
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
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
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 :
20𝑡, 0 ≤ 𝑡 < 5
- Ex : 𝑓(𝑡) = {
0, 𝑡 ≥ 5
𝑡 − 1, 1 < 𝑡 < 2
- Ex 3 : (𝑡) = {
3 − 𝑡, 2 < 𝑡 < 3
A common mistake people do is think that for sin (2(𝑡 − 2)) we have to
find 𝐹(𝑠 − 2) which is wrong.
1
- Ex : Find ℒ −1 { 𝑒 −2𝑠 }
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 :
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.
𝑓 ∗ 𝑔 = ∫ 𝑓(Ӷ)𝑔(𝑡 − Ӷ)𝑑Ӷ
0
Example : 𝑒 𝑡 ∗ sin(𝑡)
𝑡
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)}
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)
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
Or
𝑓(𝑡) = 𝑔(𝑡) + 𝑓 ∗ ℎ
Such that 𝑔(𝑡) and ℎ(𝑡) are given.
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
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