INVERSE LAPLACE

TRANSFORM
DEPARTMENT : COMPUTER DIV-3rd C
307113 VAGHELA MITESH 307117 PRAJAPATI NARESH
307124 SHUKLA VEDIKA 307130 DESAI MAITREE
 INTRODUCTION

  st
 0e f (t )dt  F (s) where f(t) is the given original function and F(s) is its Laplace
Transform. 1
f (t )  L {F ( s )}

We want to consider the inverse problem, given a function F(s), we want to find
the original function f(t) whose Laplace Transform is F(s). This is slightly more
complicated process than taking Laplace Transform, which was quite straightforward.

We will use the following notation to find the inverse Laplace Transform :-
1
f (t )  L {F ( s )}
 Formula

1 [1] 1 [1] sin at 1 [s]

1 L  L  cos at
L [s] [s  a ]
2 2
a [s  a ]
2 2

1 [1] 1 [1] sinh at

e 
at
L [ s  a]
L [s  a ]
2 2
a

t n 1 1 [s]
1 [1]
 L  cos at
L [ s ] (n  1)!
n [s  a ]
2 2
 The Inverse Laplace Transform

Suppose F(s) has the general form of

N ( s )......numerator polynomial
F (s) 
D( s )...denominator polynomial
Finding the inverse Laplace transform of F(s) involves two steps:
1. Decompose F(s) into simple terms using partial fraction expansion.
2. Find the inverse of each term by matching entries in Laplace Transform Table.

4
 Methods of Laplace Inverse

1. Linearity Property
2. First Translation or Shifting Property
3. Second Translation or Shifting Property
4. Differentiation of Inverse Laplace Transform
5. Integration of Inverse Laplace Transform
6. Multiplication by s
7. Division by S^n
8. Partial Fraction Expansion
9. Laplace for solving differential equation
10. The Convolution Integral
 Linearity Property

If c1 and c2 are constants while F1(s) and F2(s) are Laplace Transforms of f1(t) and f2(t) respectively,
then
𝐿−1 𝐶1𝐹1 𝑠 + 𝐶2𝐹2 𝑠 = 𝐶1𝐿−1 𝐹1 L 𝑠 { + 𝐶2𝐿−1 𝐹2 𝑠
1
= 𝑐1𝑓1 𝑡 + 𝐶2𝑓2(𝑡)
Proof – From the Linearity Property of Laplace Transform,
𝐿 𝐶1𝑓1 𝑡 + 𝐶2𝑓2 𝑡 = 𝐶1 𝐿 𝑓1 𝑡 + 𝐶2 𝐿{𝑓2 𝑡 }
= 𝐶1 𝐹1 𝑠 + 𝐶2𝐹2 𝑠
Then , 𝐿−1 𝐶1𝐹1 𝑠 + 𝐶2𝐹2 𝑠 = 𝐶1𝐿−1 𝐹1 𝑠 + 𝐶2𝐿−1 𝐹2 𝑠 = 𝐶1𝑓1 𝑡 + 𝐶2𝑓2(𝑡)
Question
Find the inverse Laplace transform of
3 5 6
F (s)    2
s s 1 s  4
Solution:

3  5  1  6 
f (t )  L1    L1   L  2 
 
s  s  1   s  4 
 (3  5e t  3 sin(2t ))

7
 First Translation or Shifting Property

If 𝐿−1 𝐹 𝑠 = 𝑓 𝑡 , then

𝐿−1 𝐹 𝑠 − 𝑎 = 𝑒 𝑎𝑡 𝑓(𝑡)

Proof – From the First Translation or Shifting Property of Laplace Transform,

𝐿{𝑒 𝑎𝑡 𝑓 𝑡 } = 𝐹 𝑠 − 𝑎

Then , 𝐿−1 𝐹 𝑠 − 𝑎 = 𝑒 𝑎𝑡 𝑓(𝑡)

 4𝑠+12
Question 1 𝐿−1
𝑠 2 +8𝑠+16

4𝑠+12
Solution: 𝐿−1
𝑠 2 +8𝑠+16

4𝑠+12
= 𝐿−1 𝑠+4 2

4 𝑠+4 −4
= 𝐿−1
𝑠+4 2

1 1
= 4𝐿−1 − 4𝐿−1 2
𝑠+4 𝑠+4

= 4𝑒 −4𝑡 − 4𝑡𝑒 −4𝑡

= 4𝑒 −4𝑡 (1 − 𝑡)
Second Translation or Shifting Property

𝐼𝑓 𝐿−1 𝐹 𝑠 = 𝑓 𝑡 , 𝑡ℎ𝑒𝑛

𝐿−1 𝑒 −𝑎𝑠 𝐹 𝑠 = 𝑔 𝑡 𝑤ℎ𝑒𝑟𝑒

𝑔 𝑡 =𝑓 𝑡−𝑎 ; 𝑡 >𝑎
=0 ; 𝑡 <𝑎

𝐿−1 𝑒 −𝑎𝑠 𝐹 𝑠 = 𝑓 𝑡 − 𝑎 𝑢(𝑡 − 𝑎)

 −1
5 − 3𝑒 −3𝑠 − 2𝑒 −7𝑠
Question 𝐿
𝑠

1 𝑒 −3𝑠 𝑒 −7𝑠
Solution: 5 𝐿−1 − 3𝐿−1 −1
− 2𝐿 { }
𝑠 𝑠 𝑠
Applying Second Translation or Shifting Property
= 5 - 3u(t-3) - 2u(t-7)
 Integration of Laplace Inverse Transform

∞
If 𝐿−1 𝐹 𝑠 = 𝑓 𝑡 then 𝐿−1 𝐹 𝑠 = 𝑡 𝐿−1 [‫]𝑠𝑑 𝑠 𝐹 𝑠׬‬
1
Question : L−1 s+1 2
1
Solution : F(s) = 𝑠+1 2
∞ ∞ 1
‫׬‬s F s ds = ‫𝑠׬‬ 𝑠+1 2
𝑑𝑠
1
=|− |∞
𝑠
𝑠+1
1
=− 0−
𝑠+1
1
= 𝑠+1
 ∞
𝐿−1 𝐹 𝑠 = 𝑡𝐿−1 න 𝐹 𝑠 𝑑𝑠
𝑠

1
= 𝑡𝐿−1
𝑠+1

= 𝑡 ∗ 𝑒 −𝑡
 Differentiation of Laplace Inverse Transform

1
If 𝐿−1 𝐹 𝑠 = 𝑓 𝑡 then 𝐿−1 𝐹 𝑠 = − 𝑡 𝐿−1 𝐹 | 𝑠
𝑠+𝑎
Question : L−1 {log }
𝑠+𝑏
𝑠+𝑎
Solution : F s = 𝑙𝑜𝑔
𝑠+𝑏

= log(𝑠 + 𝑎) − 𝑙𝑜𝑔(𝑠 + 𝑏)
1 1
𝐹 | 𝑠 = 𝑠+𝑎 − 𝑠+𝑏
 1
𝐿−1 𝐹 𝑠 = − 𝐿−1 𝐹 | 𝑠
𝑡
𝑠+𝑎 1 1 1
𝐿−1 {𝑙𝑜𝑔 } = − 𝐿−1 −
𝑠+𝑏 𝑡 𝑠+𝑎 𝑠+𝑏

1
= − t e−at − e−bt
 Multiplication by s

Multiplication by s amounts of differentiating f(t) w.r.t. t

If 𝐿−1 𝐹 𝑠 = 𝑓(𝑡)

and f(0) = 0 , then

𝑑𝑓
𝐿−1 𝑠𝐹 𝑠 = 𝑓| 𝑡 =
𝑑𝑡
𝑑𝑓
Proof- As 𝐿 = 𝑠𝐹 𝑠 − 𝑓 0 = 𝑠𝐹 𝑠
𝑑𝑡

𝑑𝑓
Thus , = 𝐿−1 {𝑠𝐹 𝑠 }
𝑑𝑡
 𝑠
Question : Find 𝐿−1 𝑠 2 −𝑎2

1 𝑎 𝑠𝑖𝑛ℎ𝑎𝑡
Solution : As 𝑎 𝐿−1 = 𝑎𝑛𝑑 𝑠𝑖𝑛ℎ0 = 0
𝑠 2 −𝑎2 𝑎

1 𝑑 𝑠𝑖𝑛ℎ𝑎𝑡 𝑎𝑐𝑜𝑠ℎ𝑎𝑡
𝐿−1 𝑠 𝑠2 −𝑎2 = 𝑑𝑡 =
𝑎 𝑎

Thus,

𝑠
𝐿−1 = 𝑐𝑜𝑠ℎ𝑎𝑡
𝑠 2 −𝑎2
 Division by S^n

Integration of a function f(t) amounts to division of transform F(s) by s

If 𝐿−1 𝐹 𝑠 = 𝑓 𝑡 , 𝑡ℎ𝑒𝑛

𝑡
𝐹 𝑠
𝐿−1 = න 𝑓 𝑢 𝑑𝑢
𝑠 0
 1
Question Find 𝐿−1 𝑠 𝑠+1

1 1
Solution As𝐿−1 = 𝑒 −𝑡 𝐿 = 𝑒 −𝑡
𝑠+1 𝑠

Applying Division by 𝑠 𝑛 property of Inverse Laplace Transform,

𝑡
−1
1 1
𝐿 = න 𝑒 −𝑢 𝑑𝑢
𝑠𝑠+1 0

= 1−𝑒 −𝑡
 Partial Fraction Expansion

1). Distinct Real Roots of D(s)

96( s  5)( s  12)

F ( s) 
s( s  8)( s  6)

s1= 0, s2= -8
s3= -6
 Distinct Real Roots

96( s  5)( s  12) K1 K2 K3

F ( s)    
s ( s  8)( s  6) s s 8 s6

To find K1: multiply both sides by s and evaluates both sides at s=0.
To find K2: multiply both sides by s+8 and evaluates both sides at s=-8.
To find K3: multiply both sides by s+6 and evaluates both sides at s=-6.
Find K1

96( s  5)( s  12) K2s K3s

 K1  
( s  8)( s  6) s 0
s 8 s 0 s6 s 0

96(5)(12)
K1   120
(8)(6)
Find K2
96( s  5)( s  12) K1 ( s  8) K 3 ( s  8)
  K2 
s ( s  6) s  8
s ( s  6) s  8
s ( s  6) s  8

96(3)( 4)
 K2   72
(8)( 2)
 Find K3

96( s  5)( s  12) K1 ( s  6) K 2 ( s  6)

   K3
s ( s  8) s  6
s ( s  8) s  6
s ( s  8) s  6

96(1)(6)
K 3   48
(6)(2)
 Inverse Laplace of F(s)

120 72 48
F ( s)   
s s 8 s 6

1 120 72 48 
L   
 s s  8 s  6 
 
f (t )  120  72e 8t  48e 6t u (t )
 Laplace for solving differential equation

The Laplace transform operator to solve (first‐ and second‐order) differential equations with constant
coefficients.
The differential equations must be IVP's with the initial condition (s) specified at x = 0.
Given an IVP, apply the Laplace transform operator to both sides of the differential equation. This will
transform the differential equation into an algebraic equation whose unknown, F(p), is the Laplace
transform of the desired solution.
Once you solve this algebraic equation for F( p), take the inverse Laplace transform of both sides; the
result is the solution to the original IVP.
 Formula

Since we are going to be dealing with second order differential equations it will
be convenient to have the Laplace transform of the first two derivatives.

𝐿 𝑦 | = 𝑠𝑌 𝑠 − 𝑦(0)

𝐿 𝑦 || = 𝑠 2 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦 | (0)

𝑡
𝐹(𝑠)
𝐿 න 𝑓 𝑡 𝑑𝑡 =
0 𝑠
Procedure for Solving DEs

d2y dy
b2 2  b1  b0 y  f (t )
dt dt

 d2y dy 
L b2 2  b1  b0 y   L  f (t )
 dt dt 

b2  s 2Y ( s)  sy (0)  y '(0) 
b1  sY ( s)  y (0)  b0Y ( s)  F ( s)

27
Question . Solve DE shown below.

dy
 2 y  12sin 4t y (0)  10
dt

12(4)
Solution sY ( s )  10  2Y ( s ) 
s 2  16

10 48
Y ( s)  
s  2 ( s  2)( s 2  16)

48 A B1s  B2
 
( s  2)( s 2  16) s  2 s 2  16

28
 48  48
A   2.4
s 2  16  s 2 20

48 2.4 B1s  B2
  2
( s  2)( s  16) s  2 s  16
2

48 2.4 B2
  B2  4.8
(2)(16) 2 16

48 2.4  B1  B2
  B1  2.4
(1)(17) 1 17

10 2.4 2.4s 4.8

Y (s)    2  2
s  2 s  2 s  16 s  16

y(t )  12.4e2t  2.4cos 4t  1.2sin 4t 29

 The Convolution Integral

Definition: Let f(t) and g(t) be two piecewise continuous functions on [0, b] and of exponential order
with constant a. We call convolution of the functions f and g and denote it by f ∗ g to the integral
𝑡
𝑓 ∗ 𝑔 𝑡 = න 𝑓 𝑢 𝑔(𝑡 − 𝑢)𝑑𝑢
0

the integral is known as the convolution integral.

 Properties of Convolution Integral

1) Commutative:
f ∗g=g∗f
𝑡
Proof: Since f ! g(t) =‫׬‬0 𝑓 𝑢 𝑔 𝑡 − 𝑢 𝑑𝑢
Make the substitution u = t – x, then u = t – x.
Since 0 < u < t, then t < x < 0 and du = -dx,
so
𝑓∗𝑔 𝑡
𝑡 0 0 𝑡
= න 𝑓 𝑢 𝑔 𝑡 − 𝑢 𝑑𝑢 = න 𝑓 𝑡 − 𝑥 𝑔 𝑥 −𝑑𝑥 = − න 𝑓 𝑡 − 𝑥 𝑔 𝑥 𝑑𝑥 = න 𝑓 𝑡 − 𝑥 𝑔 𝑥 𝑑𝑥 = 𝑔 ∗ 𝑓(𝑡)
0 𝑡 𝑡 0
2) Distributive:

f ∗(g + k) = f ∗ g + f ∗ k

3) Associative:

(f ∗g)∗k = f ∗ (g ∗ k)
f ∗0 = 0∗f = 0

Theorem: In the above conditions, we have

L{f ∗ g} = L {f}⋅L{g} = F(s)⋅G(s)
Then
𝑡 𝑡
𝐿−1 𝐹 𝑠 ∗ 𝐺 𝑠 = 𝑓 ∗ 𝑔 𝑡 = න 𝑓 𝑢 𝑔 𝑡 − 𝑢 𝑑𝑢 = න 𝑔 𝑢 𝑓 𝑡 − 𝑢 𝑑𝑢
0 0
 1
Question Find 𝐿−1 𝑠 2 −𝑠−12

1 1
Solution 𝐿−1 ∗ =𝑓∗𝑔=𝑔∗𝑓
𝑠−4 𝑠−3

1 1 1 1
Since, 𝐿−1 = 𝑒 4𝑡 𝐿−1 = 𝑒 4𝑡 1 𝑎𝑛𝑑 𝐿−1 = 𝑒 −3𝑡 𝐿−1 = 𝑒 −3𝑡 1
𝑠−4 𝑠 𝑠+3 𝑠

𝑡 𝑡 𝑡 −7𝑡
𝑒 𝑒 −7𝑡 1
𝑓∗𝑔 𝑡 = ‫׬‬0 𝑒 4 𝑡−𝑢 𝑒 −3𝑡 𝑑𝑡 = ‫׬‬0 𝑒 4𝑡 𝑒 −4𝑡 𝑒 −3𝑡 𝑑𝑡 = 𝑒 4𝑡 ‫׬‬0 𝑒 −7𝑡 𝑑𝑡 = 𝑒 4𝑡 [ −7 ]𝑡0 = 𝑒 4𝑡
−7
+7

𝑒 4𝑡 𝑒 −3𝑡
= −
7 7