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The Laplce Transforms - II
Review of Integral Transforms - Inverse Laplace Transforms
Vishnu V
Assistant professor, Department of Mathematics
Sree Ayyappa College, Eramallikkara
1 / 28
Definition of Inverse Laplace Transform
Inverse Laplace Transform
If the laplace transform of a function F(t) is f (s), i.e., if
L(F(t)) = f (s), then F(t) is called an inverse laplace transform
of f (s) and we write aymbolically F(t) = L−1f (s).
In other words, inverse transform of a given function f (s) is that
function F(t) whose, Laplace transform is f (s).
2 / 28
Properties of Inverse Laplace Transforms
First property
L−1(kf (t)) = kL−1(f (t)), where k is a constant.
2nd property - Linearity property
If c1 and c2 are any two constants while f1(s) & f2(s) are the
functions with Inverse Laplace transforms F1(t) & F2(t)
respectively, then
L−1
(c1f1(s) + c2f2(s)) = c1L−1
(f1(s)) + c2L−1
(f2(s))
= c1F1(t) + c2F2(t)
3 / 28
Properties of Inverse Laplace Transforms
3rd property -Translation or Shifting property
If L−1(f (s)) = F(t) then L−1(f (s − a)) = eatF(t)
4th property - Multiplication by power of t
If L−1(f (s)) = F(t), and F(0) = F′(0) = . . . F(n − 1)(0) = 0
then L−1 dn
dsn f (s)

= (−1)ntnF(t), where n = 1, 2, 3...
5th property
if L−1(f (s)) = F(t), then
L(e−asf (s)) =



F(t − a), t  a
0, t  a − − − −(1)
4 / 28
Remark
It should be noted that the right side of (1) can be written in a
different way using the Unit step function.
Let ua(t) =



1, t  a
0, t  a − − − − − (2)
From equations (1) and (2) we can wriiten in a different form
L−1
(e−as
f (s)) = F(t − a)ua(t)
.
5 / 28
Method of Convolution
Convolution Property
If F(t) andG(t) are the inverse transforms of f (s) and g(s),
respectively, the inverse transform of the product f (s)g(s) is the
convolution of F(t) and G(t), written (F ∗ G)(t) and defined by
(F ∗ G)(t) =
Z 1
0
F(t − u) G(u) du
i.e.,
L−1
(f (S)g(s)) = (F ∗ G)(t) =
Z 1
0
F(t − u) G(u) du
6 / 28
Method of Convolution
Corrollary
Putting t − u = v in the above integral, we obtain,
(F ∗ G)(t) = −
Z 0
t
F(v) G(t − v) du
=
Z t
0
G(t − v)F(v) du
= (G ∗ F)(t)
7 / 28
Remark
Properties of convolution
(F ∗ (G + H))(t) = (F ∗ G)(t) + (F ∗ H)(t)
((F ∗ G) ∗ H)(t) = (F ∗ (G ∗ H))(t)
(F ∗ 0)(t) = (0 ∗ F)(t)
8 / 28
Examples : - Partial Fractions
Use partial fractions to decompose : s+3
(s−2)(s+1)
To the linear factors s − 2 and s + 1, we associate respectively the
fractions A
(s−2) and B
(s+1) . We set
s + 3
(s − 2)(s + 1)
=
A
(s − 2)
+
B
(s + 1)
i.e., s + 3 = A(s + 1) + B(s − 2)
To find A and B, we substitute s = −1 and s = 2 into the above
equation, ⇒ A = 5
3 and B = −2
3 .
∴
s + 3
(s − 2)(s + 1)
=
5
3
(s − 2)
−
2
3
(s − 2)
9 / 28
Examples :
Find the L−1
n
s+3
(s−2)(s+1)
o
L−1

s + 3
(s − 2)(s + 1)

=
5
3
L−1

1
s − 2

−
2
3
L−1

1
s + 1

=
5
3
e2x
−
2
3
e−x
10 / 28
Example:
Find the inverse transforms of
1. 3s+7
s2−2s−3
2. 5s2−15s−11
(s+1)(s−2)3
3. 3s+1
(s−1)(s2+1)
In the problems of the above kind, we use the method of partial
fractions.
1. Resolving into partial fractions, we have
3s + 7
s2 − 2s − 3
= 4.
1
s − 3
−
1
s + 1
.
∴ L−1

3s + 7
s2 − 2s − 3

= 4L−1

1
s − 3

− L−1

1
s + 1

= 4.e3t
− e−t
11 / 28
Examples
2. Resolving into partial fraction, we have,
5s2 − 15s − 11
(s + 1)(s − 2)3
= −
1
3

1
s + 1

+
1
3

1
s − 2

+
4
(s − 2)2
−
7
(s − 2)3
∴ L−1

5s2 − 15s − 11
(s + 1)(s − 2)3

= −
1
3
L−1

1
s + 1

+
1
3
L−1

1
s − 2

+
+ 4L−1

1
(s − 2)2

− 7L−1

1
(s − 2)3

= −
1
3
e−t
+
1
3
e2t
+ 4te2t
−
7
2
t2
e2t
.
12 / 28
Examples :
3. Resolving into partial fractions, we have,
3s + 1
(s − 1)(s2 + 1)
=
2
s − 1
+
−2s + 1
s2 + 1
∴ L−1

3s + 1
(s − 1)(s2 + 1)

= 2L−1

1
s − 1

− 2L−1

s
s2 + 1

+ L−1

1
s2 + 1

= 2et
− 2 cos t + sin t.
13 / 28
Examples :
Find the inverse tranforms of,
1. 6s−4
s2−4s+20
2. s
(s−2)4
3. s2+2s+3
(s2+2s+2)(s2+2s+5)
1. Here the denominator cannot be factorised into rational factors
and hence the partial fraction method is in-applicable. However
completing the square in the denominator, we obtain,
6s − 4
s2 − 4s + 20
=
6(s − 2) + 8
(s − 2)2 + 16
= 6.
(s − 2)
(s − 2)2 + 16
+
8
(s − 2)2 + 16
∴ L−1

6s − 4
s2 − 4s + 20

= L−1

s − 2
(s − 2)2 + 16

+ 2L−1

4
(s − 2)2 + 16

= 6e2t
cos 4t + 2e2t
sin 4t 14 / 28
Examples :
2. Since the denominator contains (s − 2) as unit, rewrite the
numerator also in terms of s − 2. Thus
s
(s − 2)4
=
(s − 2) + 2
(s − 2)4
=
1
(s − 2)3
+
2
(s − 2)4
∴ L−1

s
(s − 2)4

= L−1

1
(s − 2)3

+ 2L−1

2
(s − 2)4

= e2t
.
t2
2!
+ 2e2t
.
t3
3!
=
1
3!
e2t
(3t2
+ 23
).
15 / 28
Examples :
3. By the method of partial frations
s2 + 2s + 3
(s2 + 2s + 2)(s2 + 2s + 5)
=
1
3
1
s2 + 2s + 2
+
2
3
1
s2 + 2s + 5
=
1
3
1
(s + 1)2 + 1
+
2
3
1
(s + 1)2 + 4
∴ L−1

s2 + 2s + 3
(s2 + 2s + 2)(s2 + 2s + 5)

=
1
3
L−1

1
(s + 1)2 + 1

+
1
3
L−1

1
(s + 1)2 + 4

=
1
3
e−t
sin t +
1
3
e−t
sin 2t
=
1
3
e−t
(sin t + sin2t)
16 / 28
Examples :
Find the inverse Laplace transfroms of
1. 1
(s+a)n
2. 1
(s2+a2)2
3. s2
(s2+a2)2
1. By applying 3rd property -Translation or Shifting property, we
have
L−1

1
(s + a)n

= e−at
L−1

1
sn

= e−at tn−1
(n − 1)!
2. Since we know the inverse transforms of 1
s2+a2 and s2−a2
(s2+a2)2 , we
shall rewrite the given expression in terms of these.Thus :
17 / 28
Examples :
1
(s2 + a2)2
=
1
2a2
(s2 + a2) − (s2 − a2)
(s2 + a2)2
=
1
2a2

1
s2 + a2
−
s2 − a2
(s2 + a2)2

∴ L−1

1
(s2 + a2)2

=
1
2a2

1
a
sin at − t cos at

=
1
2a3
[sin at − at cos at]
18 / 28
Examples :
3.
s3
(s2 + a2)2
=
s[(s2 + a2) − a2
(s2 + a2)2
=
s
s2 + a2
− a2 s
(s2 + a2)2
∴ L−1

s3
(s2 + a2)2

= cos at − a2
.
1
2a
t sin at
= cos at −
1
2
at sin at.
19 / 28
Examples :
Find L−1
n
e−3s
(s−1)4
o
We have
L−1

e−3s
(s − 1)4

= et
L−1

1
s4

= et t3
3!
; 3rd
property -Translation or Shifting property
=
1
6
t3
et
L−1

e−3s
(s − 1)4

=



1
6(t − 3)3et−3; t  3. Using 6th property
0; t  3
Using the remark;
= 1
6(t − 3)3et−3u3(t);
20 / 28
Examples :
Find L−1
n
eπs
s2+2s+2
o
We have
L−1

eπs
s2 + 2s + 2

= L−1

1
(s + 1)2 + 1

= e−t
L−1

1
s2 + 1

= e−t
sin t. Hence using property 6, we have
L−1

eπs
s2 + 2s + 2

=



e−t−π sin(t − π); t  π.
0; t ≤ π
21 / 28
Remark
Remark
We known that
L {tF(t)} = −
d
ds
L {F(t)}
∴ tF(t) = L−1

−
d
ds
L {F(t)}

22 / 28
Examples :
Find the inverse transforms of the log s+1
s−1
Solution : Let F(t) = L−1
n
log s+1
s−1
o
, Then L[F(t)] = log s+1
s−1
Hence from above remark,
tL−1

log

s + 1
s − 1

= L−1

−
d
ds
[log(s + 1) − log(s − 1)]

= −L−1

d
ds
log(s + 1)

+ L−1

d
ds
log(s − 1)

= −L−1

1
s + 1

+ L−1

1
s − 1

= −e−t
+ et
= 2 sinh t
∴ L−1

log

s + 1
s − 1

=
2 sinh t
t
23 / 28
Examples :
Find the inverse Laplace transforms of tan−1( 2
s2 )
Solution : Let F(t) = L−1

tan−1 2
s2
	
, Then L[F(t)] = tan−1 2
s2
Hence from above remark,
tL−1

tan−1
(
2
s2
)

= L−1

−
d
ds
[tan−1
(
2
s2
)

= L−1

4s
s2 + 4

= L−1

4s
(s2 + 2)2 − 4s2

= L−1

4s
(s2 + 2 + 2s)(s2 + 2 − 2s)

= L−1

1
s2 − 2s + 2
−
1
s2 + 2s + 2

= L−1

1
(s − 1)2 + 1
−
1
(s + 1)2 + 1

24 / 28
Examples :
= et
sin t − e−t
sin t
= 2 sin ht sin t.
∴ L−1

tan−1
(
2
s2
)

=
2 sin ht sin t
t
Using Convolution property, Find L−1
n
1
s(s2+a2)
o
Solution : We have already solved this type of problems by partial
fraction method. However convolution method the work easy.
Let f (s) = 1
s and g(s) = 1
s2+a2
Then F(t) = L−1
1
s
	
= 1 and G(t) = L−1
n
1
s2+a2
o
= 1
a sin at.
25 / 28
Examples :
∴ L−

1
s(s2 + a2)

=
Z t
0
F(t − u)G(u) du
=
Z t
0
sin au
a
du
=

− cos au
a2
t
0
=
1
a2
(1 − cos at)
Using Convolution property, Find L−1
n
1
s2(s−a)
o
Solution : Let f (s) = 1
s2 and g(s) = 1
s−a
Then F(t) = L−1
 1
s2
	
= t and G(t) = L−1
n
1
s−a
o
= eat
26 / 28
Examples :
∴ L−1

1
s2(s − a)

=
Z t
0
F(u)G(t − u) du
=
Z t
0
uea(t−u)
du
= eat
Z t
0
ue−au
du
=
1
a2
(eat
− at − 1)
27 / 28
Thank You
28 / 28

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Inverse Laplace Transform

  • 1. The Laplce Transforms - II Review of Integral Transforms - Inverse Laplace Transforms Vishnu V Assistant professor, Department of Mathematics Sree Ayyappa College, Eramallikkara 1 / 28
  • 2. Definition of Inverse Laplace Transform Inverse Laplace Transform If the laplace transform of a function F(t) is f (s), i.e., if L(F(t)) = f (s), then F(t) is called an inverse laplace transform of f (s) and we write aymbolically F(t) = L−1f (s). In other words, inverse transform of a given function f (s) is that function F(t) whose, Laplace transform is f (s). 2 / 28
  • 3. Properties of Inverse Laplace Transforms First property L−1(kf (t)) = kL−1(f (t)), where k is a constant. 2nd property - Linearity property If c1 and c2 are any two constants while f1(s) & f2(s) are the functions with Inverse Laplace transforms F1(t) & F2(t) respectively, then L−1 (c1f1(s) + c2f2(s)) = c1L−1 (f1(s)) + c2L−1 (f2(s)) = c1F1(t) + c2F2(t) 3 / 28
  • 4. Properties of Inverse Laplace Transforms 3rd property -Translation or Shifting property If L−1(f (s)) = F(t) then L−1(f (s − a)) = eatF(t) 4th property - Multiplication by power of t If L−1(f (s)) = F(t), and F(0) = F′(0) = . . . F(n − 1)(0) = 0 then L−1 dn dsn f (s) = (−1)ntnF(t), where n = 1, 2, 3... 5th property if L−1(f (s)) = F(t), then L(e−asf (s)) =    F(t − a), t a 0, t a − − − −(1) 4 / 28
  • 5. Remark It should be noted that the right side of (1) can be written in a different way using the Unit step function. Let ua(t) =    1, t a 0, t a − − − − − (2) From equations (1) and (2) we can wriiten in a different form L−1 (e−as f (s)) = F(t − a)ua(t) . 5 / 28
  • 6. Method of Convolution Convolution Property If F(t) andG(t) are the inverse transforms of f (s) and g(s), respectively, the inverse transform of the product f (s)g(s) is the convolution of F(t) and G(t), written (F ∗ G)(t) and defined by (F ∗ G)(t) = Z 1 0 F(t − u) G(u) du i.e., L−1 (f (S)g(s)) = (F ∗ G)(t) = Z 1 0 F(t − u) G(u) du 6 / 28
  • 7. Method of Convolution Corrollary Putting t − u = v in the above integral, we obtain, (F ∗ G)(t) = − Z 0 t F(v) G(t − v) du = Z t 0 G(t − v)F(v) du = (G ∗ F)(t) 7 / 28
  • 8. Remark Properties of convolution (F ∗ (G + H))(t) = (F ∗ G)(t) + (F ∗ H)(t) ((F ∗ G) ∗ H)(t) = (F ∗ (G ∗ H))(t) (F ∗ 0)(t) = (0 ∗ F)(t) 8 / 28
  • 9. Examples : - Partial Fractions Use partial fractions to decompose : s+3 (s−2)(s+1) To the linear factors s − 2 and s + 1, we associate respectively the fractions A (s−2) and B (s+1) . We set s + 3 (s − 2)(s + 1) = A (s − 2) + B (s + 1) i.e., s + 3 = A(s + 1) + B(s − 2) To find A and B, we substitute s = −1 and s = 2 into the above equation, ⇒ A = 5 3 and B = −2 3 . ∴ s + 3 (s − 2)(s + 1) = 5 3 (s − 2) − 2 3 (s − 2) 9 / 28
  • 10. Examples : Find the L−1 n s+3 (s−2)(s+1) o L−1 s + 3 (s − 2)(s + 1) = 5 3 L−1 1 s − 2 − 2 3 L−1 1 s + 1 = 5 3 e2x − 2 3 e−x 10 / 28
  • 11. Example: Find the inverse transforms of 1. 3s+7 s2−2s−3 2. 5s2−15s−11 (s+1)(s−2)3 3. 3s+1 (s−1)(s2+1) In the problems of the above kind, we use the method of partial fractions. 1. Resolving into partial fractions, we have 3s + 7 s2 − 2s − 3 = 4. 1 s − 3 − 1 s + 1 . ∴ L−1 3s + 7 s2 − 2s − 3 = 4L−1 1 s − 3 − L−1 1 s + 1 = 4.e3t − e−t 11 / 28
  • 12. Examples 2. Resolving into partial fraction, we have, 5s2 − 15s − 11 (s + 1)(s − 2)3 = − 1 3 1 s + 1 + 1 3 1 s − 2 + 4 (s − 2)2 − 7 (s − 2)3 ∴ L−1 5s2 − 15s − 11 (s + 1)(s − 2)3 = − 1 3 L−1 1 s + 1 + 1 3 L−1 1 s − 2 + + 4L−1 1 (s − 2)2 − 7L−1 1 (s − 2)3 = − 1 3 e−t + 1 3 e2t + 4te2t − 7 2 t2 e2t . 12 / 28
  • 13. Examples : 3. Resolving into partial fractions, we have, 3s + 1 (s − 1)(s2 + 1) = 2 s − 1 + −2s + 1 s2 + 1 ∴ L−1 3s + 1 (s − 1)(s2 + 1) = 2L−1 1 s − 1 − 2L−1 s s2 + 1 + L−1 1 s2 + 1 = 2et − 2 cos t + sin t. 13 / 28
  • 14. Examples : Find the inverse tranforms of, 1. 6s−4 s2−4s+20 2. s (s−2)4 3. s2+2s+3 (s2+2s+2)(s2+2s+5) 1. Here the denominator cannot be factorised into rational factors and hence the partial fraction method is in-applicable. However completing the square in the denominator, we obtain, 6s − 4 s2 − 4s + 20 = 6(s − 2) + 8 (s − 2)2 + 16 = 6. (s − 2) (s − 2)2 + 16 + 8 (s − 2)2 + 16 ∴ L−1 6s − 4 s2 − 4s + 20 = L−1 s − 2 (s − 2)2 + 16 + 2L−1 4 (s − 2)2 + 16 = 6e2t cos 4t + 2e2t sin 4t 14 / 28
  • 15. Examples : 2. Since the denominator contains (s − 2) as unit, rewrite the numerator also in terms of s − 2. Thus s (s − 2)4 = (s − 2) + 2 (s − 2)4 = 1 (s − 2)3 + 2 (s − 2)4 ∴ L−1 s (s − 2)4 = L−1 1 (s − 2)3 + 2L−1 2 (s − 2)4 = e2t . t2 2! + 2e2t . t3 3! = 1 3! e2t (3t2 + 23 ). 15 / 28
  • 16. Examples : 3. By the method of partial frations s2 + 2s + 3 (s2 + 2s + 2)(s2 + 2s + 5) = 1 3 1 s2 + 2s + 2 + 2 3 1 s2 + 2s + 5 = 1 3 1 (s + 1)2 + 1 + 2 3 1 (s + 1)2 + 4 ∴ L−1 s2 + 2s + 3 (s2 + 2s + 2)(s2 + 2s + 5) = 1 3 L−1 1 (s + 1)2 + 1 + 1 3 L−1 1 (s + 1)2 + 4 = 1 3 e−t sin t + 1 3 e−t sin 2t = 1 3 e−t (sin t + sin2t) 16 / 28
  • 17. Examples : Find the inverse Laplace transfroms of 1. 1 (s+a)n 2. 1 (s2+a2)2 3. s2 (s2+a2)2 1. By applying 3rd property -Translation or Shifting property, we have L−1 1 (s + a)n = e−at L−1 1 sn = e−at tn−1 (n − 1)! 2. Since we know the inverse transforms of 1 s2+a2 and s2−a2 (s2+a2)2 , we shall rewrite the given expression in terms of these.Thus : 17 / 28
  • 18. Examples : 1 (s2 + a2)2 = 1 2a2 (s2 + a2) − (s2 − a2) (s2 + a2)2 = 1 2a2 1 s2 + a2 − s2 − a2 (s2 + a2)2 ∴ L−1 1 (s2 + a2)2 = 1 2a2 1 a sin at − t cos at = 1 2a3 [sin at − at cos at] 18 / 28
  • 19. Examples : 3. s3 (s2 + a2)2 = s[(s2 + a2) − a2 (s2 + a2)2 = s s2 + a2 − a2 s (s2 + a2)2 ∴ L−1 s3 (s2 + a2)2 = cos at − a2 . 1 2a t sin at = cos at − 1 2 at sin at. 19 / 28
  • 20. Examples : Find L−1 n e−3s (s−1)4 o We have L−1 e−3s (s − 1)4 = et L−1 1 s4 = et t3 3! ; 3rd property -Translation or Shifting property = 1 6 t3 et L−1 e−3s (s − 1)4 =    1 6(t − 3)3et−3; t 3. Using 6th property 0; t 3 Using the remark; = 1 6(t − 3)3et−3u3(t); 20 / 28
  • 21. Examples : Find L−1 n eπs s2+2s+2 o We have L−1 eπs s2 + 2s + 2 = L−1 1 (s + 1)2 + 1 = e−t L−1 1 s2 + 1 = e−t sin t. Hence using property 6, we have L−1 eπs s2 + 2s + 2 =    e−t−π sin(t − π); t π. 0; t ≤ π 21 / 28
  • 22. Remark Remark We known that L {tF(t)} = − d ds L {F(t)} ∴ tF(t) = L−1 − d ds L {F(t)} 22 / 28
  • 23. Examples : Find the inverse transforms of the log s+1 s−1 Solution : Let F(t) = L−1 n log s+1 s−1 o , Then L[F(t)] = log s+1 s−1 Hence from above remark, tL−1 log s + 1 s − 1 = L−1 − d ds [log(s + 1) − log(s − 1)] = −L−1 d ds log(s + 1) + L−1 d ds log(s − 1) = −L−1 1 s + 1 + L−1 1 s − 1 = −e−t + et = 2 sinh t ∴ L−1 log s + 1 s − 1 = 2 sinh t t 23 / 28
  • 24. Examples : Find the inverse Laplace transforms of tan−1( 2 s2 ) Solution : Let F(t) = L−1 tan−1 2 s2 , Then L[F(t)] = tan−1 2 s2 Hence from above remark, tL−1 tan−1 ( 2 s2 ) = L−1 − d ds [tan−1 ( 2 s2 ) = L−1 4s s2 + 4 = L−1 4s (s2 + 2)2 − 4s2 = L−1 4s (s2 + 2 + 2s)(s2 + 2 − 2s) = L−1 1 s2 − 2s + 2 − 1 s2 + 2s + 2 = L−1 1 (s − 1)2 + 1 − 1 (s + 1)2 + 1 24 / 28
  • 25. Examples : = et sin t − e−t sin t = 2 sin ht sin t. ∴ L−1 tan−1 ( 2 s2 ) = 2 sin ht sin t t Using Convolution property, Find L−1 n 1 s(s2+a2) o Solution : We have already solved this type of problems by partial fraction method. However convolution method the work easy. Let f (s) = 1 s and g(s) = 1 s2+a2 Then F(t) = L−1 1 s = 1 and G(t) = L−1 n 1 s2+a2 o = 1 a sin at. 25 / 28
  • 26. Examples : ∴ L− 1 s(s2 + a2) = Z t 0 F(t − u)G(u) du = Z t 0 sin au a du = − cos au a2 t 0 = 1 a2 (1 − cos at) Using Convolution property, Find L−1 n 1 s2(s−a) o Solution : Let f (s) = 1 s2 and g(s) = 1 s−a Then F(t) = L−1 1 s2 = t and G(t) = L−1 n 1 s−a o = eat 26 / 28
  • 27. Examples : ∴ L−1 1 s2(s − a) = Z t 0 F(u)G(t − u) du = Z t 0 uea(t−u) du = eat Z t 0 ue−au du = 1 a2 (eat − at − 1) 27 / 28