ARBAMINCH UNIVERSITY COLLAGE OF NATURAL SCIENCE

Department of mathematics
Project on: - LAPLACE TRANSFORM AND ITS APPLICATIONS

Name of student: - 1. Nuriya Alemayehu

2. Sofia Hussen
Advisor name: - Beyene Chanyalew (MSc.)

ARBAMINCH UNIVERSTY, ETHIOPIA

Contents
ACKNOWLEDGMENT....................................................................................................................3
CHAPTER ONE................................................................................................................................4
1. INTRODUCTION..............................................................................................................................4
1.1. Differential Equation...............................................................................................................4
1.1.1. Ordinary Differential Equation.........................................................................................4
1.1.2 Partial differential equation...............................................................................................5
1.2. Homogéneas Differential Equation.........................................................................................5
1.3. Non -homogenous differential equation.................................................................................5
1.4 Differential equation classification by linearity........................................................................5
1.4.1 Linear differential equation...............................................................................................5
1.5. The order of differential equation...........................................................................................6
1.6. Differential equation solutions................................................................................................6
CHAPTER TWO...................................................................................................................................8
2. Laplace Transforms....................................................................................................................8
2.1. Linearity of the Laplace Transform.........................................................................................9
2.2. T-shift and S-shifts..................................................................................................................9
2.3. Convolution Theorem............................................................................................................10
2.4. Inverse of Laplace transforms...............................................................................................10
2.5. Derivatives of Laplace transform..........................................................................................11
2.6. Laplace Transform of Integral...............................................................................................12
2.8. Advantage and disadvantage of Laplace transformation.......................................................13
CHAPTER THREE..........................................................................................................................14
3.Application of Laplace Transform.............................................................................................14
3.1. Application of Laplace transforms to solve ordinary differential equation............................14
summery...........................................................................................................................................15
ACKNOWLEDGMENT

Frist of all we would like to thanks almighty ALLAH. Without his wish nothing can be done.
Next our greatest gratitude goes to advisor Beyene Chanyalew, without his consistent
support, advice and shaping and reshaping the paper would not have been completed in its
present appearance and structure.
We would like to thanks from the bottom of heart to our parent for their financial, moral
psychological support throughout my study.
At last but not the least, we would like to say thanks you for those mentioned and
unmentioned persons who contributed for the successful accomplishment of this project
paper.
 CHAPTER ONE

1. INTRODUCTION
The Laplace transformation was introduced by p, s. Laplace in 1779.It is a linear integral
transformation which enables one to solve many ordinary and partial linear differential
equations. The solution is easily obtained without finding the general solution and then
evaluating arbitrary constants. As required by the classical method. This results in a saving
of time and labor .The Laplace transforms is best known form of operational mathematics.
The form as it the best known today is the results of extensive research and development by
Doestch and others. Beginning the late 1930s.The Laplace transformation has been a power
full tool in the solution of a linear circuit problems in the electrical engineering filed. Only
in the last ten to fifteen years that it gained usage in the exploited to the same degree is the
analysis statically loaded structural numbers. It is this area with which the major portion of
this will be concerned. It is a widely used integral transform with many applications in
physics and engineering.
The project contains three chapters the first chapter about differential equation,
homogenous differential equation, non-homogenous differential equation, differential
equation classification by linearity, differential equation solution. Second chapter about
Laplace transformation, inverse Laplace transform, advantage and dis advantage of Laplace
transform. Third chapter about application of Laplace transform.

1.1. Differential Equation

Definition: - Differential equation is an equation containing the derivatives of one or more
dependent variable with respect to one or more independent variable.[1]
There are two basic types of differential equation.
1) Ordinary Differential Equation
2) Partía Differential Equation
1.1.1. Ordinary Differential Equation
Definition: - is an equation contains only ordinary derivatives of one or more dependent
variable with respect to a single independent variable. [1]

d 2 y dy
Example:- 2
− + 6 y=0
dx dx
1.1.2 Partial differential equation
Definition: - is an equation involving partial derivatives of one or more dependent variable
of two or more independent variables. [1]
∂2 u ∂ 2 u
Example:- 2 + 2 =0
∂x ∂ y
1.2. Homogéneas Differential Equation
Let y 1 , y 2 … y n be fundamental set of solution of the homogenous linear nth order differential
equation on an interval I. Then the general solution of the equation on I is

y¿ c 1 y 1 ( x )+ c 2 y 2 ( x ) +…+ c n y n ( x ) where c 1 , c2 … c nare arbitrary constant.

1.3. Non -homogenous differential equation

Let y pbe any particular solution of the non-homogenuos linear nth order differential
n n−1 '
equation y + p1 ( x ) y + …+ p−1 ( x ) y + p n ( x )=f ( x ) on an interval I. And let y 1 , y 2 , … y n be
afundamental set of solution.Then the general solution of the equation I is

y=c 1 c 2 ( x )+ …+c n y n ( x ) + y p where c 1 , c2 … c n are arbitrary constants.[1]?

1.4 Differential equation classification by linearity

1. Linear differential equation

2. Nonlinear differential equation
1.4.1 Linear differential equation
Definition: - A differential equation is said to be linear if and only if the following two
conditions are satisfied.
•The dependent variable y and all its derivatives y ' , y ' ' … y (n) are of the first degree that is
the power of each terms involving y is 1.
•The coefficient a 0 , a 1 … a n of y , y ' … y (n ) depend at most on the independent variable x
(there is no terms involving product of dependent variable and its derivatives).
Example: - (1+ y 2 ¿ dx=¿ ( tan−1 y −x ¿ dy
dx
¿ ¿) = ( tan−1 y −x ¿
dy

dx tan −1 x
¿ = −
dy 1+ y 1+ y 2
2
 −1
dx tan y
¿ +¿ ) x=
dy 1+ y 2
−1
1 tan y
p(x )= 2 , Q( x )=
1+ y 1− y 2

1 −1
∫ x n dx= (n−1)x n−1
1
2 −1 y
1+y tan
I . F=dy=e dy =e dy
−1 y
tan
Solution is x ( etan )=∫
−1 tan−1
2
e dy + c
1+ y
xe tan =∫ t . e t dt+ c
−1 y

−1 y 1
Let tan =t → =dt
1+ y 2 dy
−1 y
t
xe tan ¿ e ( t −1 ) +c
Otherwise, the equation is nonlinear.
Example:- ( 1− y ) y ' + y=0 ( y y ' is non linear ∈ y ∧ y ' )
1.5. The order of differential equation
Definition: - The order of differential equation is the order of the highest derivative in the
equation.
Example-1:–
d2
dx
2 + s
dy 3
dx ( ) x
−4 y=e .Is a second order ordinary differential equation
• First order ordinary differential equation are occasionally written in differential from
M ( x , y ) dx+ N ( x , y ) dy=0.
Example-2:- ¿
1.6. Differential Equation solution
1. General solution of a differential equation
The general solution of a differential equation is a solution that contains arbitrary
constant.
2. Particular solution of a differential equation
A particular solution of a differential equation is a solution obtained from the general
solution by assigning specific values to the arbitrary constants.
Example:-find the particular solution. f ( 0 )=4 , f ' ( 0 ) =¿8
3 2
d y d dy
3
=−9 2 +23 −15 y =0
dx d x dx
f ( D ) =f ( D +9 D2 +23 D−15 ) Y =0
3

f ( m )=m3 −9 m 2+ 23 m−15=0
 m−1 ( m−3 ) ( m−5 ) =0

m=1,3,5

m1=1 , m2 =3 , m3=5

Y¿ yc=c1 e m x +c 2 e m x +c 3 e m x
1 2 3

x 3x 5x
¿ c 1 e + c 2 e +c 3 e
f ( x )=c1 e x +c 2 e3 x+c 3 e5 x
0 3∗0 5∗0
f ( 0 )=c 1 e + c2 e +c 3 e
¿4

f ' ( x )=c1 e x +3 c 2 e 3 x +5 c 3 e5 x
0 3∗0 5∗0
f ( 0 )=c 1 e +3 c 2 e + 5 c3 e
=8
CHAPTER TWO
2. Laplace Transforms
In this chapter discus about Laplace transform, s-shift, t-shift, inverse of Laplace transform,
derivative of Laplace transform, Laplace transform of integral, convolution theorem,

advantage and disadvantage of Laplace transform.

Definition:−given a function f ( t ) ,t ≥0 its Laplace transforms form.
F ( s ) =L{f ( t )=L { f ( t ) }is defined as
∞ ∞
F ( S ) =L{f ( t )=∫ e f ( t ) dt=lim ∫ e
−st −st
f ( t ) dt .
0 n →∞ 0

Sufficient conditions for the existence of Laplace transform the Laplace transformation of
∞
f ( t ) exists i. e, The improper integral ∫ e−st f ( t ) dt of L f ( t ) converges(finite values when
0
the following conditions are satisfied.
1) F ( t ) is a piece –wise continuous.
2) F ( t ) is an exponential of order ´a´.
−ax
→ A function f ( t ) is said to be exponential order ´a´ as x → ∞ if lim
x→ ∞
e f (x) a
finite value.
Elementary Laplace transform of some elementary function

1 a
1) L {1 }= s 6 ¿ L {sinhat }= 2−a 2

s
1 s
2) L(t)= 2 7) L { coshat }=
s s −a2
2

n! a
3) L { t } = n+1
2
8) L { sinat }= 2 2
5 s +a
1 s
4) L { e }= s−a 9) L { cosat }= 2 2
at

s +a
1
5) L { e } = s+ a
−at
Show some formulas

∞
L { t } =∫ e
−st
f ( t)dt
0
∞
¿ ∫ t e− st dt
0
−st ∞
e 1 e−st
¿ (t− )∫ ❑ ¿ ¿)
−s s 0 −1

{ s + s )}
¿− e
( t 1 −s
2

¿−{e
( ∞s + s1 )−e ( 0s + s1 ) }
−∞
2
a
2

¿− a−(
{1 1
2
s s
) 2
}
n!
L { t }= n+1
n

s
Find L { sinhat } =¿ L {
e at −e−at
2 }
1 1 1 1
¿ [ L { e at }−L { e−at } ]= ( − )
2 2 s−a s +a
1
¿ ¿)
2
1 s +a−( s−a )
¿ ( )
2 ( s−a )( s+ a )
1
¿ ¿)
2
¿ ¿)
2.1. Linearity of the Laplace Transform
- Suppose f and g are functions whose Laplace transforms exist for s¿ a1 ∧¿s
¿ a2 , respectively .
- Then for s greater than the maximum of a 1∧a2 , the ℒ transform of c 1 f ( t ) + c2 g ( t )
exists.That is ,
∞
L {c 1 f ( t ) +c 2 g (t )=∫ e
−st
[c 1¿ f ( t ) + c2 g(t)]dt is finite ¿ with
0
∞ ∞
L {c 1 f (t)+ c2 g(t) }¿ c 1∫ e f ( t ) dt +c 2∫ e
−st −st
g ( t ) dt
0 0
¿ c 1 L { Lf ( t ) } + c2 L{g ( t ) }
−2 t
Example:- Let f (t )¿ 5 e −3 sin ( 4 t ) fort ≥ 0
The Laplace transform F (s)=L{f (t)}
 = L {e−2 t −3 sin ⁡(4 t) }
¿ 5 L{{e−2 t }−3 L{sin( 4 t ) }
5 12
¿ − 2 , s> 0
s+ 2 s +16

2.2. T-shift and S-shifts

T-shift: - The T-shift rule gives the Laplace transform of a function shifted in time in terms
of the given function. We give the rule in two forms.
−as
L(u(t−a)f (t ; s)=e Lf (t +a ) ; s)
For completeness we include the transformation for u(t−a)∧δ (t−a) .
−as
e
L(u(t−a))=
s
−as
L(δ (t−a))=e
−as
−1 w e
Example:-finde ( 2 2 )
s +w
Solution: - first ignore exponential and let
w
f (t)=L−1( 2 +w )=sin( wt ).
2

s
Using the shift formula 2 be comes
−1
L ¿
S-shifting: - let f (t)=F (t) and a be real number, Then L {e a t f (t)}=F ( s−a) .
∞ ∞
L {e f (t )}=∫ e f (t) e dt =∫ f (t)e
at at −st − ( s −a) t
dt=F (s−a) .
0 0
Example:- L {e−st t 4 }
4 ! 24
L {t 4 }= 5 = 5 ,then
s s
−2 4 24
L {e t }=
¿¿
π
Example:- L {sin( πt)= ¿,
s + π2
2

s
L {cos (πt )= 2
.
2 Then
s +π
L {e−t ¿
π + s+1
¿
¿¿
2.3. Convolution Theorem
If f (t) and g(t ) are piecewise continuous on ¿ and of exponential order then.
∞ ∞

Proof:-let F (s)=L{f (t)=∫ e−st F ( T ) dT ∧G(s )=L {g(t) }=∫ e−Sβ g ( β ) dβ .

0 0
Proceeding formally, we have
F (s)G(s)=¿
 ∞
¿∬ e
−s ( τ +β )
f ( τ ) g ( β ) dτdβ .
0
∞ ∞
¿ ∫ f ( τ ) dτ ∫ e
−s (τ +β )
g( β)dβ
0 0
∞ ∞

Holding τ fixed, we let t=(τ + β) , dt =dβ so that F (s)G(s)=∫ f (τ )dτ ∫ e g ( t−τ ) dt .

−st

0 0
In the t τ -plane we are integrating over the shaded region. Since f and g are piecewise
continuous on ¿ and of exponential order, it is possible to interchange the order of
integration.
∞ t
F (s)G(s)=∫ e dt ∫ f ( τ ) g ( t−τ ) dτ
− st

0 0
∞ t
¿∫ e {∫ f ( τ ) g ( t−τ ) dτ }dt
−st

0 0
¿ L {f ∗g }
Example: - Find Laplace transform of L {¿
Solution:- L {¿
¿ L {t }+2 { t } + L{1}≪¿
4 2

4 ! 2 ( 2 !) 1
¿ 4 +1 + 2 +1 +
s s s
24 4 1
¿ 4 + 3+
s s s

Example2:- Find Laplace transform of

L {e−3 t −2 e−2 t + sin 2t +cos 3 t=sinh 3 t−2 cosh 4 t+ 9}
Solution:- L {e 3 t }−2 L { e−2 t }+ { sin 2t } + L {cos 3t } + L { sinh 3 t }−2 L { cosh 4 t }+ L {9}
¿
1
s−3
−2
1
s+ 2 s
2 s
+ 2+2 + 2 2 + 2 2 −2 2 2 +
2

s +3 s −3
3 s
s −4 ( 9
s )
1 2 2 s 3 2s 9
¿ + + 2 + 2 + 2 − 2 +
s−3 s+ 2 s + 4 s +9 s −9 s −16 s
Example 3:- find Laplace transform of L {¿

Solution:- L {sint 2+ cost 2+2 sint +cost }

¿ L {1+sin 2t }
¿ L {1}+{sin2 t }
1 2
¿ + 2 2
s s +2
1 1
¿ + 2
s s +4
2.4. Inverse of Laplace transforms
In order to apply the Laplace transform to physical problems, it is necenessary to involve
the inverse transform.
If L {f (t)}=F( s)=f (t ), t ≥ 0.
Which maps the Laplace transforms of a function back to the original function.
Inverse elementary Transform of Some Elementary Functions
1) L
−1
( 1s )=1
2) L
−1
( s−a1
)=e
at

3) L
−1
( s +a1 )=e
−at

( )
n
−1 n! t
4) L n+1
=
s n!

5) L
−1
( )
2
s −a
a
2
=sinhat

6) L
−1
( ) s
s −a2
2
=coshat

7) L
−1
( )
2
s +a
a
2
=sinat

8) L
−1
( )
2
s +a
s
2
=cosat

9) L
−1 1
( )
s
2
=t

Example - 1: - find the inverse of Laplace transform

1) L {
−1 3 s−8
2
4 s +25 } =L−1 ¿
−1
¿3 L ¿
3
¿ L−1 ¿
4
3 5
¿ cos t −2 ¿
4 2 ( )
3 5 4 5
¿ cos( t)− sin ⁡( t)
4 2 5 2
s 2−3 s +4
Example 2:- Find the inverse of Laplace transform of
s3

{} { }
2 2
−1 s −3 s +4 −1 s 3s 4
Solution: - L { 3
¿ L 2
−L−1 3 + L−1 { 3 }
s s s S

¿L
−1
{1s }−3 L {s1 }+ 4 L { s1 }
−1
2
−1
3

4 t2
¿ 1−3 t +
2!
 2
¿ 1−3 t +2t
2.5. Derivatives of Laplace transform
Let F (s)=L{f (t)}. Then
L {t n f (t) }=¿
It can be derived directly from the definition:
d
F ( s )= L { f ( t ) }
'
ds
∞ ∞
d d −st
¿ ∫ f ( t ) e dt=∫ f ( t ) (e ) dt
−st
ds 0 0 ds
∞
¿ ∫ f ( t ) ( −t e ) dt
−st

0
∞
¿ ∫ tf ( t ) e dt=−L { tf ( t ) }
−st

0
L {tf (t)}=−F(s)
F ' ( s )=L {−tf (t)
Example-1 :- g(t )=t e−2
−d 1
L {g(t) }=L {t e−2 }= ( )
dt s+2
¿−¿
1
¿
¿¿

Example:- g(t )=tsin( πt )

d
L {g(t)=L{tsin( πt)= L{sin ⁡(πt )
ds
d
¿− ¿
ds
¿−π ¿
2 πs
¿
¿¿
2.6. Laplace Transform of Integral
∞
1
L {∫ f ( u ) du }= F , where L { f }=F ( s)
0 s

{ }
∞
F ( s)
=∫ f ( t ) dt
−1
L
s 0
t

Example-1:- Find L {L{∫ u

−2 u
du }
1
Solution: -
F (u)=u u−2 u
F (s)=L{f (t)}
¿ L {t e−2 t }
 t
1
L {∫ u e
−2 u
du }= ¿
1 s
¿¿
t

Example-2:- L {t ∫ e−u cos ( πu ) du },

0

Solution: -
−u
F (u)=e cos ⁡( πu)
F ( s ) =L { f ( t ) }
¿ L {e cos ( πt ) }
−st

s−1
¿
¿¿
t t
−d
L {t ∫ e cos ( πu ) du }= L{∫ e cos ( πu ) du }
−u −u

0 ds 0
−d
¿ ¿
ds
¿−¿
3 2 2
2 s −5 s + 4 s−1−π
¿ 2
s ¿¿
 CHAPTER THREE
3. Applications of Laplace Transform
In this chapter discus about application of Laplace transform????
3.1. Application of Laplace transforms to solve ordinary differential equation
The Laplace transform will allow us to transform an initial value transform for a linear
ordinary differential Equation with constant coefficient in to a linear algebraic equation
that can be easily solved. The solution of an initial problem can be obtained from the
solution of the algebraic equation by taking its inverse Laplace transform. It illustrates as.
1. Start with differential equation with initial conditions
} +y = {e} ^ {t ¿
y
Y ( 0 )=0 , y ' (0)=0
2. Take Laplace transform and obtain subsidiary solution.

( y 2 +1 ) y ( s )= 1
( s−1 )
3. Use inverse Laplace transform to get back to solution.

Y (t )= ( 12 ) e −( 12 ) cos ( t )−( 12 ) sin ( t )

t

4. Solve subsidiary equation for y.

Y ( s )= ( 2 ( s−1
1
)) +( 2 ( s−1
1
)) +( ( s−1−1) )
2

Find unknown that Apply Laplace transform L Transformed differential

satisfies differential Equation becomes an
equation and initial algebraic equation y (s)

Solution y (t ) of Solve transformed

original IVP Equation for y (s)
 Apply inverse transform L−1

3.2. Laplace Transform on Electrical Circuits

In the (RCP) circuit the voltage drops across the inductor, resistor and capacitor are given
t

by L(dI /dT ), RI and (1/C)∫ I ( π ) dτ , respectively, where Kirchhoff’s voltage law states
0

that the sum of the voltage drops across the individual components equals the impressed
t
dI 1
voltage, E(t ), that is + RI + ∫ I ( τ ) dτ =E(t) ,
dt C 0
t

Setting Q(t)=∫ I (τ )(The charge of the condenser), we can write as

0

d2 Q dQ Q
L +R + =E(t)
dt 2
dt C
Since I =dQ( DT ), this will be the basis of some of the electrical circuit problems through
the sequel.
 Summary
Laplace transform is the best known form of operational mathematics. Given a function f(t),t ≥ 0
its Laplace transform . F(s)=L {f (t)} is defined as
∞ ∞
F (s)=L{f (t)=∫ e f (t ) dt=lim ∫ e
−st −st
f ( t ) dt
0 n →∞ 0

Inverse Laplace transform in order to apply the Laplace transform to physical problems, it is
necessary to involve the inverse transform. If L {f (t)=F ¿), then the inverse Laplace transform is
denote by L−1 { F ( S ) }=F ( t ) =f ( t ) , t ≥ 0.

Which maps the Laplace transform of a function back the original function.