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MA1002 : Mathematics II

Dr. Hiranmoy Pal1

1 Department of Mathematics

National Institute of Technology Rourkela

May 16, 2023


The Linearity Property
I Let f1 and f1 be functions whose Laplace transforms exist,
and let c1 and c2 be constants.

I Then

L (c1 · f1 (t) + c2 · f2 (t)) = c1 · L (f1 (t)) + c2 · L (f2 (t)) .

Proof. Note that


Z ∞
e−st · [c1 f1 (t) + c2 f2 (t)] dt
0
Z ∞ Z ∞
−st
= c1 e · f1 (t) dt + c2 e−st · f2 (t) dt.
0 0

Exercise: Find the Laplace transforms of the following functions

f (t) = 2 + 3t and g(t) = 2 + 3t + 5et .


Laplace Transform of the Derivative
I Let f be a real function that is continuous for t ≥ 0 and of
exponential order eαt .

I Let f 0 (the derivative of f ) be piecewise continuous in every


finite closed interval 0 ≤ t ≤ b.

I Then L (f 0 ) exists for s > α and

L f 0 (t) = sL (f (t)) − f (0).




Hint. If f 0 is continuous then


Z ∞ Z R
−st 0
e f (t) dt = lim e−st f 0 (t) dt
0 R→∞ 0

 −st R
Z R 
−st
= lim e f (t) 0 + s e f (t) dt
R→∞ 0

= lim e−sR f (R) − f (0) + sL (f (t)) .


R→∞
An Example
I Find the Laplace transforms of the following function

f (t) = sin2 (at) and g(t) = cos2 (at).

I Note that f 0 (t) = 2a sin (at) cos (at) = a sin (2at). Therefore

L (a sin (2at)) = sL sin2 (at) − f (0).




I Since f (0) = 0, we have

1 a
L sin2 (at)

= L (a sin (2at)) = · L (sin (2at))
s s

a 2a 2a2
= = .
s s2 + 4a2 s (s2 + 4a2 )
Solving an IVP Using Laplace Transform
I Solve the IVP: y 0 (t) − 3y(t) = 4e5t , y(0) = 6.

I Using Laplace transform on both sides

L y 0 (t) − 3 · L (y(t)) = 4 · L e5t


 

⇒ [sL (y(t)) − y(0)] − 3L (y(t)) = 4L e5t




4
⇒ (s − 3)L (y(t)) − 6 =
s−5
6 4
⇒ L (y(t)) = +
s − 3 (s − 3)(s − 5)
4 2
= L 4e3t + L 2e5t
 
⇒ L (y(t)) = +
s−3 s−5

⇒ y(t) = 4e3t + 2e5t .


Laplace Transform of the Higher Order Derivative
I Let f be a real function having a continuous (n − l)-th
derivative f (n−1) for t ≥ 0 and assume that f, f 0 , . . . , f (n−1)
are all of exponential order eαt .

I Suppose f (n) is Piecewise continuous in every finite closed


interval 0 ≤ t ≤ b.

I Then L f (n) exists for s > α and




 
L f (n) (t) = sn L (f (t))−sn−1 f (0)−sn−2 f 0 (0)−· · ·−f (n−1) (0).

Proof. Observe that L f (n) exists for s > α and




   
L f (n) (t) = sL f (n−1) (t) − f (n−1) (0).

Then the proof follows by mathematical induction.


Example
I Find the Laplace transforms

f (t) = sin (bt), f (t) = cos (bt), f (t) = eat and f (t) = tm , m > 0.
I Here

f 0 (t) = b cos (bt) and f 00 (t) = −b2 sin (bt).


I Now L (f 00 ) exists for s > 0 and we have

L f 00 (t) = s2 L (f (t)) − sf (0) − f 0 (0)




⇒ L −b2 sin (bt) = s2 L (sin (bt)) − b




s2 + b2 L (sin (bt)) = b


b
⇒ L (sin (bt)) = .
s2 + b2
Problem

I Find L (y(t)) where y(t) satisfy the IVP

y 00 (t) − 6y 0 (t) + 5y(t) = 0, with y(0) = 3, y 0 (0) = 7.

I The solution is
3s − 11
L (y(t)) = .
s2− 6s + 5
First Shifting Theorem: s-shifting
I Suppose f is such that L (f ) exists for s > α.

I For any constant b,


 
L ebt · f (t) = F (s − b), for s > α + b,

where F (s) denotes L (f (t)).

Proof. Here Z ∞
F (s) = L (f (t)) = e−st f (t) dt.
0
I Replacing s by s − b, we have
Z ∞ Z ∞ h i
−(s−b)t
F (s − b) = e f (t) dt = e−st · ebt f (t) dt
0 0
 
bt
= L e f (t) .
Problems

Find the Laplace Transform of the following where a is a constant.

1. f (t) = eat · 1.

2. f (t) = eat t.

3. f (t) = eat tm , m > 0.

4. f (t) = eat sin (bt).

5. f (t) = eat cos (bt).

6. f (t) = eat sinh (bt).

7. f (t) = eat cosh (bt).

8. f (t) = eat sin2 (at).


Laplace Transform of Unit Step Function
I For each real number a ≥ 0, the unit step function (or
Heaviside Function) ua is defined by
(
0, for t < a
ua (t) =
1, for t > a.
I Note that L (ua (t)) exists and
Z ∞
L (ua (t)) = e−st ua (t) dt
0
Z a Z ∞
−st
= e ua (t) dt + e−st ua (t) dt
0 a
Z R
= 0 + lim e−st ua (t) dt
R→∞ a

e−as
= , for s > 0.
s
Laplace Transform of a Discontinuous Function

I Consider the step function defined by



0,
 for 0 < t < 2
f (t) = 3, for 2 < t < 5

0, for t > 5.

I Note that
f (t) = 3u2 (t) − 3u5 (t).
I Hence

L (f (t)) = 3 · L (u2 (t)) − 3 · L (u5 (t))

e−2s e−5s 3  −2s


− e−5s ,

= 3· −3· = e for s > 0.
s s s
Shifting a Function f (t), t > 0
Second Shifting Theorem: t-shifting
I Suppose f (t) has the Laplace transform F (s).

I Consider the shifted function


(
0, for 0 < t < a
f˜(t) = ua (t)f (t − a) =
f (t − a), for t > a
 
I Then we have L f˜(t) = e−as F (s).

Proof. Here Z ∞
F (s) = L (f (t)) = e−st f (t) dt.
0
I Note that
  Z ∞
L f˜(t) = e−st f˜(t) dt
Z0 ∞
= e−st f (t − a) dt Put: t − a = u
a
Z ∞
= e−as e−su f (u) dt = e−as F (s).
0
An Example
I Find the Laplace Transform of
(
0, for t < 5
g(t) =
t − 3, for t ≥ 5
I Note that (
0, for t < 5
g(t) =
f (t − 5), for t ≥ 5
where f (t) = t + 2, for t > 0.

I Note that
1 2
L (f (t)) = L (t) + 2 · L (1) = 2
+ .
s s
I The Second Shifting Theorem with a = 5 implies that
 
−as −5s 1 2
L (g(t)) = L (ua (t)f (t − a)) = e F (s) = e + .
s2 s
Theorem: Derivative of the Laplace Transform
I Let f be a real function satisfying:
1. Suppose f is piecewise continuous in every finite closed
interval 0 ≤ t ≤ b (b > 0).
2. Suppose f is of exponential order.

I Where the Laplace transform is


Z ∞
F (s) = e−st f (t) dt, s > α.
0

I Then we have
dn
L (tn f (t)) = (−1)n [F (s)] .
dsn
Proof. Differentiate both sides of F (s) with respect to s.

−2b 2 3
Problem. Find the Laplace Transform of f (t) = t2 sin (bt). Ans. 6bs
(s2 +b2 )3
Limit Theorem

Theorem. Suppose f (t) has the Laplace transform F (s). Then

lim f (t) = lim sF (s).


t→0+ s→∞

I Hint: L (f 0 (t)) = sF (s) − f (0).

Problem. Let f (t) has the Laplace transform


a
F (s) = 1 .
(1 + s2 ) 2
I If f (0) = 1 then determine a. Ans. a = 1.

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