LT Lecture2
LT Lecture2
LT Lecture2
1 Department of Mathematics
I Then
I Note that f 0 (t) = 2a sin (at) cos (at) = a sin (2at). Therefore
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.
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
L f (n) (t) = sn L (f (t))−sn−1 f (0)−sn−2 f 0 (0)−· · ·−f (n−1) (0).
L f (n) (t) = sL f (n−1) (t) − f (n−1) (0).
f (t) = sin (bt), f (t) = cos (bt), f (t) = eat and f (t) = tm , m > 0.
I Here
s2 + b2 L (sin (bt)) = b
⇒
b
⇒ L (sin (bt)) = .
s2 + b2
Problem
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.
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
1. f (t) = eat · 1.
2. f (t) = eat t.
e−as
= , for s > 0.
s
Laplace Transform of a Discontinuous Function
I Note that
f (t) = 3u2 (t) − 3u5 (t).
I Hence
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 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