LAPLACE TRANSFORM-Unit V

INVERSE LAPLACE TRANSFORM BY

CONVOLUTION THEOREM

Dept of Mathematics
Velammal Engg College

June 13, 2021

Dept of Mathematics, VEC Inverse LT by Convolution Thm 1/ 21

Inverse Laplace Transform

If L[f (t )] = F (s ) then L−1 [F (s )] = f (t ) , where L−1 is called the

inverse Laplace transform operator
Important Formulas
   
− 1 a
1 L 1 = e at 5 L−1 = sinh at
s −a s 2 − a2
   
1 s
2 L−1 = e −at 6 L − 1 = cosh at
s +a s 2 − a2
tn
   
a 1
3 L−1 = sin at 7 L − 1 =
s 2 + a2 s n +1 n!
   
s 1
4 L−1 = cos at 8 L−1 =1
s 2 + a2 s

Dept of Mathematics, VEC Inverse LT by Convolution Thm 2/ 21

Convolution of two functions

If f (t ) and g (t ) are two different functions, then convolution of

f (t ) and g (t ) is given as
Zt
f (t ) ? g (t ) = f (u ) g (t − u ) du
0

Note : f (t ) ? g (t ) = g (t ) ? f (t )

Convolution Theorem

If f (t ) and g (t ) are two different functions defined for t ≥ 0, then

L [f (t ) ? g (t )] = L [f (t )] .L [g (t )]

Dept of Mathematics, VEC Inverse LT by Convolution Thm 3/ 21

Result on Convolution Theorem

Let L[f (t )] = F (s ) and L[g (t )] = G (s )

By convolution theorem, we have

L [f (t ) ? g (t )] = F (s ).G (s )

=⇒ L−1 [F (s ).G (s )] = f (t ) ? g (t )

=⇒ L−1 [F (s ).G (s )] = L−1 [F (s )] ? L−1 [G (s )]

Dept of Mathematics, VEC Inverse LT by Convolution Thm 4/ 21

Important Formulas
R e ax
1 e ax dx =
a
R − cos ax
2 sin ax dx =
a
R sin ax
3 cos ax dx =
a
R ax e ax
4 e sin bx dx = 2 (a sin bx − b cos bx )
a + b2
R e ax
5 e ax cos bx dx = (a cos bx + b sin bx )
a2 + b 2

Dept of Mathematics, VEC Inverse LT by Convolution Thm 5/ 21

Important Formulas

1
1 sin A cos B = 2 [ sin(A + B ) + sin(A − B )]
1
2 cos A cos B = 2 [ cos(A + B ) + cos(A − B )]
1
3 sin A sin B = 2 [ cos(A − B ) − cos(A + B )]

Dept of Mathematics, VEC Inverse LT by Convolution Thm 6/ 21

PROBLEMS

 
1
1. Using Convolution theorem, find L−1
(s + a)(s + b )
Solution : WKT
L−1 [F (s ).G (s )] = L−1 [F (s )] ? L−1 [G (s )] − − − > (1)
 
− 1
L 1 = e −at − − − > (2)
s +a
Rt
f (t ) ? g (t ) = f (u )g (t − u ) du − − − > (3)
0
Now,
   
− 1 1 − 1 1 1
L =L .
(s + a)(s + b ) (s + a ) (s + b )

Dept of Mathematics, VEC Inverse LT by Convolution Thm 7/ 21

    
1 1
= L−1 ? L−1 [From (1)]
(s + a ) (s + b )
= e −at ? e −bt [From (2)]
Rt
= e −au e −b (t −u ) du [From (3)]
0
Rt
= e −au e −bt +bu du
0
Rt
= e −au e −bt e bu du
0
Rt
= e −bt e −au +bu du
0

Dept of Mathematics, VEC Inverse LT by Convolution Thm 8/ 21

 Rt
= e −bt e −(a−b )u du
0
" #
e −(a−b )u e −bt h it
= e −bt t
0 = e −(a−b )u
−(a − b ) − (a − b ) 0

e −bt h −(a−b )t i
= e − e −(a−b )(0)
−(a − b )
e −bt  −at bt 
= e e −1
−(a − b )
1  −at
− e −bt

= e
−(a − b )
e −bt − e −at
=
a−b

Dept of Mathematics, VEC Inverse LT by Convolution Thm 9/ 21

  
2
2. Using Convolution theorem, find L−1
(s + 1)(s 2 + 4)
Solution : WKT
L−1 [F (s ).G (s )] = L−1 [F (s )] ? L−1 [G (s )] − − − > (1)
   
− 1 1 − at − 1 a
L =e and L = sin at −− > (2)
s +a s 2 + a2
Rt
f (t ) ? g (t ) = f (u )g (t − u )du − − − > (3)
0
Now,
   
− 1 2 − 1 1 2
L =L .
(s + 1)(s 2 + 4) (s + 1) (s 2 + 4)

Dept of Mathematics, VEC Inverse LT by Convolution Thm 10/ 21

    
1 2
= L−1 ? L−1 [From (1) ]
s +1 s 2 + 22
= e −t ? sin 2t [From (2) ]

= sin 2t ? e −t
Rt
= (sin 2u ) e −(t −u ) du [From (3) ]
0

Rt
= (sin 2u ) e −t e u du
0

Rt
= e −t e u sin 2u du
0

Dept of Mathematics, VEC Inverse LT by Convolution Thm 11/ 21

 eu
 
= e −t (sin 2u − 2 cos 2u ) t
0
12 + 22
et e0
 
= e −t (sin 2t − 2 cos 2t ) − (0 − 2)
1+4 1+4
e −t t
= [e (sin 2t − 2 cos 2t ) − 1 (−2)]
5
1
= [sin 2t − 2 cos 2t + 2e −t ]
5

Dept of Mathematics, VEC Inverse LT by Convolution Thm 12/ 21

  
s
3. Using Convolution theorem, find L−1
(s + a )(s 2 + b2 )
2 2
Solution : WKT
L−1 [F (s ).G (s )] = L−1 [F (s )] ? L−1 [G (s )] − − − > (1)
   
a s
L−1 2 = sin at and L −1 = cos at − > (2)
s + a2 s 2 + a2
Rt
f (t ) ? g (t ) = f (u )g (t − u )du − − − > (3)
0
Now,
   
− 1 s − 1 1 s
L =L .
(s 2 + a2 )(s 2 + b2 ) (s 2 + a2 ) (s 2 + b 2 )

Dept of Mathematics, VEC Inverse LT by Convolution Thm 13/ 21

    
1 s
= L−1 ? L−1 [From (1)]
(s + a2 )
2 (s + b 2 )
2

sin at
= ? cos bt [From (2)]
a
Rt sin au
= cos b (t − u ) du [From (3)]
0 a

1 Rt
= sin au cos (bt − bu ) du
a0

1
Rt 1
= a 2 [sin (au + bt − bu ) + sin(au − bt + bu )] du
0

1
Rt
= 2a [sin((a − b )u + bt ) + sin((a + b )u − bt )] du
0

Dept of Mathematics, VEC Inverse LT by Convolution Thm 14/ 21

 1 − cos[(a − b )u + bt ] − cos[(a + b )u − bt ] t
 
= + 0
2a (a − b ) (a + b )
− cos[(a − b )t + bt ] − cos[(a + b )t − bt ]
 
1
= +
2a (a − b ) (a + b )
− cos bt − cos(−bt )
 
− +
(a − b ) (a + b )
 
1 cos at cos at cos bt cos bt
= − − + +
2a a−b a+b a−b a+b
    
1 1 1 1 1
= cos bt + − cos at +
2a a−b a+b a−b a+b

Dept of Mathematics, VEC Inverse LT by Convolution Thm 15/ 21

  
1 1 1
= + [cos bt − cos at ]
2a a−b a+b
 
1 1 1
= [cos bt − cos at ] +
2a a−b a+b
a+b+a−b
 
1
= [cos bt − cos at ]
2a (a − b )(a + b )
 
1 2a
= [cos bt − cos at ]
2a a2 − b 2
cos bt − cos at
=
a2 − b 2

Dept of Mathematics, VEC Inverse LT by Convolution Thm 16/ 21

 s2
 
4. Using Convolution theorem, find L−1
(s + a2 )2
2
Solution : WKT
L−1 [F (s ).G (s )] = L−1 [F (s )] ? L−1 [G (s )] − − − > (1)
 
s
L−1 2 = cos at −− > (2)
s + a2
Rt
f (t ) ? g (t ) = f (u )g (t − u )du − − − > (3)
0
Now,
s2
     
− 1 − 1 s s
L =L . 2
(s 2 + a2 )2 s 2 + a2 s + a2

Dept of Mathematics, VEC Inverse LT by Convolution Thm 17/ 21

    
s s
= L−1 ? L−1 [From (1)]
s + a2
2 s + s2
2

= cos at ? cos at [From (2)]

Rt
= cos au cos a(t − u ) du [From (3)]
0

Rt
= cos au cos(at − au ) du
0

Rt 1
= 2 [cos(au + at − au ) + cos(au − at + au )] du
0

1
Rt
= 2 [cos(at ) + cos(2au − at )] du
0

Dept of Mathematics, VEC Inverse LT by Convolution Thm 18/ 21

 sin(2au − at ) t
 
1
= cos at (u ) + 0
2 2a
   
1 sin(at ) sin(−at )
= cos at (t ) + − 0+
2 2a 2a
 
1 sin at sin(−at )
= t cos at + −
2 2a 2a
 
1 sin at sin at
= t cos at + + [∵ sin(−θ ) = − sin θ]
2 2a 2a
 
1 2 sin at
= t cos at +
2 2a
 
1 sin at
= t cos at +
2 a

Dept of Mathematics, VEC Inverse LT by Convolution Thm 19/ 21

  
1 at cos at + sin at
=
2 a
at cos at + sin at
=
2a

Dept of Mathematics, VEC Inverse LT by Convolution Thm 20/ 21

Problems for Practice

Find inverse Laplace transform by Convolution theorem

 
− 1
1 L 1 Sol : e −t − e −2t
(s + 1)(s + 2)
 
− 1 s 1
2 L
2 2 2
Sol : t sin at
(s + a ) 2a

s2 a sin at − b sin bt
 
3 L−1 Sol :
2 2 2
(s + a )(s + b ) 2 a2 − b 2
   
− 1 1 1 sin bt sin at
4 L Sol : 2 −
(s 2 + a2 )(s 2 + b2 ) a − b2 b a

Dept of Mathematics, VEC Inverse LT by Convolution Thm 21/ 21