29
78 CHAPTER 3 LAPLACE TRANSFORM Chapter Outline 3.0 Overview and Learning Outcomes 3.1 Introduction 3.2 Laplace transform 3.2.1 Definition of Laplace transform 3.2.2 Derivation of Transformations of Some Elementary Functions 3.2.3 Standard Table of Laplace transform 3.3 Properties of Laplace Transform 3.3.1 Linearity 3.3.2 First Shift Theorem 3.3.3 Multiplying by n t 3.4 Inverse Laplace transform 3.5 Properties of Inverse Laplace transform 3.5.1 Linearity Property of Inverse Laplace transform 3.5.2 First Shift Property 3.5.3 Inverse Laplace transform of Rational Functions 3.6 Discontinuous Functions and Periodic Functions 3.7 Application of Laplace transform 3.7.1 Initial Value Problems 3.7.1.1 First Order Linear Differential Equation 3.7.1.2 Second Order Linear Differential Equation 3.7.2 Electric Circuit Analysis Practice 3 (Laplace transform) 3.0 OVERVIEW AND LEARNING OUTCOMES Third chapter for this course is a Laplace transform. We will start the topic with the introduction to Laplace transform and some derivation of elementary functions. Student will be exposed to properties of Laplace transform and inverse Laplace transform. It is very important to each student to understand deeply to both properties studied. In order to learning smoothly, students are required to be familiar with the provided of Laplace transform to make learning process getting easier. The following subtopic is the application of Laplace transform in solving initial value problems and analysis of electrics circuit. It is expected that at the end of this course students will be able to: Derive the Laplace transform and Inverse Laplace transform. Use the definition of Laplace transform to find the Laplace transform. Apply the First Shift Theorem and First Shift Theorem (Inverse). Apply Laplace transform in solving differential equation. Apply Laplace transform in the daily physical problems

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78

CHAPTER 3

LAPLACE TRANSFORM

Chapter Outline

3.0 Overview and Learning Outcomes

3.1 Introduction

3.2 Laplace transform

3.2.1 Definition of Laplace transform

3.2.2 Derivation of Transformations of Some Elementary Functions

3.2.3 Standard Table of Laplace transform

3.3 Properties of Laplace Transform

3.3.1 Linearity

3.3.2 First Shift Theorem

3.3.3 Multiplying by nt

3.4 Inverse Laplace transform

3.5 Properties of Inverse Laplace transform

3.5.1 Linearity Property of Inverse Laplace transform

3.5.2 First Shift Property 3.5.3 Inverse Laplace transform of Rational Functions

3.6 Discontinuous Functions and Periodic Functions

3.7 Application of Laplace transform

3.7.1 Initial Value Problems

3.7.1.1 First Order Linear Differential Equation

3.7.1.2 Second Order Linear Differential Equation

3.7.2 Electric Circuit Analysis

Practice 3 (Laplace transform)

3.0 OVERVIEW AND LEARNING OUTCOMES

Third chapter for this course is a Laplace transform. We will start the topic

with the introduction to Laplace transform and some derivation of elementary

functions. Student will be exposed to properties of Laplace transform and inverse

Laplace transform. It is very important to each student to understand deeply to both

properties studied. In order to learning smoothly, students are required to be familiar

with the provided of Laplace transform to make learning process getting easier. The

following subtopic is the application of Laplace transform in solving initial value

problems and analysis of electrics circuit.

It is expected that at the end of this course students will be able to:

• Derive the Laplace transform and Inverse Laplace transform.

• Use the definition of Laplace transform to find the Laplace transform.

• Apply the First Shift Theorem and First Shift Theorem (Inverse).

• Apply Laplace transform in solving differential equation.

• Apply Laplace transform in the daily physical problems

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3.1 INTRODUCTION

In reality, Laplace transform has many applications in science and engineering. It has

important applications in mathematics, mechanical vibrations, electrical circuits and

control engineering. The main idea behind the Laplace transformation is that we can

solve an equation containing differential equation and integral terms by transforming

the equation in t-domain to one in s-domain with the intention that the problem easier

to solve. In mathematics, it is used for solving ordinary differential equation and

integral equations. We begin our discussion with the definition of Laplace transform.

3.2 LAPLACE TRANSFORM

3.2.1 DEFINITION OF LAPLACE TRANSFORM

Since the integral in an improper integral, by definition evaluated according to the

rule

( ) ( ) ( )dttfedttfetf

T

st

T

st ∫∫ −

∞→

∞− ==

00

limL .

Since the result of integral (3.1) depend on s, we can write

( ) ( ) ( ) ( )sFdttfedttfetf

T

st

T

st === ∫∫ −

∞→

∞−

00

limL .

In general, other examples can be written as

( ) ( )sFtf =L

( ) ( )sGtg =L

( ) ( )sYty =L .

Definition 3.1 (Definition of Laplace Transform)

Let ( )tf be a function defined over [0,∞). The integral

( )dttfest∫

∞−

0

(3.1)

is called Laplace transform of ( )tf if the integral exist. We write

( ) ( )dttfetf st∫∞

−=0

L where L interpreted as an operator.

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3.2.2 DERIVATION OF TRANSFORMATION OF SOME ELEMENTARY

FUNCTIONS

The Laplace transform for some elementary function stated as follows.

Example 3.1

Show thats

11 =L .

Solution

( ) ( ) )1(1lim1100

−−−−== ∫∫ −

∞→

∞− dtedte

T

st

T

stL

a) If )1(then,0<s gives ∞=

+−=

−=

∞→

∞→ ss

e

s

e sT

T

Tst

T

1limlim1

0

L

b) If )1(then,0=s gives ( ) [ ] ∞===∞→∞→ ∫

T

T

T

Ttdt 0

0

lim11lim1L

c) If )1(then,0>s gives sss

e

s

e sT

T

Tst

T

11limlim1

0

=

+−=

−=

∞→

∞→L

Thus, .1

1s

=L

Example 3.2

Using the definition, determine the Laplace transforms for the following function.

a) ( ) atf = b) ( ) ttf = c) ( ) nttf = d) ( ) atetf =

Let a be constant and n non negative integer.

Solution

a) ( ) .0,

000

>=

−===

∞−∞−

∞− ∫∫ s

s

a

s

eadteadtaea

stststL

b) ( ) .0,111

2

00000

>=

−=+

−===

∞−∞−

∞−∞−

∞− ∫∫∫ s

ss

e

sdte

ss

tedttedttet

stst

stststL

c) ( ) ∫∫∫∞

−−

∞−∞−

∞− +

−===

0

1

000

dttes

n

s

etdtetdttet nst

stnstnnstnL

. 1

0

1 −∞

−−

== ∫ nnst ts

ndtte

s

nL

From result (c), we can write 11 −−

= nnt

s

nt LL

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81

.1

1

11

2

1

Then

2

32

s

st

ts

t

ts

nt nn

=

=

=

−= −−

L

LL

LL

LL

M

Substitute result above into , 1−

= nn ts

nt LL

Then

21

1

3

2

1

=

=

=

n

nn

nn

ts

n

s

n

s

n

ts

n

s

nt

ts

nt

L

LL

LL

.!

1!

1!

21

1

2

+

=

=

=

=

n

n

n

n

s

n

ss

n

s

n

ts

n

s

n

s

n

L

L

M

d) ( ) ( )( )

( ) ( ).,

1

000

asasas

edtedteee

tastasatstat >

−=

−−===

∞−−∞−−

∞− ∫∫L

Example 3.3

Using the definition, find the Laplace transforms for the following function

( ) attf cos= where a be constant.

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82

Solution

( ) ( ) ( ) ( ) ( )

( ) ( )

( ) ( )

( ) ( ) .cos1

cos01

cossin1

sincos

sincos

coscoscos

0

2

2

0

00

00

0000

dtates

a

sdtate

s

a

s

a

s

dtates

a

s

ate

s

a

s

dtates

a

s

ate

dtatas

e

s

atedtatedtateat

stst

stst

stst

stststst

∫∫

∫∫∫

∞−

∞−

∞−

∞−

∞−

∞−

∞ −∞−∞−

∞−

−=

+−=

+

−−=

−=

−−

−===L

.0, cos

1 cos1

Thus

22

2

2

>+

=

=

+

sas

sat

sat

s

a

L

L

Exercise

Show that .0, sin 22

>+

= sas

aatL

Example 3.4

Using the definition, find the Laplace transforms for ( ) ( )attf sinh= where a be a

constant.

Solution

( ) ( ) ( ) ( ) ( )

( ) ( )

+

−=

+

−===

∫∫∫∞

∞−

∞−

∞−∞−

∞−

dtates

a

s

ate

s

a

dtates

a

s

atedtatedtateat

stst

stst

stst

00

0000

sinhcosh

coshsinh

sinhsinhsinhL

( ) ( ) .sinhsinh1

0

2

2

2

0

dtates

a

s

adtate

s

a

ss

a stst ∫∫∞

−∞

− +=

+

=

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83

( ) ( )

( )

( ) .0, sinh

sinh1

sinhsinh

Thus

22

22

2

0

2

2

2

>−

=

=

+= ∫∞

sas

aat

s

aat

s

a

dtates

a

s

aat st

L

L

L

]Exercise

Show that .0, cosh 22

>+

= sas

satL

Example 3.5

Using the definition of the Laplace transformation, determine ( ) tfL if

( )

>

<≤=5,1

50,5

1

t

tttf

Solution (Recall: ( ) ( )dttfetfst∫

∞−=

0

L ). Then,

( )

( ).15

1

5

1

5

5

1

5

10

5

5

1

5

1

5

1

5

1

5

1

5

2

22

5

5

22

555

22

55

55

0

2

55

0

5

0

0

5

05

5

0

s

s

ssssss

sststsstst

stststst

es

ss

e

s

e

ss

e

s

e

s

e

ss

e

s

e

s

e

s

e

s

te

s

edt

s

e

s

te

s

edtedtedttetf

−−−−−−

−−−−−−

∞−−

∞−−

−=

+−=

++−−=+

−−

−−=

+

−−=+

−−

−=

−+=+=

∫∫∫L

Exercises

1. By using definition, find the Laplace transform of the following function.

a) ( ) tetf 2= b) ( ) 2ttf = c) ( ) ttf 3cos= d) ( ) 3−=tf

Answer

1. a) ( )2

1

−=s

sF b) ( )3

2

ssF = c) ( )

92 +=s

ssF d) ( )

ssF

3−=

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84

3.2.3 STANDARD TABLE OF LAPLACE TRANSFORM

Table of Laplace transform are shown in Figure 1. These are generally used after

analyzing some elementary function by using the definition.

Figure 1: Table of Laplace Transforms

( )tf ( ) ( )sFtf =L ( )tf ( ) ( )sFtf =L

a s

a bteat sin ( ) 22

bas

b

+−

,..3,2,1, =nt n 1

!+ns

n bteat cos ( ) 22

bas

as

+−

ate as −

1 atn et ( ) 1

!+− n

as

n

atsin 22 as

a

+ ( )tft n ( ) ( )[ ]sF

ds

dn

nn

1−

atcos 22 as

s

+ ( )tfeat ( )asF −

atsinh 22 as

a

− ( )ty′ ( ) ( )0yssY −

atcosh 22 as

s

− ( )ty ′′ ( ) ( ) ( )002 ysysYs ′−−

Exercises

1. By using the table of Laplace transforms, find the Laplace transforms for given

( )tf .

a) ( ) 5=tf b) ( ) tetf 3= c) ( ) ttf 3cos= d) ( ) 3ttf =

2. Using table of Laplace transforms, find ( ) tfL for given ( )tf .

a) ( ) ttf3

2sinh= b) ( ) ttf

4

5cosh= c) ( ) ttf 4sin= d) ( ) tetf 10−=

Answer

1 a) ( )s

sF5

= b) ( )3

1

−=s

sF c) ( )92 +

=s

ssF d) ( )

4

6

ssF =

2a) ( )49

62 −

=s

sF b) ( )2516

162 −

=s

ssF c) ( )

16

42 +

=s

sF d) ( )10

1

+=s

sF

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85

3.3 PROPERTIES OF LAPLACE TRANSFORM

In this subtopic, we will discuss properties of Laplace transform such as

linearity property, First Shift property, multiplication by nt (Differentiation of a

transform) and Inverse Laplace transform. By using all this four properties, we would

be able to find Laplace transforms easily without doing tedious calculation. First, we

will discuss linearity property.

3.3.1 LINEARITY

Example 3.6

Find the Laplace transforms for given function.

a) ( ) tttf 72 3 +−= b) ( ) tetf t 611 3 +=

b) c) ( ) tetttf 5965cos2 −+−=

Solution

a) .712!1

7!3

272722424

33

sssstttt +−=

+

−=+−=+− LLL

b) .6

3

11!16

3

111611611

22

33

sssstete

tt +−

=

+

=+=+ LLL

c) 965cos2965cos2 55 tt ettett −− −+−=−+− LLLL

+

+

+

−=5

19

!16

252

22 sss

s

.5

96

25

222 +−+

+−=

sss

s

Example 3.7

If ( )atat eeat −+=2

1cosh , determine cosh atL .

Theorem 3.1 (Linearity Property)

If ( ) 1 tfL and ( ) 2 tfL exist, and if α and β are constants, then

( ) ( ) ( ) ( ) 2121 tftftftf LLL βαβα +=+

We say that the operator L is linear.

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86

Solution

( )

22

2

2

11

2

11

2

1

2

1

2

1

2

1

2

1

2

1cosh

as

s

asas

eeeeeeat atatatatatat

−⋅=

+

+

=

+=

+=

+= −−− LLLLL

22 as

s

−=

Exercises

Find the ( ) tfL for given ( )tf .

1a) ( ) ( )21 ttf −= b) ( ) 672cosh2 ++= tettf

c) ( ) tettf t 7sinh6534 92 +−+−=

2. ( ) attf sinh= if ( )atat eeat −−=2

1sinh

Answer

1a) ( )32

221

ssssF +−= b) ( )

sss

ssF

6

1

7

4

22

+−

+−

=

c) ( )49

42

9

56423 −

+−

−+−=ssss

sF 2. 22 as

a

3.3.2 FIRST SHIFT THEOREM

Proof

( ) ( ) ( )sFtdttfetf st === ∫∞

0

L

Then

( ) ( )

( ) ( )

( )

( )( ).

then,Since,

,

0

0

0

asF

asppF

aspdttfe

dttfe

dttfeetfe

pt

tas

statat

−=

−==

−==

=

=

∞−

∞−−

∞−L

Theorem 3.2 (First Shift Theorem)

If ( ) ( )sFtf =L and a is a constant, then ( ) ( )asFtfeat −=L .

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87

Example 3.8

Find the Laplace transforms of the following functions.

a) ( ) 43 tetf t= b) ( ) tetf t 2cos3−=

Solution

a) Using Table 3.1, ( ) ( )sFss

ttf ====+ 514

4 24!4LL .

Then, ( )( )5

43

3

243

−=−=s

sFte tL

b) Using Table 3.1, ( ) ( )sFs

sttf =

+==

42cos

2LL .

Then, ( ) ( )( ) 136

3

43

332cos

22

3

++

+=

++

+=+=−

ss

s

s

ssFte tL

Exercises

Find the Laplace transforms of the following functions.

a) ( ) 35 tetf t= b) ( ) tetf t 3sin6−= c) ( ) tetf t 2sinh7−=

Answer

a) ( )( )4

35

5

65

−=−=

ssFte tL

b) ( )( ) 4512

3

96

363sin

22

6

++=

++=+=−

ssssFte tL

c) ( )( ) 4514

3

47

273sin

22

7

++=

−+=+=−

ssssFte tL

3.3.3 MULTIPLYING BY nt

Example 3.9

Find the Laplace transforms for given function.

Example 3.9

a) ( ) tttf sin= b) ( ) tttf 2cos2=

Theorem 3.3 (Differentiation of a Transform)

If ( ) ( )sFtf =L and for n=1, 2, 3…then ( ) ( ) ( )[ ].1 sFds

dtft

n

nnn −=L

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88

Solution

a) Recall: 1

1sin

2 +=s

tL . Then,

( ) ( )( ) ( )22222

1

2

1

21

1

11sin

+=

+

−−=

+

−=s

s

s

s

sds

dttL

b) Recall: 4

2cos2 +

=s

stL . Then,

( )( ) ( )

( )32

35

222

2

22

222

4

48122

4

1

4

2

412cos

+

−−−=

++

+

−=

+

−=

s

sss

ss

s

ds

d

s

s

ds

dttL

Exercises

a) ( ) tttf 2sinh= b) ( ) tttf sin2=

Answer

a) ( )22

4

4

−s

s b)

( )32

2

1

26

+

s

s

3.4 INVERSE LAPLACE TRANSFORM

.

Example 3.10

Find the inverse Laplace transform of the following functions.

a) s

6 b)

3

4

s− c)

9

5

−s d)

4

12 +s

e) 64

82 +s

s f)

4

82 −s

g) 16

42 −s

s

Solution

a) 661 =

sL b) 2

12

1

3

12

!2

2

44t

ss−=

−=

+−− LL

Theorem 3.4 (Inverse Laplace Transform)

If ( ) ( )sFtf =L , then ( )tf is called inverse Laplace transforms of ( )sF and it is

written as

( ) ( )tfsF =− 1L .

The operator 1−L is known as the operator for inverse Laplace transform.

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89

c) tess

911 59

15

9

5=

=

−− LL d) tss

2sin2

1

2

2

2

1

4

122

1

2

1 =

+

=

+−− LL

e) ts

s

s

s8cos8

88

64

822

1

2

1 =

+

=

+−− LL

f) tss

2sinh42

2

2

8

4

822

1

2

1 =

=

−−− LL

g) ts

s

s

s4cosh3

43

16

322

1

2

1 −=

−−=

−− −− LL

Exercises

Find the inverse Laplace transform of the following functions.

a) 94 2 +s

s b)

49

422 −s

c) 4

6

s d)

52

1

+s

Answer

a) t2

3cos

4

1 b) t7sinh6 c) 3t d)

t

e 2

5

2

1 −

3.5 PROPERTIES OF INVERSE LAPLACE TRANSFORM

3.5.1 LINEARITY PROPERTY OF INVERSE LAPLACE TRANSFORM

Example 3.11

Find the inverse Laplace transform of the following functions.

a) 4

1252 ++

s

s b)

25

562 −+

s

s

Solution

a)

+

+

+=

+

+ −−−22

1

22

1

2

1

2

2

2

112

25

4

125

ss

s

s

sLLL

.2sin62cos52

26

25

22

1

22

1tt

ss

s+=

+

+

+= −− LL

b) .5sinh5cosh65

5

56

25

5622

1

22

1

2

1 ttss

s

s

s+=

−+

−=

−+ −−− LLL

Theorem 3.5 (Linear Property of Inverse Laplace Transform)

If ( ) ( )tfsF =−

1L and ( ) ( )tgsG =−

1L exist, and if α and β are constants, then

( ) ( ) ( ) ( ) ( ) ( ). 111 tgtfsGsFsGsF βαβαβα +=+=+ −−− LLL

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90

Exercises

Find the inverse Laplace transform of the following functions.

a) 16

742 −+−

s

s b)

94

62 −−s

s c)

169

562 ++

s

s

Answer

a) tt 4sinh4

74cosh4 +− b) tt

2

3sinh

2

3cosh

4

1−

c) tt3

4sin

12

5

3

4cos

3

2+

3.5.2 FIRST SHIFT PROPERTY

.

Example 3.12

Find the inverse Laplace transform of the following functions.

a) 3

2

−s b)

34

1

−s c)

( )42

10

+s d)

( )22

5

−s

s e)

( ) 93

52 ++

s f)

106

32 ++

+ss

s

Solution

a) ( ) .2121

23

2 33131 ttt ees

es

==

=

−− LL

b) .4

11

4

1

4

3

1

4

1

4

34

1

34

14

3

14

3

111tt

es

e

sss

=

=

−=

−=

−−−−− LLLL

c) ( )

.3

5!3

6

10!3

!3

1010

2

10 32

4

12

4

12

4

12

4

1te

se

se

se

s

tttt −−−−−−−− =

=

=

=

+LLLL

d) Given function can be summarized as follows:

( )( )[ ]( )

( )( ) ( ) ( )2222

2

10

2

5

2

1025

2

225

2

5

−+

−=

+−=

+−=

− sss

s

s

s

s

s.

Theorem 3.6 (First Shift of Inverse Laplace Transform)

If ( ) ( )tfsF =− 1L and a is a constant, then ( ) ( )tfeasF at=−− 1L or can be

written as ( ) ( ) sFeasF at 11 −− =− LL .

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Then

( ) ( ) ( ) ( ) ( )

( ) ( ) .10510151

101

5

110

15

2

10

2

5

2

10

2

5

2

5

2222

2

1212

2

1212

2

11

2

1

2

1

teetees

es

e

se

se

sssss

s

tttttt

tt

+=+=

+

=

+

=

−+

−=

−+

−=

−−

−−

−−−−

LL

LL

LLLL

e) ( )

.3

3

3

5

3

5

93

522

13

22

13

2

1

+

−=

+

−=

++

− −−−−−

se

se

s

tt LLL

.3sin3

5

3

3

3

5 3

22

13te

se

tt −−− −=

+

−= L

f) ( )

.cos113

3

106

3 3

22

13

2

13

2

1te

s

se

s

se

ss

s ttt −−−−−− =

+=

++

+=

++

+LLL

Exercises

Find the inverse Laplace transform of the following functions.

a) 1

1

+−s

b) 52

1

+s c)

( )21−ss

d) ( )22

72

+

+

s

s e)

12

32 +−−ss

s

Answer

a) te−− b) t

e 2

5

2

1 − c) tt tee + d) tt tee 22 32 −− + e) tt tee 2−

3.5.3 INVERSE LAPLACE TRANSFORM OF RATIONAL FUNCTIONS

A rational function is basically a division of two polynomial functions. It is a

polynomial divided by another polynomial. In general, the rational function of s can

be written as ( )( )sQ

sP when the degree of ( )sQ is higher than ( )sP . The several examples

inverse Laplace transform involving the rational function which needs rules of partial

fraction in order to solve it.

1. A linear factor ( )as + gives partial fraction ( )as

A

+, where A is a constant

2. A repeated linear factor ( )2as + gives ( ) ( )2as

B

as

A

++

+

3. A repeated linear factor ( )nas + gives ( ) ( ) ( ) ( )n

n

as

A

as

A

as

A

as

A

+++

++

++

+..

3

3

2

21

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92

4. A quadratic factor ( )cbss ++2 gives ( )cbss

BAs

+++

2

5. A repeated quadratic factor

( )ncbss ++2 gives ( ) ( ) ( )nnn

cbss

BsA

cbss

BsA

cbss

BsA

++

+++

++

++

++

+222

22

2

11 ..

where all niBA ii ,..,3,2,1,and = are constants need to be determined.

Example 3.13

Find the inverse Laplace transform of the following functions.

a) ( )11

+ss b)

( )( )32

1

+− ss c)

( )11

2 +ss d) ( )1

12 ++ss

s e)

16

432 −−

s

s

f) ( )( )245

9

+− ss g)

( )( )11 2

2

+− ss

s

Solution

a) By using partial fraction, given function can be written as a sum of two functions as shown below

( ) ( )11

1

++=

+ s

B

s

A

ss

where 1and1 −== BA . Then

( ) ( ).

1

11

1

1

+−=

+ ssss

Thus ( )

tessss

−−−− −=

+

=

+1

1

11

1

1 111 LLL .

b) The function can be written as

( )( ) ( ) ( )3232

1

++

−=

+− s

B

s

A

ss

where 5

1and

5

1−== BA . Then

( )( ).

3

1

5

1

2

1

5

1

32

1

+

=+− ssss

Thus ( )( )

ttee

ssss

32111

5

1

5

1

3

1

5

1

2

1

5

1

32

1 −−−− −=

+

=

+−LLL .

c) The function can be written as

( ) ( )11

122 +++=

+ s

C

s

B

s

A

ss

where 1and1,1 ==−= CBA . Then

( ) ( ).

1

111

1

122 +++−=

+ sssss

Thus ( )

tetsssss

−−−−− ++−=

+

+

+

−=

+1

1

111

1

1 1

2

11

2

1 LLLL .

d) The function can be written as

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93

( ) ( )11

122 ++

+=++

s

CBs

s

A

ss

s

where 1and1,1 =−== CBA . Then

( ) ( ) ( ).11

1

1

1

1222 +

++

−=+

+

ss

s

sss

s

Thus ( ) ttss

s

sss

ssincos1

1

1

1

1

1

12

1

2

11

2

1 ++=

++

+−

=

+

+ −−−− LLLL .

e) The function can be written as

( )( ) ( ) ( )4444

43

16

432 +

+−

=+−

−=

−−

s

B

s

A

ss

s

s

s

where 2and1 == BA . Then

( )( ) ( ) ( ).

4

2

4

1

44

43

16

432 +

+−

=+−

−=

−−

ssss

s

s

s

Thus ttee

sss

s 4411

2

12

4

12

4

1

16

43 −−−− +=

+

+

=

−LLL .

f) The function can be written as

( )( ) ( ) ( ) ( )2244545

9

++

++

−=

+− s

C

s

B

s

A

ss

where 1and9

1,

9

1−=−== CBA . Then

( )( ) ( ).

4

1

4

1

9

1

5

1

9

1

45

922 +

+

=+− sssss

Thus

( )( ) ( )

.9

1

9

1

4

1

4

1

9

1

5

1

9

1

45

9

445

2

111

2

1

ttt teee

sssss

−−

−−−−

−−=

+−

+

=

+−LLLL

g) The function can be written as

( )( ) ( ) ( )1111 22

2

++

+−

=+− s

CBs

s

A

ss

s

where 2

1and

2

1,

2

1=== CBA . Then

( )( ) .1

1

2

1

12

1

1

1

2

1

11 222

2

+

+

+

+

=+− ss

s

sss

s

Thus

( )( ).sin

2

1cos

2

1

2

1

1

1

2

1

12

1

1

1

2

1

11 2

1

2

11

2

21

tte

ss

s

sss

s

t ++=

++

++

=

+−−−−− LLLL

.

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94

Exercises

Find the inverse Laplace transform of the following functions.

a) ( )21

+ss b)

( )( )21

1

++ ss c)

( )22

2 +ss

Answer

a) te 2

2

1

2

1 −− b) tt ee 2−− − c) tet 2

2

1

2

1 −++−

3.6 DISCONTINUOUS FUNCTIONS AND PERIODIC FUNCTIONS

For real number, t = a, the unit step function become

at

atatu

>

<

=−1

0)(

Now, multiplying the constant, M to the function gives

at

at

MatuM

>

<

=−0

)(

Example 3.14

Find the Laplace transform of

5

52

2

5

2

1

)(

>

<<

<

−=

t

t

t

tf

Definition 3.2 (Unit Step Function)

The unit step function u(t) is defined as

0

0

1

0)(

>

<

=t

ttu

Theorem 3.7 (Transform of Unit Step Functions)

If 0≥a , then

( )s

eatu

as−

=− L

since 0>s

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95

Solution

Let express f (t) in term of unit step functions. Plot the above function:

Hence, we have

)5(7)2(31)( −+−−= tututf

Taking Laplace transform gives

( ) ( ) ( )57231 −+−−=− tutuatu LLLL

s

e

s

e

s

ss 52

731 −−

+−=

In practice, it is more common to face with the problem of computing the transform of

function as ).()( atutg − To compute ( ),)( atutg −L we identify g(t) with )( atf −

so that ).()( atgtf += the transform become:

( ) )()( atgeatutg as +=− − LL

Example 3.15

Determine )()(sin π−tutL

f(t

)

t

+ 7 units

-3 units

5

1

-2

2 5

Theorem 3.8 (Transform of Translation in t)

Let )( tfLF(s) = exist for .0≥> αs

)()()( sFeatuatfas−

=−−L

for a positive and if f(t) is continuous on [0, )∞ , we have

)()()( atuatfsFeas

−−=−1-

L

Theorem 3.8 (Transform of Translation in t)

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96

Solution

Here ttg sin)( = and .π=a Hence

ttatatg sin)(sin)(sin)( −=+=+=+ π

and so the Laplace transform of )( atg + is

1

1sin)(

2 +=−=+s

tatg LL

Thus, we get

1

1)()(sin

2 +−=− −

setut sππL

Example 3.16

The square wave function in the following figure can be expressed as

21

10

0

1)(

<<

<<

=t

ttf

Example 3.17

Determine )( tfL where f is the function in example 3.16.

A function of f(t) is said to be periodic of period T if

)()( tfTtf =+

for all t in the domain of f.

Definition 3.3 (Periodic Function)

1

1 2 3 4 -1 0 -2

Theorem 3.9 (Transform of Periodic Function)

If f has period T and is piecewise continuous on [0,T], then

sT

T st

sT

T

e

dttfe

e

sFtf

−−

∫=

−=

1

)(

1

)()(

0L

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97

Solution

Given 2=T . Here we introduce the notation for the “windowed” version of periodic

function f(t) as

otherwise

0

0

)()(

TttftfT

<<

=

In order to transform this function, we have to write the unit step function of )(tfT ,

)1(1)( −−= tutfT

So

)1(111

)1(1 ss es

ess

tu −− −=−=−−L

Therefore

)1(

1

1

1)1(

1)(

2 ss

s

esee

stf

−−−

+=

−−=L

3.7 APPLICATION OF LAPLACE TRANSFORM

3.7.1 INITIAL VALUE PROBLEMS

The Laplace transform has many applications, mostly involving solving differential

equations. Previously, methods discussed in Chapter 2 fail to apply if the equation

involve ( )tf in the form of piecewise continuous functions, periodic functions, step

function and delta function. By using this method, it provides us another way for

solving differential equations. In general, the steps in solving differential equations

shown as follows algorithm.

Theorem 3.10 (Transform of Derivatives)

If ( ) ( )sYty =L , then

( ) ( )( ) ( ) ( )( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )

( )( ) ( ) ( ) ( ) ( )( )000

000

00

0

121

23

2

−−− −−′−−=

′′−′−−=′′′

′−−=′′

−=′

=

nnnnn yysyssYsty

yysyssYsty

ysysYsty

yssYty

sYty

L

MMMMMMM

L

L

L

L

L

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98

Method of Solution

1. Transformed differential equation becomes an algebraic equation into ( )sY .

2. Substitute initial conditions ( ) bay = and ( ) cay =′ .

3. Solve for ( )sY .

4. Apply inverse Laplace transform, ( ) sY1−L .

5. Obtained ( )ty which is original solution for given differential equation.

3.7.1.1 FIRST ORDER LINEAR DIFFERENTIAL EQUATION

Consider an initial value problem of first order linear differential equation

( )tfbyya =+′ , ( ) 00 yy =

where a, b and 0y are constants. By taking Laplace transform , we get

( ) .tfybya LLL =+′ (3.2)

From Theorem 3.10, we have

( ) ( )sYty =L

( ) ( ) ( ).0yssYty −=′L

Let ( ) ( )sFtf =L , then equation (3.2) becomes

( ) ( )[ ] ( ) ( )sFsbYyssYa =+− 0

( )[ ] ( ) ( )sFsbYyssYa =+− 0

( ) ( ) ( ).0 sFaysYbas =−+

Therefore, we obtain the solution of the transform as

( ) ( ).0

bas

aysFsY

+

+=

Finally by taking the inverse of the Laplace transform, we obtain the solution

( ) ( ).01

+

+= −

bas

aysFty L

Example 3.18

Use the method of Laplace transform to find the solution of the initial value problem.

( ) 00,12 ==+′ yyy

Solution

Let ( ) ( )sYty =L . Taking Laplace transform both side equation, then

12 LLL =+′ yy

( ) ( )[ ] ( )[ ]s

sYyssY1

20 =+− .

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99

Substitute initial condition gives

( ) ( )

( ) ( )s

sYs

ssYssY

12

12

=+

=+

( )( )21

+=

sssY .

By using partial fraction, given function can be written as a sum of two functions.

( )( ) ( )22

1

++=

+=

s

B

s

A

sssY

where 2

1and

2

1−== BA . Then

( )( )

+

=+

=2

1

2

11

2

1

2

1

sssssY .

Taking the inverse Laplace transform gives the value of ( )ty .

( )( )

tessss

ty 2111

2

1

2

1

2

1

2

11

2

1

2

1 −−−− −=

+

=

+= LLL .

Exercises

Solve the initial value problem using Laplace transform. ( ) 10,1 ==−′ yyy

Answer

( ) tety 21+−=

3.7.1.2 SECOND ORDER LINEAR DIFFERENTIAL EQUATION

Consider an initial value problem of second order linear differential equation

( )tfcyybya =+′+′′ , ( ) ( ) 10 00 yyandyy =′=

where a, b, c, 0y and 1y are constants. By taking Laplace transform ,we get

( ) .tfyyy cba LLLL =++ ′′′ (3.3)

From Theorem 3.10, we have

( ) ( )sYty =L

( ) ( ) ( )0yssYty −=′L

( ) ( ) ( ) ( ).00 2 ysysYsty ′−−=′′L

Let ( ) ( )sFtf =L , then equation (3.3) becomes

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100

( ) ( ) ( )[ ] ( ) ( )[ ] ( ) ( )sFscYyssYbysysYsa =+−+′−− 0002

( ) ( ) ( ) ( )sFscYbysbsYayasysYas =+−+−− 010

2

( )[ ] [ ] ( ).10

2 sFaybasycbsassY =−+−++

Therefore, we obtain the solution of the transform as

( ) ( ) [ ].

2

10

cbsas

aybasysFsY

+++++

=

Finally by taking the inverse of the Laplace transform, we obtain the solution

( ) ( ) [ ].

2

101

++

+++= −

cbsas

aybasysFty L

Example 3.19

Solve the initial value problem using Laplace transform.

( ) ( ) .10,00,2 =′==+′′ yyyy

Solution

Let ( ) ( )sYty =L . Taking Laplace transform both side equation, then

2LLL =+′′ yy

( ) ( ) ( )[ ] ( )[ ]s

sYysysYs2

002 =+′−− .

Substitute initial condition gives

( ) ( )s

sYsYs2

12 =+−

( ) ( )s

s

ssYs

+=+=+2

12

12

( ) ( )12

2 +

+=

ss

ssY .

By using partial fraction, given function can be written as a sum of two functions.

( ) ( ) ( )11

222 +

++=

+

+=

s

CBs

s

A

ss

ssY

where 1and2,2 =−== CBA . Then

( ) ( ) ( ) ( ) ( )11

1

22

1

122

1

22222 +

++

−=++−

+=++

=ss

s

ss

s

sss

ssY .

Taking the inverse Laplace transform gives the value of ( )ty .

( ) ( ) ttss

s

sss

sty sincos22

1

1

12

12

1

222

1

22

11

2

1 +−=

+

+

+

=

+

+= −−−− LLLL .

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101

Exercises

Solve the initial value problem using Laplace transform ,0256 =+′+′′ yyy

( ) ( ) .10,00 =′= yy

Answer

( ) tety t 4sin4

1 3−=

3.7.2 ELECTRIC CIRCUITS ANALYSIS

Electric circuits are conducted by three basic element; resistor having resistance, R,

capacitor having capacitance, C, and Inductor having inductance, L. Resistor is

measured in ohm (Ω ) and capacitor and inductor are measured in farad (F) and Henry

(H).

Figure 1

There are currents, i(t) and charges, q(t) moving around the circuit when the voltage

source is on. In order to obtain the currents and charges through the circuit,

Kirchhoff’s current law and Kirchhoff’s voltage law are introduced. According to

Kirchhoff’s current law, the algebraic sum of the current flowing into any junction

point must be zero. However, Kirchhoff’s voltage law said that the algebraic sum of

instantaneous charges in potential (voltages drops) around any closed loop must be

zero. To apply this law, we have to know the voltage drops across each element of

the circuit where

(i) voltage drops across a resistor

Ri=

(ii) voltage drops across an inductor

dt

diL=

(i) voltage drops across a capacitor

qC

1=

Hence, we have

)(1

tEqC

Ridt

diL =++ …………………….(i)

R

L

C

E(t)

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102

as Kirchhoff’s voltage law. Well known that through electric circuit E(t) the voltage

supplied to the circuit at time t and the current is the instantaneous rate of charge,

.dtdqi =

Example 1

According to figure 1, an RLC series circuit has a voltage source given by

ttE 100sin)( = volts, a resistor of 0.02 ohms, an inductor of 0.001 henrys, and a

capacitor of 2 farads. If the initial current and initial charge on the capacitor is both

zero, determine the current in the circuit for .0>t

Solution

Given ,100sin)( ttE = ,02.0 Ω=R ,001.0 HL = FC 2= and 0)0()0( == qi

Substitute these parameters into Kirchhoff’s voltage law, gives

tqidt

di100sin

2

102.0001.0 =++

Differentiate every term with respect to t, we’ll get

tdt

dq

dt

di

dt

id100cos100

2

102.0001.0

2

2

=++

tidt

di

dt

id100cos000,10050020

2

2

=++

Taking Laplace transform, we have

tidt

di

dt

id100cos10000050020

2

2

LLLL =+

+

( )22

2

100

100000)(500)0(20)(20)0(')0(

+=+−+−−s

ssIissIisisIs

( )22

2

100

100000)(500)(20

+=++s

ssIssIsIs

[ ]22

2

100

10000050020)(

+=++s

ssssI

[ ]50020100

100000)(

222 +++=

sss

ssI

[ ]( )[ ]2222 2010100

100000)(

+++=

ss

ssI

By using partial fraction decomposition and inverse Laplace transform, the current for

this circuit is

ttttetit

100sin425.9

20100cos

425.9

9520sin

85.18

10520cos

425.9

95)(

10 +−

−= −

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103

Example 2

Figure 2

At time, ,0=t the charge on the capacitor in the electric network shown in Figure (2)

is 2 coulombs, while the current through the capacitor is zero. Determine the current

in the various branches of the network at any time .0>t

Solution

Kirchhoff current law gives

321 iii +=

Figure 2 shows that this network has two loop, so we’ll apply Kirchhoff’s voltage law

to both loop. Hence, we have

Loop 1: )(12 tERi

dt

diL =++

5)(20 322 =++ iidt

di

52020 322 =++ ii

dt

di………………….(i)

Loop 1: )(1

32 tEq

Cdt

diL =+−

0160 32 =+− q

dt

di

0160 3

2

2

2

=+−dt

dq

dt

id

0160 32

2

2

=+− idt

id………………….(ii)

By using Laplace transform, we’ll get

s

sIsIissI5

)(20)(20)0()( 3222 =++−

s

sIsIssI5

)(20)(20)( 322 =++

ssIsIs

5)(20)()20( 32 =++ ……………………(iii)

and

0)(160))0(')0()(( 3222

2 =+−−− sIisisIs

0)(160)( 32

2 =+− sIsIs …………………………..(iv)

E(t)

R

L C

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104

By using partial fraction and inverse Laplace transform, we’ll get

tetesi tt 12sin3

6412cos16

4

1)( 44

2

−− +−=

tesi t 12sin3

80)( 4

3

−−=

Hence, from kirchhoff’s current law

tetesi tt 12sin3

1612cos16

4

1)( 44

1

−− −−=

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105

PRACTICE 3

1. Find the Laplace transform of the following functions.

a) ( ) tttf 3sinh64 3 −= b) ( ) 422 tttf −= c) ( ) 63 −= tetf

d) ( ) ttetf 55= e) ( ) tettf 22 −= f) ( ) ( )31 ttf +=

g) ( ) tetft 2sinh−= h) ( ) tttf

4

3cosh= i) ( ) ( )231 tetf +=

j) ( ) tetft cosh6 2−= k) ( ) ( ) t

ettf−−= 21 l) ( ) t

ettttf422sin −+=

m) ( ) tttf 2sinh2= n) ( ) ( )2tt eetf −−= o) ( ) tetttf −+= 3cossin4

p) ( ) ( )23tettf −=

2. Find the inverse Laplace transform of:

a) ( )65

1

+−=

ssF b) ( )

( )33

1

−=s

sF c) ( )9

372 +−

=s

ssF

d) ( )( )42+

=s

ssF e) ( )

25

532 ++−

=s

ssF f) ( )

( )352

8

+=

ssF

g) ( ) 2

4

8 20F s

s s=

+ + h) ( )

34

12 +−

−=

ss

ssF i) ( )

346

102 ++

=ss

sF

j) ( )19

632 ++

=s

ssF k) ( )

2

22 −

−=s

ssF l) ( )

12

12

+

+

=

s

ssF

3. Find the inverse Laplace transform of:

a) ( )( )12

−=

sssF b) ( )

( )22

2 −+

=ss

ssF c) ( )

( )( )53

1

−−=

sssF

d) ( ) ( )28

2 ++

=ss

ssF e) ( )

9

422 −+

=s

ssF f) ( )

( )( )163 2 ++=

ss

ssF

4. Use the method of Laplace transform to find the solution of the following initial value problems.

a) ( ) 00,sin3 ==+′ ytyy b) ( ) 00,122 4 ==+′ yeyyt

c) ( ) ( ) 00,00,84 2 =′==′−′′ yyeyy t d) ( ) ( ) 10,20,32 =′==−′+′′ yytyyy

e) ( ) ( ) 50,00,44 2 =′==−′′ yyeyy t f) ( ) ( ) 000,34 =′==−′′ yytyy

g) ( ) ( ) 00,00,8634 =′=−=+′−′′ yytyyy

Answer

1. a) 9

182424 −

−ss

b) 53

244

ss− c)

6

3

e

s

d) ( )25

5

−s e)

( )32

2

+s f)

ssss

1366234+++

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g) ( ) 41

22 −+s

h) ( )2

2

916

144256

+

s

s i)

6

1

3

21

−+

−+

sss

j) ( )

( ) 12

262 −+

+

s

s k)

( ) ( )3 5

1 4 24

1 1 1s s s− +

+ + +

l) ( ) ( )322 4

2

1

4

++

+ ss

s m)

( )32

2

4

1612

+

s

s n)

2

12

2

1

++−

− sss

o) 1

3

4

42 +

++ ss

p) ( ) 6

1

3

2223 −+

−−

sss

2. a) t

e 5

6

5

1 −− b) 2

2

1tet c) tt 3sin3cos7 −

d)

−−tet

t

3

1

2

122 e) tt 5sin5cos3 +− f) 5

221

2

t

e t−

g) te t 2sin2 4− h) ( )tte t sinhcosh2 + i) te t 5sin2 3−

j)

+ tt3

1sin18

3

1cos3

9

1 k) t2cosh2− l)

−−

ttet

sin2

1cos2

1

3. a) ( )te−12 b) tet 21 +−− c) ( )tt ee 53

2

1+−

d) tt 2sin2

12cos22 +− e) ( )tt ee 335

3

1 −+ f) tte t 4sin25

44cos

25

3

25

3 3 ++− −

4. a) ( )tett 3sin3cos10

1 −++− b) ( )tt ee 242 −− c) tt ee 4221 +−

d) ( ) tt eet 221 −−+ e) ( ) tt eett −+++2

1

5

2sincos

10

1 2

f) ( )tt 2sinh368

1+− g) tt eet 32 −+