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Unit 1
LAPLACE TRANSFORMS

INTENDED LEARNING OUTCOMES


After completing this unit, you will be able to:
1.
2.
3.
4.
5.

define Laplace transform.


illustrate the properties of Laplace transform.
evaluate the Laplace transforms for a variety of functions.
find the inverse Laplace transform.
solve differential equations using Laplace transforms.

1.1 INTRODUCTION
The knowledge of Laplace transforms has in recent years become a
necessary an essential part of the mathematics background required for
engineering students taking Advanced Engineering Mathematics. This is
because the transform methods provide an easy and effective means for the
solution of many problems arising in different areas of engineering.
The Laplace transformation is a useful and powerful method for solving
linear differential equations arising in engineering mathematics. It consists
essentially of three steps. In the first step, the given differential equations is
transformed into an algebraic equation, which is called a subsidiary equation.
Then the latter is solved by purely algebraic manipulations or simplifications.
Finally, the solution of the subsidiary equation is transformed back so that it
becomes the required solution of the original differential equations.
In this way, the Laplace transformations reduces the problem of solving
a differential equation to an algebraic problem. Another advantage is that it
takes care of initial conditions so that in
initial value problems, the
determination of a general solution is avoided. Similarly, if we apply the
Laplace transformation to a non-homogeneous equation, we can obtain the

2
solution directly, that is without solving the corresponding homogeneous
equation.

From Wikipedia, the free encyclopedia

In mathematics, the Laplace transform is a powerful technique for


analyzing linear time-invariant systems such as electrical circuits, harmonic
oscillators, optical devices, and mechanical systems, to name just as few.
Given a simple mathematical or functional description of an input or output to
a system, the Laplace transform provides an alternative functional
description that often simplifies the process of analyzing the behavior of the
system, or in synthesizing a new system based on a set of specifications.
The Laplace transform is an important concept from the branch of
mathematics called functional analysis.
In actual physical systems the Laplace transform is often interpreted as a
transformation from the time-domain point of view, in which inputs and
outputs are understood as functions of time, to the frequency-domain point of
view, where the same inputs and outputs are seen as functions of complex
angular frequency, or radians per unit time. This transformation not only
provides a fundamentally different way to understand the behavior of the
system, but it also drastically reduces the complexity of the mathematical
calculations required to analyze the system.
The Laplace transform has many important applications in physics, optics,
electrical engineering, control engineering, signal processing, and probability
theory.
The Laplace transform is named in honor of mathematician and astronomer
Pierre-Simon Laplace, who used the transform in his work on probability
theory. The transform was discovered originally by Leonhard Euler, the
prolific eighteenth-century Swiss mathematician.

1.2 DEFINITION

Let

f (t)

be a given function which is defined for all positive values of

We multiply

f (t)

by

est

and integrate with respect to

t .

from zero to

3
infinity.

Then, if the resulting integral exists, it is a function of

F( s) ; where

s , say

is a parameter which may be real or complex.

F ( s )= est f (t ) dt
0

F( s)

The function

is called the Laplace Transform of the original function

f (t ) ,

and will be denoted by L

f (t)

into

F( s)

[ f ( t)] .

The symbol

L , which transforms

is called the Laplace operator. Thus,

F ( s )=L [ f (t )] = est f ( t ) dt
0

The described operation of


the Laplace transform
some values of

f (t)

F( s)

is called the Laplace transformation. Also,

is said to exist if the integral converge for

s ; otherwise, it does not exist.

The parameter s is in general complex:

s=+i
Furthermore, the original function
TRANSFORM or INVERSE of

F(s)

f (t)

is called the INVERSE

and will be denoted by

L1 F ( s ) ; that is,

f ( t )=L1 F ( s ) .
The original function shall be denoted by a lower case letter and its
transform by the same letter in capital.

Example 1.1

0 .

Solution:

Find the Laplace transform of

f ( t )=1

when

>

L [ f ( t ) ]= est f ( t ) dt
0

Hence,

L(1)= est (1 ) dt
0

L(1)= est dt
0

u=st

let

d u=sdt
Then,

1
L ( 1 ) = e u du
s 0
L ( 1) =

1 u
[ e ]0
s

L ( 1) =

1 st
[ e ]0
s

L ( 1) =

1 1
s e st

[ ]

L ( 1) =

1 1 1

s e e0

L ( 1) =

1
[ 01 ]
s

Therefore,

5
L(1)=

Example 1.2

1
s

Find the Laplace transform of

Solution:

L [ f ( t ) ]= est f ( t ) dt
0

Hence,

L ( e )= est ( e at ) dt
at

L ( eat )= e at st dt
0

L ( e )= e( s a ) t dt
at

let

u=( sa ) t

du=( sa ) dt
So that,

L ( eat )=

1
e(s a ) t(sa)dt
(sa) 0

L ( eat )=

1
[ e(s a) t ]o
(sa)

f ( t )=e

at

[ ]

1
1
L ( e )=
( s a ) t
(sa) e
at

L ( eat )=

1
1
1
0
(sa )
(sa) e
e

L ( eat )=

1 1 1

(sa) 1

L ( eat )=

1
[ 01 ]
(sa)

L ( eat )=

1
(sa)

Then,

Example 1.3

; sa>0

Find the Laplace transform of

f ( t )=sin bt

Solution:

bt

sin = e

st

(sin bt )dt

L
Using integration by parts,
Let

st

u=e

du=sest dt

dv=sin bt dt
v=

1
cos bt
b

7
bt
bt
cos dt

st
e

1 st
s
sin =
e cos bt
b
b 0
0
L

Using integration by parts again,


Let

dv=cos bt dt

u=est
st

du=se

1
v = sin bt
b

dt

Hence,

bt
sin =

] {[

est sin bt
b
L

1 st
s
e cos bt
b
b
0

+
0

s
est sin bt dt

b0

bt

] [

1 st
sest sin bt
s2
sin =
e cos bt

est sin bt dt
2
2
b
b
b 0
0
0
L

bt
2

] [

s
1 st
sest sin bt
st
sin + 2 e sin bt dt=
e cos bt
b
b 0
b2
0
L

bt

where

sin = e

st

(sin bt ) dt

+ s2
best cos bts est sin bt
st
e
sin
bt
dt=
2
2
b 0
b

est ( sin bt) dt


0

(s +b ) est ( sin bt )dt [ best cos bts est sin bt ]0


2

b cos bts sin bt


(s +b ) e (sin bt) dt
e st
0
2

st

(s +b ) est (sin bt) dt


2

b cos +s sin b cos 0+s sin 0

0
e
e

b cos 0+s sin 0


0
e

( b+1 0 )

(s +b ) est (sin bt) dt b


2

Hence,

b
est (sin bt) dt (s 2 +b
2
)
0

bt
Therefore,

(s +b ) est (sin bt) dt


2

(s 2 +b2 ) est (sin bt) dt


0

b cos bt+ s sin bt


e st

(s 2 +b2 ) est (sin bt) dt


0

b
(s + b2)
L

sin =

Another Solution:
From

L ( eat )=

1
sa

, let

a=ib

so that ,

L ( eibt ) =

1
sib

1
s +ib
x
sib s +ib

s+ib
( sib ) (s +ib)

s+ib
s2 +b 2

s
b
+i 2 2
2
s +b
s +b

(1)

Considering the relation

e ix=cos x+i sin x

e ibt =cos bt +isin bt


Hence,

e
L( ibt )=L(cos bt +isin bt )

, then

10
e
bt
sinbt
cos +i L()
L( ibt )=L

(2)

Equating the real and imaginary parts of equations (1) and (2)

bt
cos
s
=L
s 2+b 2
Then,

bt
s
s +b 2
L

cos =

Also,

bt
sin
b
=L
s 2+b 2
Therefore,

bt
s
s +b 2
L

cos =

bt
and

b
s +b 2
L

sin =

11

Some Elementary Functions

f (t)

and their Laplace Transforms

F( s)

f (t)

F ( s )=L [ f (t) ]

1
s

1
s2

t2

2!
s3

t
( n

= 1,2,3, . . . )

ta
( a

is positive)

n!
s n+1

a+1
s a+1

e at

1
sa

sin bt

b
s +b 2
2

12
cos bt

s
s +b 2
2

sinh at

a
s a2
2

10

cosh at

s
s a2
2

Exercise No. 1
LAPLACE TRANSFORMS OF ELEMENTARY FUNCTIONS
Find the Laplace transforms of each of the following functions:
1)

2)

13

3)

4)

( n

5)

( a

6)

= 1,2,3, . . . )

e at

is positive)

14

7)

sin bt

8)

cos bt

9)

sinh at

10
)

cosh at

15

1.3

PROPERTIES OF LAPLACE TRANSFORMS

1.3.1 Linearity Property

Theorem:

If

and

are constants while

f 1 (t )

and

f 2( t)

are

functions whose Laplace transforms exist, then

L [ a f 1 ( t ) +b f 2 (t) ]=aL f 1 (t ) +b f 2 (t)


Proof:
By definition,

L [ a f 1 ( t ) +b f 2 (t) ]= est [ a f 1 ( t ) +b f 2 (t) ]


0

a est f 1 ( t ) +b est f 2 ( t )
0

a L ( f 1 ) +bL( f 2 )
The result is easily extended to more than two functions.
Because of the above property, Laplace transform is also called a
linear operator and it has the linearity property.

Example 1.4
Solution:

Find the Laplace transform of

f ( t )=2 t+3

16
L ( 2 t+ 3 )=L ( 2t ) + L(3)
2 L ( t )+3 L(1)

( s1 )+3( 1s )
2

L ( 2 t+ 3 )=

2+3 s
s2

1
(2+3 s)
s2

Example 1.5

Find the Laplace transform of

linearity property.
Solution:

L [ f ( t ) ]= est f ( t ) dt
0

at
cosh

at
cosh

st
e
L

but

at
cosh

cosh at=

eat + eat
2

f ( t )=cosh at

using

the

17
at
cosh

L
at
cosh

where

L ( eat )=

Hence,

at
cosh

L
at
cosh

L
at
cosh

L
at
cosh

L
at
cosh

L
Therefore,

1
sa

and

L ( eat )=

1
s +a

18
at
cosh

Example 1.6

Find the Laplace transform of

Solution:
2

L ( sin tcos t ) =L ( sin2 t2 sin t cos t+ cos2 t )


L ( 12sin t cos t )
L ( 1sin 2t )
L ( 1 ) L ( sin 2 t )
1
2
2 2
s s +2
s2 + 42 s

s ( s 2+ 4 )
2

L ( sin tcos t ) =

s22 s+ 4
s ( s 2+ 4 )

s >0

f ( t )=( sin tcos t )

19

Exercise No. 2
LINEARITY PROPERTY
Find the Laplace transforms of each of the following functions:
1)

f ( t )=t 23 t+5

2)

f ( t )=2 cosh 2 3 t

20

3)

f ( t )=sinh 3 t+ cosh 3 t2 t 3

4)

f ( t )=tcos 5 t

5)

f ( t )=( t+ 2 )2

1.3.2 First Shifting Property

Theorem: The transform of

e at

times a function of

transform of the function with s replaced by ( sa ) ; that is

L [ eat f (t) ] =L [ f (t)] s (sa)

Proof:

L [ e f (t) ] = est [ eat f (t ) ] dt


at

is equal to the

21

e( sa )t f (t)dt
0

L [ f (t) ] s (sa)

Example 1.7

Find the Laplace transform of

f ( t )=e at t n

Solution:

Since

t
L( n)=

then,

L(e at t n )=

Example 1.8

n!
s n+1

Find the Laplace transform of

5t
s
s +5 2
L

cos =

5t
then,

s
s +52 s s+ 3
L

e3t cos =

e
L(3t cos 5 t)=

by

(s a)

n!
n+1
(sa)

Solution:

Since

, replace

s +3
( s+ 3)2 +52

f ( t )=e3 t cos 5 t

22
e
L(3t cos 5 t)=

s+ 3
s +6 s +34
2

Exercise No. 3
LINEARITY and FIRST SHIFTING PROPERTIES
Find the Laplace transforms of each of the following functions:
1)

f ( t )=7 t 2t e4 t

2)

f ( t )=e 2 t cos 5 t3 t 3

3)

f ( t )=e3t sin 4 t + 3

4)

f ( t )=( t+ 2 )2 e t

23

5)

f ( t )=( 1+t et )

1.3.3 Second Shifting Property

Theorem. If

L [ f (t) ] =F ( s )

g ( t )=

and

f (ta) t >a
0
t <a

then,

L [ g( t) ] =eas F ( s )

L [ g( t) ] = est g ( t ) dt

Proof:

g ( t )=

f (ta) t >a
0
t <a

st

( 0 ) dt+ est f ( ta ) dt
a

est f ( ta ) dt
a

let

u=ta

t=u+a

when

t= ,u=

t=a , u=0

24
dt=du

L [ g(t) ] = es (u +a) f ( u ) du
0

esu eas f ( u ) du
0

as

esu f ( u ) du
0

eas Lf (u)

; where u is a dummy variable

eas Lf (ta)
L [ g(t) ] =eas F ( s)

Example 1.9

g ( t )=

Find

the

Laplace

(t1)2 t>a
0
t<a

Solution:

L [ g( t) ] =eas F (s)
Since,
2

L( t )=

Hence,

2
s3

and

a=1

transform

of

the

function

25
L [ g( t) ] =es

( s2 )
3

L [ g(t) ] =

Example 1.10

g ( t )=

Find

2 es
s3

the

Laplace

transform

of

the

function

transform

of

the

function

(t2)3 t >2
0
t <2

Solution:

L [ g( t) ] =eas F (s)
Since,

L ( t3 ) =

3!
4
s

and

a=2

Hence,

L [ g( t) ] =e2 s

( 3!s )
4

6 e2 s
L [ g( t) ] = 4
s

Example 1.11

( 3 )

sin t

g ( t )=

Solution:

Find

t<
3
t>

the

Laplace

26

L [ g( t) ] = est g ( t ) dt
0

st

( 3 ) dt

( 0 ) dt+ est sin t

L [ g( t ) ] = e

st

( 3 ) dt

sin t

u=t

let

t=u+

dt=du
Hence,

( 3 )

s u +

L [ g( t) ] = e

sinu du

su

s
3

sin u du

s
3

esu sin u du
0

u
sin
e

s
3

when

t=

t=

u=0

u=

27

s
3

( s +11 )
2

Therefore,

e 3
L [ g( t) ] = 2
s +1

Example 1. 12

f ( t )= 2t
t

Find the Laplace transform of the function

0 t 1
t >1

Solution:

L [ f (t) ] = est f ( t ) dt
0

L [ f (t) ] = e ( 2 t ) dt + est ( t ) dt
st

Using integration by parts,

let

u=t

dv=est dt

du=dt

v=

1 st
e
s

so that,

[ ]

2 t est
2
t est
1
L [ f (t) ] =
+ est dt+
+ est dt
s 0 s 0
s 1 s 1

28

] ( )

[ ] ( )

2 t est
2 1 [ st ] 1 t est
1 1 [ st ]

+
e 0
+
e 1
s 0 s s
s 1 s s
Simplifying further by substituting the limits we get,
s

2 e
e
L [ f (t) ] = 2 2
s
s
s

Exercise No. 4
SECOND SHIFTING PROPERTY

29

Find the Laplace transforms of each of the following functions:

1) If

2) If

3) If

1.3.4

f ( t )=

( 4 )

5 sin3 t
0

4
t <a

t>

H (t )= 1 0<t <2
0
t>2

0 0<t <1
G ( t )= t 1<t< 2
0
t >2

Change of Scale Property

30

Theorem. If L [ f (t) ] =F ( s )

1
s
L [ f (at ) ] = F
a
a

()

then

L [ f (at ) ] = est f (at)dt

Proof:

u=at

let

t=

u
a

; when

dt=

L [ f (at ) ] = e

( ua )

du
a

f (u)

t=0 , u=0

; when

t= ,u=

( 1a ) du
su

( )
1
L [ f (at ) ] = e a f (u)du
a0

where u is a dummy variable.


Therefore,

1
s
L [ f (at ) ] = F
a a

()

Example 1.13

Find the Laplace transform of

Solution:

1
s
L [ f ( at ) ] = F
a
a

()

f ( t )=cos 3 t

31
t
s
s +1
L

cos =

Since

and

a=3 , then

3t
cos =

1
3

[( ) ]
s
3

s 2
+1
3

L
Simplifying further gives,

3t
1 9s
cos =
9 s 2 +9
L

[ ]

Therefore,

3t
s
s +9
L

cos =

Example 1.14

Given that

( sint t )=tan ( 1s )
1

Solution:

1
s
L [ f ( at ) ] = F
a
a

()

] [

sin 2 t
sin 2t
=2 L
t
2t

a=2

, find

( sint 2t )

32

] ()

sin 2 t
1
1 1
=2
tan
t
2
s
2

()

Therefore,

sin 2 t
2
=tan 1
t
s

()
2

Example 1.15

L[f (t )]

If

s s+ 1
( 2 s +1 )2 (s1)

, find

Solution:

1
s
L [ f ( at ) ] = F
a
a

()

1
s
L[f (2 t)]= F
2
2

()

L[f (2 t)]=

1
2

a=2

s 2 s
+1
2
2
2
s
s
2 +1 ( 1)
2
2

()

Simplifying further gives,

L[f (2 t)]=

Example 1.16

Solution:

1 s 2 s +1
4 ( s+1 )2 (s2)

If

L [ f ( t ) ]=

1
s

, find

L[f (3 t)]

L[ f (2 t)]

33
1
s
L [ f ( at ) ] = F
a
a

()

1
s
L [ f (3 t) ] = F
3
3

()

L [ f (3 t) ] =

a=3

[]
1
s
3

1 e
3 s
3

hence,

L [ f (3 t) ] =

Example 1.17

3
s

If L [ f (t ) ] =

1
s

, find

Solution:

1
s
L [ f ( at ) ]= F
a
a

()

1 s+ 1
L [ et f (2 t) ]= F
2
2

( )

L [ et f (2 t) ]=

[]
1
s+1
2

1 e
2 s+ 1
2

Hence,

e s +1
L [ et f (2 t) ]=
s +1

L [ et f (2 t) ]

34

Exercise No. 5
CHANGE OF SCALE PROPERTY
Find the Laplace transforms of each of the following functions:
1

1) If

2) If

es
L [ f ( t ) ]=
s

L [ f ( t ) ]=

, find

L[ f (4 t )]

, find

L[ f (4 t )]

1
s

e
s

35

1.3.5

Multiplication by Power of t:

Theorem: If

s
L[f (t )]=F ) , then
dn
f ( s)
n
ds

n
L [ t f ( t ) ]=(1 )
n

(1 )n f (n) (s)

where

n=1,2, 3

Proof:

F ( s )= est f (t) dt
0

Using the Leibnitz rule for differentiating under the integral


sign,

dF
d
=F ' ( s ) = est f (t)dt
ds
ds 0

36

st

d
e
ds

f (t )dt

te st f (t )dt
0

est tf (t)dt
0

L [ t f ( t ) ]
L [ t f ( t ) ]=

Thus,

dF
=F (s)
ds

. . . . . . . . . . . . . . . . . . . . . (1)

which proves theorem for n = 1

To establish the theorem in general, use the mathematical induction.


Assume the theorem true for

n=k , i.e., assume

est [ t k f (t) ] dt=(1 )k f ( k) ( s )


0

. . . . . . . . . . . . . . .(2)

Then,

d
est [ t k f (t )] dt= (1 )k f ( k+1 ) ( s )
ds 0
or by Leibnitz rule,

est [ t k+1 f (t) ] dt=(1 )k f (k+ 1) ( s )


0

i.e.,

est [ t k+1 f (t )] dt= (1 )k +1 f (k +1) ( s )


0

- - - - - - - - (3)

37
n=k +1 . But

It follows that if (2) is true, i.e. if the theorem holds for

n=1 . Hence it is true for

by (1) the theorem is true for

n=2+ 1=3 , etc., and thus for all positive integer values of

n=1+1=2
n .

est [ t n f (t)] dt=(1 )n

Therefore,

where

(n)

f (s)

n=1,2, 3,. . .

Example 1.18

f (t)=t sint

Find the Laplace transform of

Solution:

L [ t n f ( t ) ]=(1 )

Since

L ( sin t )=

(n)

f ( s)

1
s +1

, then

d
1
ds s 2+ 1

( )

L ( t sin t )= (1 )1

L ( t sin t )= (1 )1

( s 2+1 ) ( 0 )1(2 s)
2
( s 2+1 )

(1)

Therefore,

Example 1.19
Solution :

L ( t sin t )=

(2 s)
2

( s2 +1 )

2s
2

( s +1 )

Find the Laplace transform of

f (t)=t cos 3 t

and

38
L [ t n f ( t ) ]=(1 )

Since

f (n) ( s)

L ( cos 3t )=

s
,
s +9 then
2

d
s
2
ds s + 9

( )

L ( t cos 3 t ) =(1 )1

( s 2+ 9 ) ( 1 )s(2 s)
L ( t cos 3 t ) =(1 )
2
( s2 +9 )
1

[ ]
2

(1)

s +9

( s2 +9 )

s 29
(
)
L t cos 3 t = 2 2
( s +1 )

Therefore

Example 1. 20

Find the Laplace transform of

Solution:

L [ t n f ( t ) ]=(1 )

Since

f (n) ( s)

L ( cos 4 t )=

s
,
s +16 then
2

L ( t cos 4 t ) =(1 )

d2
s
2
2
d s s +16

2
d ( s +16 ) ( 1 ) s (2 s)

2
ds
( s 2+ 16 )

Simplifying gives

f (t)=t cos 4 t

39

d 16s
ds ( s2 +16 )2

]
2

( s 2+16 ) (2 s )( 16s2 ) (2) ( s 2+ 16 ) (2 s )

4
( s 2+16 )
Simplifying further,

Therefore,

2 s 96 s

( s 2+ 16 )

L ( t cos 4 t ) =

]
2

2 s ( s 48 )
3

( s 2+ 16 )

Exercise No. 6
MULTIPLICATION BY POWERS OF t
Find the Laplace transforms of each of the following functions:
1)

f (t)=4 t sin 2

2)

f (t)=4 t 3 sin t

40

3)

f (t)=t 3 cos t

1.3.6 Division by t:
Theorem.

L[f (t )]=F (s ) , then

If

[ ]

f (t)
= F (u ) du
t
s

provided Lim

[ ]
f (t)
t

exists.

t0

Proof:

f (t)

Let g ( t )= t

then

f (t)=t g (t)

Taking the Laplace transform of both sides,

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

L [ f ( t ) ]=

Let

Hence , F ( s )=

dG
ds

(1 )1

d
L [ g (t)]
ds

L[ g (t )]=G(s)

41
dG=F (s )ds
s

G ( s )= F ( s ) ds

G ( s )=L [ g ( t ) ] ;

Since

then,

L [ g ( t ) ]= F ( u ) du

[ ]

f (t)
L
= F (u ) du
t
s

The positive sign is obtained by interchanging the limits


Example 1.21

Find the Laplace transform of

Solution:

[ ]

f (t)
L
= F (u ) du
t
s
t
1
s +1
L

sin =

Since

Then,

[ ]

sin t
du
L
= 2
t
s u +1

[ arc tan u ]s

and

lim
t0

sin t
=1
t

f ( t )=

sin t
t

42

lim [ arc tan u ] s


a

lim [ arc tan aarc tan s ]


a

z=arc tan aarc tan s

let

x=arc tan a

and let

and let

y=arc tan s

so that,

z=x y

( x y)
tan z=tan
tan z=

tan z=

Hence,

z=arc tan

tan xtan y
1+tan x tan y

as
1+as

( 1+asas )

Hence,

[ ]

sin t
=lim z
t
a

lim arc tan


a

( 1+asas )] A= r

43

[ ( )]
1

lim arc tan


a

1
+s
a

arc tan

( )

arc tan

( 10
0+ s )

arc tan

( 1s )

s
a

1
+s

Therefore,

[ ]

sin t
1
=arc tan
t
s

()
at

Example 1.22

Find the Laplace transform of f ( t )=

Solution:

[ ]

f (t)
L
= F (u ) du
t
s

] ( ) ( )

eat ebt
eat
ebt
=L
L
t
t
t
at

Since

L( e

)= 1

bt

and

s +a

Then,

at

bt

e
t

du
du
=

s u+ a
s u+b

L( e

)= 1

s +b

bt

e e
t

44

[ ln(u+ a) ] s [ ln( u+b) ] s

[ ( )]

ln

u+ a
u+ b

Substituting the limits and simplifying gives,

ln ( s +b ) ln (s+ a)

Therefore,

] ( )

eat ebt
s+b
=ln
t
s+ a

Example 1.23

Find the Laplace transform of

Solution:

[ ]

f (t)
L
= F (u ) du
t
s

2t
1cos

sin 2 t
L
=L
t

[ ]

1 1 1 cos 2t
L
L
2
t 2
t

()

f ( t )=

sin t
t

45
2t
Since

L(1)=

Then,

1
s

and

[ ]

s
s +4
L

cos =

sin 2 t 1 du 1 udu
= 2
t
2 s u 2 s u +4

1 1
[ lnu ] s
ln ( u2 + 4 ) ]s
[
2
2 2

()

Substituting the limits and simplifying gives,

Therefore,

1
ln ( s 2 +4 )ln s 2 ]
[
4

[ ] ( )
sin 2 t 1
s2 +4
= ln
t
4
s2

Exercise No. 7
DIVISION BY t

46
Find the Laplace transforms of each of the following functions:
1)

2)

1.3.7

1e
f ( t )=
t

f ( t )=

sin 2t
t

Laplace Transforms of Derivatives

47
Theorem. The Laplace transform of the derivative

f ' (t)

s >a , and
L ( f ' )=sL ( f )f (0)

- - - - - - - - - - - - - (1)

Proof:

L ( f ' )= est f ' (t) dt


0

Integrating by parts,

dv=f ' ( t ) dt

st

u=e

let

st

d u=se

dt

so that,

L ( f ' )= [ est f (t) ]0 f (t) (s est ) dt


0

L ( f ' )= [ est f (t) ]0 + s est f (t)dt


0

[ ]

f (t)
L ( f )= st + s est f (t) dt
e 0
0
'

L ( f ' )=

f () f (0)
0 +sLf (t)
e
e

L ( f ' )=f (0)+sL (f )


Hence,

L ( f ' )=sL ( f )f (0)


By applying (1) to the second-order function f(t).

v =f (t )

exists when

48
L ( f ' )=sL ( f )f (0)
L ( f ' ' )=sL ( f ' )f ' (0)
s [ sL ( f ) f ( 0 ) ] f '( 0)
Hence,

L ( f ' ' )=s 2 L ( f ) s f ( 0 )f '(0)


Similarly,

L ( f ' ' ' )=s 3 L ( f ) s 2 f (0)s f ' ( 0 )f ' '(0)


Therefore, for any order n:

L ( f n ) =s n L ( f )sn1 f ( 0 ) s n2 f ' ( 0) f n1 (0)

Example 1.24

Find the Laplace transform of

transform of derivatives.
Solution:

f ( t )=t 2

f (0)=0

f ' ( t )=2 t f ' (0)=0


f ' ' ( t )=2
Hence,

L ( f ' ' )=s 2 L ( f ) s f ( 0 )f '(0)


L ( 2 ) =s 2 L ( f )s (0)0

2 2
=s L( f )
s

where

L(2)=

2
s

f (t)=

using the

49
Therefore,

L ( f )=

2
s3

L( t )=

2
s3

Example 1.25 Find the Laplace transform of f (t)=

sin 2 t

using the

transform of derivatives.
Solution:

f ( t )=sin2 t f (0)=0
f ' ( t )=2 sin t cos t
f ' ( t )=sin 2 t f ' (0)=0
f

' ' (t )

=2 cos 2 t
'

L ( f ' )=s L ( f ) s f ( 0 )f '(0)

Hence,

L ( 2 cos 2 t )=s L ( f )s(0)0

L ( sin2 t )=

L ( cos 2t )=s2 L ( sin2 t )

[ ]

2s
s ( s 2 +4 )
2

Therefore,

s
=s2 L ( sin2 t )
s +4
2

since,

L ( cos 2t )=

s
s +4
2

50
L ( sin 2 t )=

2
s ( s +4 )
2

at

Example 1.26 Find the Laplace transform of f (t)=e


transform of derivative.
Solution:

f ( t )=e

at

f (0)=1

f ' ( t )=ae at
Hence,

L ( f ' )=sL ( f )f (0)


L ( aeat )=sL ( e at )1
aL ( e at )=sL ( e at ) 1
(s a) L ( eat )=1

Therefore,
at

L ( e )=

1
sa

using the

51

Exercise No. 8
LAPLACE TRANSFORM OF DERIVATIVES
Find the Laplace transforms of each of the following functions using the
transform of derivatives:
1)

f ( t )=t

2)

f ( t )=cos 2 2 t

3)

f ( t )=e 2 t cos 5 t

4)

t
sin tcos

f ( t ) =

52

1.3.8

Laplace Transforms of Integrals

Theorem. If

L [ f (t) ] =F ( s)

, then

f ( u ) du =
0

F (s)
s

Proof:
t

Let

then,

g(t)= f ( u ) du
0

g (t )=f (t)

and

g(0)=0

Taking the Laplace transform of both sides,

L [ g (t) ] =L [ f (t) ]
then,

s L [ g(t ) ] g ( 0 )=F ( s )

s L [ g(t ) ] 0=F ( s )
So that,

s L [ g(t ) ] =F ( s )

L [ g(t) ] =

F (s)
s

since

L [ f (t) ] =F (s)

53

Therefore,

f ( u ) du =
0

F (s)
s
t

Example 1.27 Find the Laplace transform of

( sint t )=tan

sinuu du
0

if

1
s .

[ ]
t

Solution:

f ( u ) du =

Since

F (s)
s

( sint t )=tan

1
s

Then,
t

sinu du
=
u
t

Therefore,

(
0

tan

1
s

sinu du 1 1 1
= tan
u
s
s

()
t

Example 1.28

Find the Laplace transform of

Solution:

[ ]
t

f ( u ) du =

[
t

Then,

F ( s)
s

( u2u+ eu ) du= 1 L ( t2t +et )


s

( u 2u+e u ) du .
0

54

1 s s +s +2
s s3 (s+1)

s s + s+ 2
s 4 (s+1)

Therefore,

1 2! 1
1
+
s s 3 s2 s+1

s +1s ( s+1 ) + s3

] [

( u2u+ eu ) du=
0

s s + s+2
s 4 (s+1)

]
t

Example 1.29

Find the Laplace transform of

1eu
u du .
0

Solution:

Then,

f ( u ) du =
0

1e
u
0

F (s)
s

1 1e
du= L
s
t

]
[] [ ]
t

1 1 1 e
L
L
s
t
s
t

1 du 1
du

s s u s s u+1

55

1
[ lnu ] s [ ln ( u+1 ) ]s
s
s

1
u
ln
s
(u+1)

s
ln
ln
s
+1
s+1

Therefore,

1e
L
u
0

du=

1
s
ln
s
s+1

1
[ ln ( s+ 1 )lns ]
s

1
[ ln ( s+1 ) lns ]
s

Exercise No. 9
LAPLACE TRANSFORM OF INTEGRALS
Evaluate the following definite integrals:

1)

4t
dt
cos 6 tcos
t
0

2)

sint 2 t dt
0

56

3)

e
0

e3 t
dt
t

4)

t e2 t cos t dt
0

1.4 INVERSE LAPLACE TRANSFORMS


DEFINITION. If the Laplace transform of a function

L [ f ( t ) ]=F (s) , the value of


transform of
1

[ F (s) ]

F( s)
or

f (t)

f (t)

is

F( s) , i.e., if

is called an Inverse Laplace

and can be written symbolicalliy as

f ( t )=L1 (F) , where

L1

f (t)=

is called the inverse

Lapce transformation operator.


To find the inverse transforms, first express the given function of s into
partial function, which will, then, be recognizable as one of the
following standard forms:

57
F ( s)

f ( t )=L1 [ F ( s ) ]
1

1
s

1
sa

1
n
s

t n1
,n=1, 2,3,
( n1 ) !

1
(sa)n

e at t n1
( n1 ) !

a
s + a2

1
sin at
a

e at

s
s + a2

cos at

1
s a2

s
2
s a

1
sinh at
a
cosh at

1
(sa)2+b 2

1 at
e sin bt
b

10

sa
2
2
(sa) +b

e cos bt

11

s
2 2

( s 2+ a )

at

1
t sin at
2a

58
1

12
2

at
sin atat cos
1

2 a3

2 2

(s +a )

Example 1.30

Find the Laplace transform of

s 23 s+ 4
.
s3

Solution:

L1

] ()

s 3 s+ 4
1
1
1
= L1
3 L1 2 +4 L1 3
3
s
s
s
s

( ) ( )
t
13 t+ 4 ( )
2!
2

Hence,

Example 1.31

s 3 s+ 4
2
=13 t +2 t
3
s

Find the Laplace transform of

12
2s
2
s5 s + 49 .

Solution:

L1

12
2s
1
2s
2
=12 L1
2 L1 2
s5 s + 49
s5
s + 49

( )

12 L1

( s51 )2 L ( s 2+7s )

12 e5 t 2 cos 7 t

Hence,

L1

6e
( 5tcos 7 t)
12
2s
2
=2
s5 s + 49

1.4.1 Notes on Partial Fractions

59
Partial fractions is a name given to the algebraic technique of writing a
quotient of partial of polynomial in simpler form. This technique has
already been encountered in elementary calculus where it enables us to write
quotients in ways whose integrals are easier to recognize.

A fraction of the form

G0 +G1 s + .+Gm s
n
b0 +b 1 s+ .+ bn s

in which

and

are

positive integrals, is called a rational algebraic fraction. When the numerator


is of a lower degree than the denominator, it is called a proper rational
fraction. When the numerator is of a higher degree than the denominator, it
is called an improper rational fraction. An improper rational fraction can be
converted into a proper rational fraction by simple division.
To resolve given fraction into partial fraction, first factorize the denominator
into real factors. These will be either linear or quadratic, and some factors
repeated. From algebra, it is known that a proper rational fraction can be
resolved into a sum of partial fractions such that
1) to a non-repeated or distinct linear factor (s a) in the denominator,
corresponds a partial fraction of the form

A
(sa)

2) to a repeated linear factor

(sa)t

in the denominator, corresponds

the sum of t partial fractions of the form

A
B
C
D
+
+
+
2
3
t
(sa) ( sa) (sa)
( sa)
3) to a non-repeated quadratic factor

s +as+ b

in the denominator,

corresponds a partial fraction of the form

As+ B
s + as+b
2

4) to a repeated quadratic factor

( s2 +as+ b )

in the denominator,

corresponds the sum of r partial fractions in the form

60
As+ B
Cs+ D
Es+ F
+ 2
+ .+ 2
2
t
s + as+b ( s +as+ b )
( s + as+b )
2

Then, determine the unknown constants A, B, C, D, E, F, etc.


To obtain the partial fractions corresponding to the non-repeated linear
factor s a

in the denominator, put

sa

except in the form

s=a

everywhere in the given fraction

itself.

In all other cases, equate the given fraction to a sum of suitable partial
fractions in accordance with the given rules. The multiply both sides by the
denominator of the given fraction and equate the coefficients of like powers
of s or substitute convenient numerical values of s on both sides. Finally
solve the simplest of the resulting equations to find the unknown constants.
Note:

To determine the quadratic factor in the denominator of a proper


rational fraction, solve for the discriminant of

a24 b< 0

s 2 +as+ b

, it is not factorable and hence it is a quadratic factor.

Example 1.32

3
s +5 .

Find the Laplace transform of

Solution:

L1

[ ]

3
1
=3 L1 2
2
s +5
s + ( 5 )
2

Hence,

Example 1.33

such that

( 15 ) sin 5

[ ]

3
3 5
=
sin 5 t
5
s +5
2

Find the Laplace transform of

s+ 4
s s6 .
2

61

Solution:

s+4
s+ 4
=
(
s3
) (s+2)
s s6
2

so that, by partial fractions

s+4
A
B
=
+
( s3 ) (s+2) ( s3 ) (s +2)

, where A and B are

constants to be determined.

s +4= A (s +2)+ B(s 3)

Hence,

s=2

when

when

s=3

B=

7
5

2=B(5)7= A(5)
2
5

B=

Then,

7
2
s+ 4
5
5
=

( s3 ) ( s+2) ( s3 ) ( s+2)

Therefore,

L1

s+ 4
7
1
2
1
= L1
L1
5
s3
5
s+2
( s3 ) (s +2)

( )

( )

7
2
e 3 t e2 t
5
5

Example 1.34
Solution:

Find the Laplace transform of

2 s 26 s +5
s 36 s 2 +11 s6 .

62
2 s 26 s +5
2 s26 s+ 5
=
s 36 s 2 +11 s6 ( s1 )( s2 ) (s3)
so that, by partial fractions

2 s 26 s +5
A
B
=
+
+
3
2
s 6 s +11 s6 ( s1 ) ( s2)

C
(s3)

, where A, B

and C are constants to be determined.

2 s 26 s +5= A ( s2 ) ( s3 ) + B ( s1 ) ( s3 ) +C ( s1 ) ( s2)
when

s=1

when

s=2

2(1)26(1)+5= A (1 )(2 ) 2 ( 2 )26(2)+ 5=B ( 1 )(1 )


1
2

A=

when

B=

s=3

2(3)26( 3)+5=C ( 2 ) (1)


5
2

C=
Hence,

1
2 s 6 s +5
2
1
=

+
3
2
s 6 s +11 s6 ( s1 ) (s2)
2

5
2
(s3)

Then,
1

Therefore,

2 s 6 s+5
1 1 1
1
5 1 1
1
= L
L
+ L
3
2
2
s1
s2
2
s3
s 6 s +11 s6

( ) ( )

( )

63

L1

2 s26 s+5
1
5
= e t e 2t + e 3t
3
2
2
s 6 s +11 s6 2

Example 1.35

Find the Laplace transform of

3 (s 22)2
.
2 s5

Solution:
1

] [

4
2
3(s2 2)2
1 3 (s 4 s + 4)
=L
2 s5
2 s5

3
1
1
1
L1
6 L1 3 +6 L1 5
2
s
s
s

()

( )

( )

3
t2
t4
(1) 6
+6
2
2!
4!

( ) ( )

Therefore,

L1

Example 1.36

Find the Laplace transform of

Solution:

L1

L1

L1

] [

s+2
s +2
=L1 2
s 4 s+13
s 4 s+ 4+ 9
2

s2+ 4
2
2
(s2) +3

s2
4
+ 4 L1
2
2
(s2) +3
( s2)2+3 2

3(s2 2)2 3
1
= 3 t2 + t 4
5
2
4
2s

s+ 2
s 4 s+13 .
2

64

Since

L1

sa
=eat cos bt
2
2
(sa) +b

and

L1

1
1
= e at sin bt
2
2
b
( sa) +b

Therefore,

L1

Example 1.37

s+2
4
=e2 t cos 3 t + e2 t sin 3 t
3
s 4 s+13
2

Find the Laplace transform of

4 s+5
(s1)2 (s +2) .

Solution:
Since the denominator consists of a distinct linear factor and repeated
linear factors, then

4 s+5
A
B
C
=
+
+
2
2
(s1) (s +2) (s1) ( s1) ( s+2)

A ( s1 )( s+2 ) + B ( s+ 2 )+ C(s1)2
4 s+5
=
(s1)2 (s +2)
( s1)2 ( s+2)
4 s+ 5= A ( s1 )( s+2 ) + B ( s+ 2 )+ C( s1)2

When

s=1

when

s=2

Equating coefficients of

9=B ( 3 ) 3=C (3)


B=

A=

1
3

C=

1
1
0= A
3
3

0=A +C

65

L1

Hence,

[ ]

[ ]

1
1
4 s +5
3
3
3
=L1
+ L1
+ L1
2
2
(s1)
(s +2)
(s1) (s+ 2)
( s1)

[ ]

[ ]

1 1 1
1
1
1
L
+3 L1
L1
2
3
( s1 )
3
(
s+ 2 )
( s1 )

Since

at n1

1
e t
=
n
( sa )
( sa )n

Therefore,

and

L1

1
=e at
n
( sa )

4 s +5
1 t
1 2 t
t
=
e
+
3te

e
3
( s1)2( s+ 2) 3

Exercise No. 10
INVERSE LAPLACE TRANSFORMS
Find the inverse Laplace transforms of the following:
1)

3
s+ 4
Ans.

4 t

3e

66
8s
s +16

2)

Ans.

3)

6
s +9
2

2 sin3 t

8 cos 4 t

Ans.

67

4)

2 s+1
s (s +1)
Ans.

5)

1+et

3 s14
2
s 4 s+8
2t
3 cos 2 t4 sin
e2 t

Ans.

68

6)

3 s+2
4 s +12 s+ 9
3
e
4

7)

Ans.

3
t
2

5
te
8

3
t
2

2 s1
3
s s
3
1
t et + e t
2
2

Ans.

69

8)

s
( 2+9)( s+ 4)
2712 s

4 t

3e

3 cos 3 t

Ans.

70

9)

s
( s +3 ) ( 2+2 s +2)
s1

Ans.

t
4 3 t
4 cos t3 sin e
5
t
1
e
5

10)

s
( s1 ) ( 2+2 s+5)
5 s+3

3
e tet cos 2t + e sin 2t
2

Ans.

71

1.5 APPLICATIONS OF LAPLACE TRANSFORMS TO


DIFFERENTIAL EQUATIONS
The Laplace transform is useful
in solving ordinary differential
equations with constant coefficients.
Using the Laplace transform of derivatives, the Laplace operator can
transform a linear differential equation with constant coefficients into an
algebraic equation in the transformed function. Upon solving this algebraic
equation for the transformed function, the inverse transform can be obtained
and the solution of the original differential equation can be determined.
The Laplace transform of derivative can be readily applied if the
appropriate initial conditions are given along with the differential equations.
The Laplace transform is also applicable in solving simultaneous
ordinary linear differential equation.
The Laplace transform may also be applied to some problems in
mechanics.

Example 1.38

Solve the differential equation

y ' =e t

y ( 0 )=2 .

Solution:
Taking the Laplace transform of both sides of the equation,

y
L( ' )=L(et )

Using the Laplace transform of derivative,

sL ( y ) y ( 0 )=

1
s1

72
sL ( y )2=

sL ( y )=

sL ( y )=

L( y )=

L( y )=

So that ,

A
s

1
s1

1
+2
s1

1+2 s2
s1
12 s1
s(s1)

+ s1

Using partial fractions,

12 s1 A
=
s (s1) s

B
+ s1

12 s1 A ( s1 )+ Bs
=
s (s1)
s( s1)
12 s1= A ( s1 )+ Bs
when

s=0

when

2(0)1=A (01) 2(1)1=B(1)

1=A (1 ) 1=B
A=1 B=1

Hence,

1
1
L( y )= +
s s1

Taking the inverse Laplace transforms,

s=1

73
L1 L ( y )=L1

( 1s )

+ L1

( s11 )

y=1+e t

Example 1.39

Solve the differential equation

y ' ' +a 2 y=0

y ( 0 )=2 , y ' ( 0 ) =a .
Solution:
Taking the Laplace transform of both sides of the equation,

L [ y ' ' + a2 y ] =0
Using the Laplace transform of derivative,

s 2 L ( y )sy ( 0 ) y ' ( 0 ) +a2 L ( y ) =0


s 2 L ( y )s( 0)a+ a2 L ( y )=0
s 2 L ( y )0a+ a2 L ( y )=0
s
( 2+a )L ( y )=a

L( y )=

a
s + a2
2

Taking the inverse Laplace transforms,

L1 L ( y )=L1

y=a L1

( s +aa )
2

1
s +a2
2

74

y=a

( 1a ) sin at

y=sin at

Therefore,

Example 1.40

Solve the differential equation

y ' ' + y=et

y ( 0 )= y ' ( 0 )=0 .
Solution:
Taking the Laplace transform of both sides of the equation,

y
L( ' ' + y )=L( et )

y
L( ' ')+ L( y )=L(et )

Using the Laplace transform of derivative,


2
'
t
s L ( y )sy ( 0 ) y ( 0 ) + L( y )=L(e )

s 2 L ( y )sy ( 0 ) y ' ( 0 ) + L( y )=

s 2 L ( y )s ( 0 ) 0+L( y )=

s 2 L ( y )00+ L( y)=

(s 2 +1) L( y )=

1
s+ 1

1
s +1

1
s+1

1
s+ 1
L( y )=

1
( s +1 ) (s1)
2

75
L( y )=

Then ,

Bs+C
+ ( s 2+ 1 )

A
(s +1)

Using partial fractions,

1
A
=
( s +1 ) (s1) (s +1)

Bs+C
( s 2+ 1 )

A ( s 2+1 ) + Bs ( s+1 ) +C (s +1)


1
=
( s 2+1 ) (s1)
(s +1) ( s2 +1 )
1= A ( s2 +1 ) + Bs ( s +1 ) +C(s+ 1)
s=1

When

when

s=1

when

s=1
0=B+C

1= A ( 1+1 ) 0= A+B
1
1
A= 0= + B
2
2
B=

1
2

C=

1
1
2 (s +1)

1
+C
2

1
2
1 1
s+
2
2
+
2
( s +1 )

1
2
L( y )=
(s +1)

Hence,

L( y )=

0=

[ ] [ ]

1
s
1
1
+
2
2
2 ( s +1 ) 2 ( s +1 )

Taking the inverse Laplace transforms,

1
1
L1 L ( y )= L1
2
(s+1)

1 t 1
1
y= e cos t+ sin t
2
2
2

[ ]

[ ]

1 1
s
1
1
L
+ L1 2
2
2
( s +1 ) 2
( s +1 )

76

Therefore,

1
y=
2

Example 1.41
Solve

the

differential

equation

y ' ' 3 y ' +2 y=4 t+12 et

'

y ( 0 )=6 , y ( 0 )=1 .
Solution:
''

'

y 3 y +2 y=4 t+12 e

Taking the Laplace transform of both sides of the equation,

y
L( ' ' 3 y +2 y )=L(4 t+12 et )

'

y
y
L( ' )+2 L( y)=4 L(t )+12 L(et )
L( ' ')3

Using the Laplace transform of derivative,

[ s 2 L ( y )sy ( 0 ) y ' ( 0 ) ]3 [ sL ( y ) y ( 0 ) ] +2 L( y)=4 L(t )+12 L(et )

[ s 2 L ( y )s ( 6 )(1)]3 [ sL ( y )6 ] +2 L( y)=4 L(t)+12 L(et )


s 2 L ( y )s ( 6 ) +13 sL ( y ) +18+2 L( y)=4 L(t )+12 L(et )
s
( 23 s+2) L ( y )6 s+19=4

1
1
+12
2
s+
1
s

( )

77
s
( 23 s+2) L ( y )=

( 23 s+2) L ( y )=

4 12
+
+6 s19
s2 s+1

s
2
2
2
4 ( s +1 )+ 12 s +6 s ( s ) ( s +1 )19( s )(s+1)
2

s (s+ 1)

s
4 s +4 +12 s2 +6 s 4 +6 s 319 s319 s2
( 23 s+2)L ( y )=
s2 ( s+1)

s
( 23 s+2)(s2 )(s +1)
6 s 413 s37 s 2+ 4 s+ 4
L( y )=

L( y )=

6 s 413 s37 s 2+ 4 s+ 4
2
s ( s+1 )( s2 )(s1)

So that ,

L( y )=

A B
C
D
E
+ 2+
+
+
s s ( s +1 ) ( s2 ) ( s1 )

Considering the partial fractions,

6 s 413 s37 s 2+ 4 s+ 4 A B
C
D
E
= + 2+
+
+
2
s
(
)
(
)
(
s ( s+ 1 )( s2 ) (s1)
s s+1 s2 s1 )

4
3
2
2
2
6 s 13 s 7 s +4 s+ 4= A s ( s +1 )( s2 ) (s1)+B ( s+1 ) ( s2 )( s1 )+C s ( s2 )( s1 ) + D ( s ) ( s+

when

s=0

when

s=1

when

s=2
4=B ( 1 )(2 ) (1 )6=E (1)(2)(1)

B=2 E=3

D=2

24=D(4)(3)(1)

78

when

s=1

Equating the coefficients of when

12=C ( 1 ) (3 )(2 ) 6= A+ C+ D+ E
C=2

where

C=2, D=2, E=3

6=A +22+3

A=3

Hence,

3 2
2
2
3
L( y )= + 2 +

+
s s ( s +1 ) ( s2 ) ( s1 )

Taking the inverse Laplace transforms,

L1 L ( y )=3 L1

( 1s )+2 L ( s1 )+ 2 L ( s +11 )2 L ( s 1 2 )+ L ( s 3 1 )
1

2t

y=3 ( 1 ) +2 t+2 e 2 e +3 e
Therefore,

y=3+2 t +2 et 2 e2 t + 3 et

Exercise No. 11
APPLICATION OF LAPLACE TRANSFORMS TO DIFFERENTIAL
EQUATIONS
Solve the following initial value problems using the transform method:
1)

y ' ' 4 y ' +3 y=0 , y ( 0 )=3 , y ' ( 0 )=7

3t

Ans . y=2 e + e

79

2)

y ' ' + y=3 cos 2t , y ( 0 ) =0 , y ' ( 0 ) =0


. y=cos tcos 2t

Ans

80

3)

y ' ' +2 y ' + 2 y=0 , y ( 0 ) =1 , y ' ( 0 )=3

t
cos
t
2
sin
Ans
. y=et

81

4)

y ' ' 3 y ' +2 y=4 t+ e3 t , y ( 0 )=1 , y ' ( 0 ) =1


1
1
. y=2 t+3+ e3 t 2 e2 t et
2
2

Ans

82

5)

''
'
y 4 y =t , y ( 0 )=1 , y ( 0 )=2

Ans.

y=

1 15 2 t 1 2 t
+ e + e
4 16
16

83

6)

x ' ' (t)2 x ' ( t ) +2 x (t )=0 , x ( 0 )=1 , x ' ( 0 )=1

Ans . x =e cos t

84

7)

y ' ' 4 y ' +5 y=12 5 t 2 , y ( 0 ) = y ' ( 0 )=0


t 11 cost
2 sin
Ans
. y=25 t 2 + 40 t+22+2 e 2t

85

8)

''
'
y + y=8 cos t , y ( 0 )=1 , y ( 0 ) =1

Ans . y=cos t4 sint+ 4 t cos t

86

9 y '' +2 y ' +5 y =et sint , y ( 0 )=0 , y ' ( 0 ) =1

87

t+ sin 2 t
sin
1
. y= et
3

Ans

88

10)

y ' ' ' ' +2 y ' ' + y =sin t , y ( 0 )= y ' ( 0 )= y ' ' ( 0 )= y ' ' ' (0)=0
1
. y= [ ( 3t 2) sin t3 t cos t ]
3

Ans

89

1.6 TRANSIENT ANALYSIS BY LAPLACE TRANSFORM METHOD


Laplace transform Analysis is a powerful mathematical tool in solving
simultaneous linear differential equations formulated using Kirchhoffs laws in
a given electric circuits. This method simply eliminates the effort of
determining the values of the constants for integration.
Steps used in circuits analysis using Laplace transform:

Formulate necessary equations using function of t.


Transform the formulated equations (function of t) to functions of s.
Simply the equations transformed and rewrite the simplified equation to
the standard formulated in inverse Laplace functions.
Obtain the inverse Laplace function of each term in the simplified
equation and solve the questions asked by the problem.

Laplace Transform Formulas Applicable to Electric Circuit Analysis


f(t)

k
kt

(constant)
n

(constant)

ke

at

F(s)

k
s
kn !
s n+1
k
sa

k t n e at

k
( s a )n+1

ksin t

s 2 +2
k

kcos t

s 2 +2
ks

t+

sin

s 2+ 2
s sin +cos

90
t +

cos

s2 + 2
s sincos

E R=Ri(t )

RI (s)

E L=

di
dt

L ( sI ( s)I (o) )

EC =

1
i dt
C (t)

1 I (s) Q(0)

C s
s

Example 1.42 In an RL circuit, Kirchhoffs law gives the following relation:

E=L

di
+ Ri
dt

where:
E = supply voltage (200 volts)
R = resistances (20 ohms)
L = inductance (1 henry)
t = time in seconds
i = current in amperes
If i = 0 when t = 0 , find (a) i when t = 0.02 second, (b) i after a long time.

Formulate necessary equations using function of t.

E=L

di
+ Ri
dt
L

di
+ Ri=E
dt

(1)

di
+20 i=200
dt

di
+20 i=200
dt

Transform the formulated equations (function of t) to functions of s.

91
Take the Laplace transform:

( didt )+ L ( 20 i )=L(200)
( sI (s )I (o) ) + 20 I (s)=
sI ( s )+20 I (s )=

200
s

where:

I (o)=0

200
s

Simplify the equations transformed and rewrite the simplified equation to


the standard formulas in inverse Laplace functions.

sI ( s )+20 I (s )=

I ( s )(s+ 20)=

I ( s )=

So that ,

I ( s )=

A
s

200
s

200
s

200
s(s+ 20)
B

+ s+ 20

Using partial fractions,

200
A
=
s (s +20) s

+ s+ 20

A ( s+20 ) + Bs
200
=
s (s +20)
s( s+20)

200= A ( s+20 )+ Bs
when

s=0

200= A ( 0+ 20 ) 200= A ( 0 ) + B(20)

when

s=20

92
A=10 200=20 B
B=10

Hence,

I ( s )=

I ( s )=

10
s

10
s

+10
s+20

10
s+ 20

Obtain the inverse Laplace function of each term in the simplified


equation and solve the questions asked by the problem.

L1 I (s )=L1

( 10s )

L1

10
( s +20
)

20 t

I ( t )=1010 e

I ( t )=10 ( 1e20 t )
(a)

I ( t )=? w h en t=0.02 second

I ( t )=10 ( 1e20 x 0.02 )


I ( t )=3.3 A
(b)

I ( t )=? w h en t=
I ( t )=10 ( 1e20 x )
I ( t )=10 A

Note: After a long time means time t =

. It simply means also that

the circuit is already at steady state. And at steady state, the inductor is
equivalent to a short-circuited wire, thus leaving only the resistance R to
oppose the current flow.

93
E 200
i= =
=10 A
R 20

Example 1.43 The differential equation of a series RC circuit with DC


applied voltage is:

Ri+

1
idt =E
C

If R = 50 ohms, C = 0.0001 farad, E = 100 volts and i(0) = 2 amperes,


determine (a) the Laplace transform expression for I(s), (b) current when t
= 3 ms.
Solution:

Ri+

1
idt =E
C

RI (s) +

1 I (s) Q(0) E

=
C s
s
s

charging

[
sI (s) +200 I (s )=2
I (s) =

2
s+200

50 I (s) +

I (s )
1
100
0 =
0.0001 s
s

50 I (s) +

10,000 I (s) 100


=
s
s

50 I (s )+

10,000 I (s) 100 s


=
s
s 50

since the capacitor is

94
L1 I (s )=L1

( s+2200 )

I (t) =2 e200 t
I (t) =?

when

t=3 ms

I (t) =2 e200 x 3 x 1 0
I (t) =1.1 A

Exercise No. 12
TRANSIENT ANALYSIS BY LAPLACE TRANSFORM METHOD
Solve the following problems using the transform method:
1. A 6.0-H coil whose resistance is 12 ohms is connected in series with a 24ohm resistor and to a 144-V battery and a switch. The switch is closed at t
= 0. Determine the time constant of the coil.

95

2. A series RC circuit consists of R = 2 M and an uncharged capacitor C = 5


F. The circuit is connected across a 100 V DC source at t = 0. Determine
the voltage across the resistor 5 seconds later.

3.

A series RC circuit has R = 1 k and C = 100 F with an initial charge of


2000 C. the combination is connected across a 100-V DC source and the
switch is closed at t = 0. If the capacitor is connected in the circuit such
that it will be discharging, determine the Laplace transform expression of
the current drawn.

96

4. A series circuit has R = 10 ohms and L = 1 henry. The circuit is connected


across a voltage source

e ( t )=10 e10t

through which a switch is initially

open. The switch is closed at t = 0. Determine the current after 0.01


second. Assume initial current to be zero.

5. A series RLC circuit with R = 1 k, L = 1 H, and C = 6.25 F is suddenly


connected across a 24-V DC source. At t = 0, i = 0 and q = 0. Determine
the current after 0.01 sec.

97

6. A series RLC circuit has R = 200 , L = 0.1 H and capacitor C = 10 F. If a


100-V DC source is connected across the end terminals of the series circuit
at t = 0, determine the current after 1 millisecond. Assume zero initial
conditions.

Unit 2
MATRICES

INTENDED LEARNING OUTCOMES


After completing this unit, you will be able to:
1.
2.
3.
4.
5.
6.

define a matrix.
determine the order of a matrix.
describe a column and a row matrix.
recognize a null matrix.
find the transpose of a matrix.
recognize different types of matrix, e.g., square, diagonal, unit or
identity, symmetrical, and triangular matrices.
7. perform arithmetic of matrices.
8. define a determinant.
9. find the minor and cofactor of any element in a matrix.
10.find the value of a determinant using Laplace expansion.
11.discuss the different properties of a determinant.
12.determine the inverse of a matrix using various methods.

98

2.1 MATRIX
A matrix is a rectangular array of numbers.

a11
a21

a 12
a 22

a1 j a1 n
a2 j a2 n

:
:
:
:
:
A= :
ai 1 ai 2 a ij a
:
:
:
:
:
:
am1 am 2 a mj amn

2.1.1 Order (or Size) of a Matrix


The order of a matrix is said to be m x n if it has m rows and n
columns.
Example 2.1

[ ]

1 2
A= 3 4
5 6

B=

[ ]
a b
c d

[]

1
C= 4
3

D=[ 2 1 8 ]
Matrix A is of order 3 x 2, matrix B is of order 2 x 2.

2.1.2 Column and Row Matrix


If the order of a matrix is m x 1, it is called a column matrix.
If the order of a matrix is 1 x n, it is called a row matrix.
Example 2.2

Matrix C is a column matrix while matrix D is a row matrix

2.1.3 Null Matrix

99
A null matrix is a matrix if all its elements are zero.
Example 2.3

[ ]
0 0 0
0 0 0
0 0 0

2.1.4

is a null matrix

Transpose of a Matrix (AT)

If the rows and columns of matrix A are interchanged , the result ifs the
transpose of matrix A denoted by AT.
Example 2.4

Let

A= 2 3 5
3 4 8

then

[ ]

2 3
AT= 3 4
5 8

2.1.5 Square Matrix

A matrix is a square if the number of rows is equal to the number of


columns, i.e., m = n.

2.1.6 Diagonal Matrix

A diagonal matrix is a square matrix which has zero


everywhere except the principal diagonal.
The following are examples of diagonal matrices:

[ ]
1 0 0
0 4 0
0 0 3

elements

[ ]
1
0
0
0

0 0
2 0
0 4
0 0

0
0
0
3

2.1.7 Unit or Identity Matrix [I]


A unit or identity is a special case of the diagonal matrix in which all
the elements lying on the principal diagonal are all equal to 1 and all the
other elements are zero.
The following are examples of identity matrices:

100

[ ]
1
0
0
0

[ ]
1 0 0
0 1 0
0 0 1

0
1
0
0

0
0
1
0

0
0
0
1

2.1.8 Symmetrical Matrix and Skew Symmetrical Matrix


A symmetrical

matrix is a square matrix whose elements are

symmetrical about its main diagonal. A symmetrical matrix follows

A= A T .

This means a symmetrical matrix remains unchanged if its rows and columns

[ ]

1 3 4
A= 3 8 7
4 7 5

are interchanged

[ ]

1 3 4
A =3 8 7
4 7 5
T

is a symmetrical matrix since

. On the

other hand, a matrix is skew symmetrical if

0 2 3
A= 2 0
8
3 8 0

matrix since

A=AT .

The matrix

is a skew symmetrical matrix is a skew symmetrical

0 2 3
A = 2 0
8
3 8 0
T

2.1.9 Triangular Matrix


A matrix is said to be upper triangular if it is a square matrix whose nonzero elements are confined with the upper triangle. If the non-zero elements
are confined within the lower triangle, it is said to be lower triangular matrix.

101
1
0
4
2
5 5
0
2 1

is upper triangular matrix and

0 3 14
0 0
[ ]

[ ]
1
2
1
3

0
2
2
3

0
0
6
1

0
0
0
4

is

lower traingular

2.2 ARITHMETIC OF MATRICES


2.2.1 Equality of Two Matrices

Two matrices are equal if their corresponding elements are equal.

Example 2.5

The matrices

1 2 1
2 4 5
3 3 0

x=1 , y =2, z =4 ,

and

1 2 x
y z 5
3 3 w

w=0

and

Note that two matrices could only be equal if their orders are the
same.

2.2.2

Matrix Addition

A= 1 3 4
2 1 0

Let

Then

A + B=

3 6 1
1 9 1

and

][

B= 2 3 5
1 8 1

][

1 3 4 2 3 5
1+2 3+3 45
+
=
2 1 0 1 8 1
2+1 1+ 8 0+1

102
Note that addition is defined only when A and B have the same order.

2.2.3 Scalar of Multiplication

][

1 2 2
3 6 6
3 2 1 4 = 6 3 12
2 1 3
6 3 9

[ ][ ][ ][

][

1 2 2 3 = 1 2 + 2 3 = 1 1
3 4
1 4
3 4 1 4
2
0

2.2.4 Matrix Multiplication


To multiply two matrices say
by
multiplying each element in the

A and
ith

]
B , add all the products obtained

row of A by the corresponding element

in the jth column of B. The product of two matrices is defined only when the
number of columns in A is equal to the number of rows in B. Matrices A and B
are said to be conformable iin the order AB.
Example 2.6

A=

Find AB and BA

[ ]

2 3
1 3 4
B= 3 1
2 1 3
0 5

AB=(2 x 3) x(3 x 2)=(2 x 2)

][

( ) ( )
AB= 1 2 +3 3 +4 (0) 1(3)+3(1)+4 (5) = 7 26
7 20
2(2)+1(3)+3( 0) 2(3)1(1)+ 3(5)

2 x 2 matrix].

[defined and result is a

][

2 (1 ) +3 ( 2 )
2 ( 3 ) +3(1) 2 ( 4 ) +3(3)
8
3
17
BA= 3 ( 1 ) +1(2) 3 ( 3 )+1(1) 3 ( 4 )+ 1(3) = 1 10 9
10 5 15
0 ( 1 ) +5(2)
0 ( 3 )+5 (1)
0 ( 4 ) +5(3)

Note that multiplication of matrices is not commutative, i.e.,


Exercise No. 13
MATRICES

A xBB x A

103
Perform the following operations. Use the space provided.

1.

][ ]

8 4 + 2 3
2 3
4 5

2.

1 2 3
1 3 7
+2
1 0 3
0 1 2

] [

3.

1
2 3
1 6 3
3
7 8

4.

2 3
1 2
x
1 2 3 4

][

104

5.

[]

6.

[ ][

7.

2 3 x 1
2 x 2
5 1
1 5 3

8.

a+b
cd

1
2 x [ 2 3 5 ]
3

1
1
0
2

1
2 1 2 1 4
x
3 4 8 9
1
3

] [

][]

][

c+ d = 4 6
ab
10 2

Solve for a, b, c, and d.

105

9.

Find the values of x and y.

[ ][ ][ ]
3 2
y
3 0 x
x
2 4

10.

3
3
y=
3y 3y
x
10 10

Find the values of x, y, z, and w.

][ ] [ ]

1 3 1 3 x
1
0 1 2 1 y
2
=
5
0 0 1 5 z
w
1
0 0
0 1

106

2.3 DETERMINANT

A determinant is a square array of numbers. The order of the

determinant is
order

if it has

rows and

The symbol

a11 a12 a1 j a1 n
a21 a22 a2 j a2 n
:
:
:
:
aij a
:
:
:
:
anj ann

jth

aij

1
6
A=
4
1

n 1

obtained by deleting the

column is known as minor of element

Example 2.7

ith

column.

The determinant of order

jth

aij denotes the element of the determinant lying in the

2.3.1 Minor of element

and

n columns. A determinant of

can be expressed as

:
A= :
ai 1 ai 2
:
:
an 1 an 2

row and

Given the determinant

2 4 4
7 3 2
2 4 5
2 3 4

a11 =1

aij denoted by

]
(element in the first row and first column)

ith

M ij .

row

107
a32=2

(element found in the 3rd row and 2nd column)

(delete the first row and first column)

(delete the third row and second column)

7 3 2
M 11= 2 4 5
2 3 4
1 4 4
M 32= 6 3 2
1 3 4

aij

2.3.2 Cofactor of element

aij

The cofactor of an element


element

aij

denoted by

Cij

Cij =(1 )i+ j

is

(1 )i + j

times the minor of

.
= (-1)i + j

M ij

Observe that the Cofactor of an element is equal to the minor of an


element if

i+ j

is even and negative if

i+ j

is odd.

2.3.3 Properties of Determinants


1.

Laplace Expansion
The value of the determinant may be computed by using Laplace
Expansion. If A is a square matrix, then:

| A|=ai 1 Ci 1 +ai 2 C i 2 +. ..+a C


j =n

aij C ij
i=1

This means that the value of a determinant can be computed by


multiplying each element of the

it h

row by its cofactor and taking the sum

of the products.
Example 2.8

Compute the value of

if

108

2 4 2
A= 3 5 1
2 4 2

Compute the cofactors of all the elements:

a11 =2 C11 =(1 )

1 +1

a12=4 C12= (1 )

1+2

a13=2 C 13 =(1 )

1+ 3

a21=3 C 21 =(1 )

2 +1

a22=5 C 22 =(1 )

2 +2

5 1
=14
4 2

3 1 =8
2 2

[ ]

3 5
=2
2 4

4 2 =16
4 2

2 2 =8
2 2

[ ]

2 +3
a23=1 C 23=(1 ) 2 4 = 0
2 4

a31=2 C31= (1 )

3+1

a32=4 C32 = (1 )

3+2

a33=2 C33=(1 )

[ ]

4 2 =6
5 1

[ ]

2 3 =4
2 1

3+3

[ ]

2 4
=2
3 5

To find the value using Laplace expansion

109

[ A ] =a 11 C 11 +a 12 C12 +a13 C13

(expanding in the elements of 1 st

row)

(2)(14)+( 4)(8)+(2)(2)

[ A ] =a 21 C21 +a22 C22 +a23 C23

(expanding in the elements of 2nd

row)

(3)(16)+(5)(8)+(1)(0)
8

[ A ] =a 31 C31 +a32 C 32+a33 C 33

(expanding in the elements of 3rd

row)

(2)(6)+( 4)(4 )+(2)(2)

[ A ] =a 11 C 11 +a 21 C21 +a31 C31

(expanding in the elements of 1st

column)

(2)(14)+(3)(16)+(2)(6)
8

[ A ] =a 12 C12 +a22 C 22+a32 C 32

(expanding in the elements of 2nd

column)

( 4)(8)+(5)(8)+( 4)( 4)

[ A ] =a 13 C13 +a 23 C23 +a 33 C33

(expanding in the elements of 3nd

column)

(2)(2)+(1)(0)+(2)(2)
8

Observe that the third order determinant can be computed using the diagonal
method.

110

2 4 2 :2 4
| A|= 3 5 1 : 3 5
2 4 2 : 2 4

[ ( 2 )( 5 ) (2 )+ ( 4 )( 1 ) ( 2 )+ ( 2 )( 3 ) ( 4 ) ][ ( 2 ) ( 5 ) ( 2 )+ ( 4 )( 1 ) ( 2 )+(2)(3)(4) ]

Note: The diagonal method can be applied only with the third order
determinant.
Example 2.9

| A| if:

Evaluate the

1
A= 4
2
1

2 3 1
1 3 2
3 4 2
2 3 4

Solution:

4
3 2
2 4 2 =122
1 3 4

1 3 2
a11 =1C 11 =(1 )1+ 1 3 4 2 =36
2 4 4

a12=2 C12= (1 )

1+2

1 +3

a13=3 C 13=(1 )

a14 =1 C14 =(1 )

4 1 2
2 3 2 =28
1 2 4

1 +4

4
1 3
2 3 4 =91
1 2 3

111

| A|=(1)(36)+(2)(122)+(3)(28)+(1)(91)=287
2.

For every matrix:

| AT|=| A|,

meaning the determinant of

is equal to the

determinant of its transpose.


Example 2.10

1 2 3
A= 0 1 3
0 2 5

, verify property 2

Solution:

| A|=( 1 )(1 )1+1 1 3 =11


2

(Expand in terms of the element of the first

column)

1 0 0
A T = 2 1 2
3 3 5

]
[

| AT|=( 1 ) (1 )1 +1 1
3

2 =11
5

(Expand in terms of the element of the first

row)
therefore,
3.

| A|=| AT |

If A is triangular matrix of order

n , (lower or upper triangular)

then

| A|=a11 a 22
Example 2.11

a33 a33

, i.e., the product of its diagonal.

112

1
A= 0
0
0

Let

4.

2 3 4
3 4 1
0 5 6
0 0 8

then

| A|=(1)(3)(5)(8)=120

If a square matrix has either zero row or zero column then

| A|=0 .

Example 2.12

Let

][ ]

1 2 3
0 9 8
A= 0 0 0 B= 0 7 2
8 7 1
0 2 4

then

| A|=|B|=0

5. If each element in one row (or column) is multiplied by a number


k, the value of the determinant is multiplied by k.
Example 2.13

Let

If

Let us multiply row 1 by k.

ka kb kc
1+1 e
f
1 +2 d
+ kb (1 )
d e f =ka (1 )
h i
g
g h i

k a (1 )

6.

[ ]

a b c
A= d e f
g h i

1+1

[ ]

[ ]

[ ]

[ ]

[ ]

f
1+3 d
e
+kc (1 )
i
g h

[ ]]

1+2 d
1+3 d
e f
f
e
+b (1 )
+ c (1 )
h i
g i
g h

A=[v 1 .. . f j+ g j . .. v n ]

is a square matrix, then

| A|=[ v 1 .. . f j .. . v n ] +[ v 1 . . . g j . . . v n ][v 1. . . f j . .. v n]+[v 1. . . g j. . . v n ]


Example 2.14

Let

1 3
A= 3 4
3 6

4
6
7

A can be written as

113

1 4

][

2 4

| A|=11| A|= 3 3 6 + 3 1 6 =30+19=11


3

3 7

Note that

3 7

3 is broken into

4 into
6

into

1+2

3+1
3+3

Example 2.15
Find the value of

by taking advantage of property 6

][

][

1
2
3
1
2 3 1 2 3
=
k 1+3 k 3k
k 3 k k + 0 1
3 =36
0
6
5
0 6 5
0 6 5

1
2 3
k 1 3 1 + 23=36
0 6 5
k 1+23=36

k =13
7.

If

is a matrix obtained by interchanging any two rows (or

columns) of a square matrix A, then


Example 2.16

|B|=| A| .

114

1 2 3
A= 4 5 2
1 1 3

Let

interchange the 1st and the 2nd row and call this

B .

4 5 2
B= 1 2 3
1 1 3

then

| A|=30

8.

| A|=|B|

|B|=30

and

If two rows (or columns) of a square matrix A are equal or


proportional, the value of the determinant

0 , i.e.,

| A|=0 .

Example 2.17

1
2
A=
3
4

2 1 1
4 2 3
6 3 5
8 5 2

| A|=0

since col 1 and col 2 are

proportional.

[ ]

1 1 1
A= 4 5 6
1 1 1

9.

If a constant
matrix

|B|=0

since row 1 and row 3 are equal.

is multiplied to any row(or column) of a square

and added to another row (or column), the value of

determinant A
Example 2.18

is unchanged.

115

1 2 3
A= 3 4
1
2 3 1

| A|=14

Multiply row 1 by 3 and add to row 2

1 2 3
B= 0 10 8
2 3 1

10.

|B|=14=| A|

If A and B are square matrices of the same order, then

| A||B|=| AB|

Example 2.19

A=

If

1 2
2 3

and

B=

[ ]
2 1
3 4

verify property 10

Solution:

| A|=34=7
|B|=83=5

| AB|=35
A B=

][ ] [

1 2 2 1
8
9
=
2 3 3 4 5 10

| AB|=80+ 45=35
hence,
11.

| A||B|=| AB|

The Pivotal Element Method


Steps:
1. If the given determinant of order n has an element of 1, use this a
pivotal element. Otherwise choose some convenient element

aij .

116
Reduce this to 1 by dividing either the

i th row or the

j th

and then balancing by multiplying the determinant also by


2. Cross out each row and column through
3.

column,

aij .

aij .

From each element of the resulting determinant of order

n 1 ,

subtract the product of


the element in which the row and column containing a ij are met by the row
and column
containing that element.
3. The value of the determinant is

(1)i+ j

determinant.
Example 2.20
Solve for

3 2
4
2
1
3
A=
4 0 1
5 3
2

using the pivotal method.

2
5
2
4

Solution:
Choose

a22=1

3 2
4
1
3
A= 2
4 0 1
5 3
2

2
5
2
4

as a pivot

times the value of the new

117
[ 3 ( 1 ) 2 (1 ) ]
[4 ( 1 )(2 ) (3 ) ]
[2 ( 1 ) (2 ) ( 5 ) ]
[4 ( 1 ) 2 ( 0 ) ]

(
)
(
)(
)
(
)
[1 1 3 0 ] 2 0 (0)(5)

[5 ( 1 )2 ( 3 ) ]

[[2(1) 3(3)][4 (1) 3(5)]]


(1)2+2

7 2 12
4 1 2 =385
11 11 11

Exercise No. 14
DETERMINANTS
1.

Find the value of the given determinants using Laplace expansion.

118

(a)

2 4
4 5

(b)

1 4 1
4 2
0
2 1
0

(c)

4 2 4
3 4 5
7 2 1

119

2.

If

[ ]

a b c
d e f =5.
g h i

What is the value of the following?

[ ]
a d g
b e h
c f i

(a)

(b)

2a 2 b 2 c
d
e
f
g
h
i

(c)

3 a b c
3 d e f
3 g h i

(d)

a
b
d+ a e+b
g
h

]
c
f +c
i

120

(e)

3.

4.

[ ]
a b c
d e f
0 0 0

What is the value of

If

1
A= 2
5
2

2 2 3
1 2 3
6 1 2
1 1 3

a23=

2
0
0
0

3 4 5
3 1 2
0 4 5
0 0 3

121
M 23=

C23=

Exercise No. 15
DETERMINANTS

Solve the following problems.

1. If

1
A= 4
2
0

2 3 1
2 3 2
3 5 1
5 6 9

a. Compute A using Laplace Expansion.

b. Using Pivotal Expansion Method.

122

c. By applying property 9.

2.

Find the value of

k :

k
3+k 10
1k 2k
5 =48
2
4+ k k

123

3.

Multiply

[ ][ ]
a b c d
c d a b

4. Find the values of k which satisfies the following equation.

[
5.

1
0
0
0
0

k k +2
k k 2
0 k+2
0
0
0
0

k2
k+2
k 2
k 2
0

100
100
100
k +2
100

Prove that:

[ ]
a
b
b
b

b
a
b
b

b
b
a
b

b
b
3
=( ab) ( a+3 b)
b
a

124

6.

Prove that:

1
a1

1
a2

1 1
a3 a4

a12 a 22 a32 a42


a13 a 23 a33 a43

=(a1a2 )(a1 a3 )(a1a4 )(a2 a3 )(a2a4 )(a3 a5 )

125

2.4

THE INVERSE OF A MATRIX


Two square matrices A and B

of the same order are known as

the reciprocal or inverses of one another if their product in either order is an


identity matrix.
Thus matrices

B are inverses of each other if:

and

A B=B A=1
The adjoint method of Matrix Inversion
The inverse of a matrix can be computed using:

A1=

Adj ( A)
| A|

Based on this equation it is evident that the inverse of a matrix


exists only if:
a.

b.

| A|

is a square matrix.
is not zero.

The adjoint of a matrix can be computed by:

Adj ( A )=[ Cof ( A) ]


Example 2.21

126

A= 1 2
2 3

Let

Compute

A1

Solution:

[ A ] =3 (4)=7

Cof ( A )=

C11 =3

C12=2

C21=2

C22=1

3 2
2 1

T
Adj ( A )=[Cof ( A ) ] = 3 2
2 1

[ ]
3
7
2
7

1 3 2
A =
=
7 2 1
1

2
7
1
7

Example 2.22

3 2 1
A= 5 6
2
1 0 3

Let

A1

Compute

Solution:

C11 =(1 )

1+1

C21=(1 )

2+1

1 +2 5
6 2
2
=18 C 12=(1 )
=17
0 3
1 3

2 1 =6 C =(1 )2 +2 3 1 =10
22
0 3
1 3

C13= (1 )

1+3

C23= (1 )

[ ]

5 6
=6
1 0

2+3

3 2 =2
1 0

127

C31=(1 )

3+1

[ ]

2 1 =10 C =(1 )3 +2 3 1 =1
32
6 2
5 2

18 17 6
Cof (A )= 6 10 2
10 1 28

C33= (1 )

3+3

3 2 =28
5 6

18 6 10
Adj ( A)= 17 10 1
6 2
28

| A|=a11 C 11 +a12 C12 +a13 C 13 =3(18)+2(17)+ 1(6)=94

[ ][ ]

18
94
18 6 10
Adj
(
A)
1
17
A1=
=
17 10 1 =
94
[ A]
94
6 2
28
6
94

2.5

6
94
10
94
2
94

10
9
94
47
1 = 17
94
94
28
3
94
47

3
47
5
47
1
47

5
47
1
94
14
47

ELEMENTARY ROW OPERATIONS

Procedure

1. Form the

n x2n

matrix

[ A I n]

obtained by adjoining the identity

In .

matrix

2. Transform the matrix obtained in step 1 to reduced echelon form by


using elementary operations. Remember that whatever is done to the
row of A is also to be done to the corresponding row of
3. Suppose that step 1 has produced the matrix

[C D]

In .

in reduced row

echelon form.
a. If

C=I n then

b. If

C I n , then C has a row of zeros. In this case A is singular

D= A1

and A-1 does not exists.


Example 2.23

Find

A1 if:

128

3 2 1
A= 5 6
2
1 0 3

Write in the form [A In]

3 2 1 : 1 0 0
5 6
2 :0 1 0
1 0 3 : 0 0 1

Reduce into row echelon form

3 2 1 : 1 0 0 R1
5 6
2 :0 1 0 3
1 0 3 : 0 0 1

2 1 1
:
3
3 3
:
5 6
2 0
:
1 0 3 0

[
[

0 0

2
3
28
0
3
2
0
3

1
1
3
3
:
1 5
:
3
3
:
10 1
3
3

2
3
28
0
3
2
0
3

1
1
3
3
:
1 5
:
3
3
:
10 1
3
3

5 R1 + R2
1 0 R3 +R1
0 1

0 0
1 0
0 1

0 0

]
]

2 R 1+ R 2
R1 + R3

3
R
1 0 28 2

0 1

129

[
[

2
3

2
3

1 0
0 1
0 0

[
[

1
1
3
3
:
1 5
:
28 28
:
10 1
3
3

5
3
14 14
:
1 5
:
28 28
:
47 3
14 14

3
28

1
14
3
28
1
14

2
R +R
3 2 1
0
2
R2 + R3
3
1

0
0
1

14
R
47 2

3
5
14
14 :
5
1 :
28
28 :
3
1
47

1
14
3
28
1
47

5
R +R
14 3 1
0 1
R3 + R 2
14 28

47

9
47
1 0 0:
17
0 1 0:
94
0 0 1:
3
47

3
47
5
47
1
47

5
47
1
94
14
47

1 0
0 1
0 0

]
]

[ ]

9
47
A1= 17
94
3
47

3
47
5
47
1
47

5
47
1
94
14
47

2.6 SOLVING EQUATIONS INVOLVING MATRICES

130

Example 2.24

AB=C

If

where

[ ]

A= 2 3
4 5

and

B .

Compute
Solution:

AB=C

Premultiply both sides by A -1

A1 AB= A1 C
1 B=A1 C

and

[ ]

B= A1 C= 2 3
4 5

Thus,

To find

[ ]
3 4
6 7

5 4
5 3 | |
Adj ( A )=
A =2
3 2
4 2

[ ]

A1= 2 3
4 5

[ ][

3
2 = 2.5 1,5
2
2
1
2

5
= 2
4
2

[ ]

B= A C= 2 3
4 5
1

1 B=B

Cof ( A ) =

A1 A=1

but

[ ]
3 4
6 7

][ ]

2.5 1,5 x 3 4
2
1 6 7

1.5 0.5
0
1

[ ]

C= 3 4
6 7

131

Example 2.25

Solve for

B=

where

[ ]
2 3
4 5

A (B+C)=C

in

[ ]

C=

and

1 5
6 3

Solution:

(B+C)1

A (B+C)=C . Postmultiply both sides by

A (B+C)(B+C)1=C (B+C)1
A 1=C (B+ C)1

[ ]

B+ C= 2 3
4 5

Cof ( B+C )=

8 10
8
3

[ ][

+1 5= 3 8
6 3
10 8

Adj ( B+C )=

]
]

8 8 |
3 8
, B+ C|=
=56
10 3
10 8

[ ]
10
56
3
56

8
( B+ C )1= 56
8
56

A=C (B+C)1

[ ][ ]

8
1 5 56
A=
.
6 3
8
56

[ ]

10
56
3
56

4
7
3
7

5
56
39
56

2.7 SOLVING SYSTEM OF LINEAR EQUATION USING MATRIX


INVERSION
Example 2.26

132
Solve the system

x+ 2 y =8
2 x +3 y=5

using Matrix Inversion.

Solution: The system can be written as:

][ ] [ ]

1 2 x =8
2 3 y
5

Pre-multiply both sides by

1 2
2 3

1 2
2 3

] [

][ ] [

1 2 x = 1 2
2 3 y 2 3

[][

x = 1 2
y 2 3

From Example 3.20

3 x2 y+ z =2
5 x+6 y +2 z=35

x3 z=8
Solution:

8
5

[ ]
[ ] [ ][ ] [ ]

1 2
2 3

2
7
1
7

2
7 8=2
1 5
3
7

x=2, y=3

Example 2.27

][]
3
7
2
7

3
x = 7
y
2
7

Therefore,

Solve the system

][]
8
5

133

Let

3 2 1
A= 5 6
2
1 0 3

X =

[]
x
y
z

B =

[]
2
35
8

The system can written as

AX =B
Pre-multiply both sides

by A1

A1 A X= A1 B
X =A1 B

3 2 1
A= 5 6
2
1 0 3

From example 3. 21

[ ]

9
47
x
17
y=
94
z
3
47

[]

3
47
5
47
1
47

[ ]

9
47
A1= 17
94
3
47

5
47
2
1
1
=
35
4
94
8
3
14
47

[ ][]

3
47
5
47
1
47

5
47
1
94
14
47

134

Exercise No. 16
INVERSE OF A MATRIX
Solve the following problems.
1.

Find the inverse of the matrix of the following using the Adjoint Method.

(a)

[ ]

(b)

3 4
3 7

3 4 5
1 4 1
2 3 4

135

(c)

2.

2
0
1
2

3 1 3
4 5 5
2 1 1
3 4 1

Find the inverse of

3 4 5
1 4 1
2 3 4

using elementary row operations.

136

3.

[ ]

A1= 3 4
3 7

If

4.

If

Given

, what is

[ ]

A= 1 3
2 7

[ ]

A= 3 4
1 5

A ?

, what is

[ ]

B= 2 1
4 6

Solve the following matrix equations.


5.

AD =B

Solve for D

T
and ( A )

. Compare them.

[ ]

C= 3 4
1 6

137

6.

DE= A+C

7.

AXC =B

Solve for

Solve for

138

8.

X T A+ X T B=C

Solve for

9. Using matrix inversion, solve for the following system of linear equations.
a.

2 x y =7

139
x+ y=1

b.

3 x + y + z=4

2 x y 2 z=3
4 x +2 y +2 z =12

140

c.

x+ y+ 3 z + 4 w=10
3 x y3 z3 w=3

x+ y+ z+ 4 w=0
3 x y2 z5 w=4

141

2.8 RANK OF A MATRIX

The rank of a matrix is the greatest value of r for which there exists an
r x r submatrix of A with non-vanishing determinants. The determinant of any
square matrix with r + 1 or more rows equals zero.
The rank r of an m x n matrix can at most be equal to the smaller of
the numbers m and n but may be less.
An n x n matrix has a rank r < n if and only if A = 0. In this case A is
a singular matrix.
An n x n matrix has a rank r = n if and only if A 0. In this case A is
a non-singular matrix.
Example 2.28

Find the rank of

3 2
1 4
6 4 2 8

Solution:
The determinant of all the 2 x 2 submatrices are all equal to zero.

3 2
6 4

3
1
6 2

2 1
4 2

][

3
4 , 1
4 =0
6 8 2 8

The rank is at most the smaller value of 2 x 44 which is 2 but all the 2
x 2 submatrices have determinants = 0. Therefore rank = 1.
Example 2.29

142

Find the rank of

2 4 3 6
3 6 5 9
1 2 1 3

Solution:
At most, the rank is the smaller value of 3 x 4 which is 3. But all the 3
x 3 submatrices

2 4 3
3 6
5
1 2 1

] [
,

2 4 6
3 6 9
1 2 3

] [
,

4 3 6
6
5 9
2 1 3

] [
,

2 3 6
3 5 9
1 1 3

are all
Singular, i.e., (det = 0). Therefore rank < 3. But the 2 x 2 submatrix

4 3
6
5

(det = -2). Therefore rank = 2.


Theorem. The rank of a matrix is not altered by an sequence of elementary
operations. The sequence of elementary operations includes:
1. interchanging rows.
2. multiplying a column by a non-zero member.
3. adding a constant times the elements of one column to the
corresponding elements of another column.
From the 1st example

A=

3 2
1 4
6 4 2 8

row 1 multiplied by 2 then added to row 2

3 2 1 4
0 0 0 0

All the possible two by two matrices have zero determinants.


This rank = 1.

143

From example 2

2 4 3 6
3 6 5 9
1 2 1 3

1 2 1 3
3 6 5 9
2 4 3 6

1 2 1 3
0 0
2 0
0 0 1 0

1 2 1 3
0 0
0 0
0 0 1 0

interchange row 1 and row 3

row 1 times row 3 + row 2


row 1 times 2 + row 3

row 3 times row 2 + row 2

It is seen that all the possible 3 x 3 matrices have zero determinants.

1 3
1 0

has a non-zero determinant. Therefore rank = 2.

2.9 SOLUTION OF SYSTEM OF LINEAR EQUATIONS.


2.9.1

Theorem 1: Cramers Rule

144
For a system of linear equations in n unknown

a11 x 1+ a12 x 2 +. .. . a1 n x n =b1


a21 x 1 +a 22 x2 +. . .. a 2n x n=b 2
a31 x 1 +a32 x2 +. . .. a 3n x n=b 3
..
an 1 x1 +a n 2 x 2+ .. . . ann x n=bn

a11 a12 .. .. a1 n
a 21 a22 .. .. a2 n

D= a 31 a32 .. .. a3 n
..
.. .. .. ..
an 1 a n 2 .. .. ann

] [

a11 b1 .. .. a1 n
a21 b2 .. .. a2 n

D (x 2)= a
b3 .. .. a3 n
31
.. .. .. .. ..
an 1 b n .. .. ann

b1
b2

a12 .. .. a1 n
a 22 .. .. a2 n

D(x 1)= b3 a32 .. .. a3 n


..
.. .. .. ..
bn am 2 .. .. ann

] [

a11 a 12 .. .. b1
a21 a 22 .. .. b2

D (x n)= a
a 32 .. .. b3
31
..
.. .. .. ..
an 1 an 2 .. .. bn

]
]

The solution set is given by:

x
( 1)
D
D
x1 =

x
( 2)
D
D
x2 =

. ......

x
( n)
D
D
x n=

D0

Example 2.30
Solve the following system of linear equations using Cramers Rule.

3 x + y + z=4

2 x y 2 z=3

145
4 x +2 y +2 z =12
Solution:

3 1
1
D= 2 1 2 =10
4
2
2

3 4 1
D ( y )= 2 3 2 =30
4 12 2

x=

D (x) 20
=
=2
D
10

y=

D( y ) 30
=
=3
D
10

z=

D(z) 50
=
=5
D
10

4 1
1
D ( x )= 3 1 2 =20
12 2
2

3 1 4
D ( z ) = 2 1 3 =50
4
2 12

2.9.2 Solution of Homogeneous System of Linear Equations


Consider the system of Linear Equations in m unknowns

a11 x 1+ a12 x 2 +. .. . a1 n x n =0
a21 x 1 +a 22 x2 +. . .. a 2n x n=0
a31 x 1 +a32 x2 +. . .. a 3n x n=0
..

an 1 x1 +a n 2 x 2+ .. . . an n x n =0

146

Let

a11
a21

a 12
a 22

.. .. a1 n
.. .. a2 n

A= a31 a 32 .. .. a3 n
..
.. .. .. ..
am 1 am 2 .. .. amn

Theorem 2: If m = n (meaning A is a square matrix) and A 0, then the


system has only the trivial solutions: x1 = x2 = . . . .xn = 0.
Example 2.31
Solve the system of linear equations

2 x 4 y =0
x y=0
Solution:

A= 2 4
1 1

| A|=6 0.

Therefore, the only solution is

x= y=0

Example 2.32
Solve the system of linear equations

x+ y+ z=0
2 x y5 z=0

x y5 z=0
Solution:

1 1
1
A= 2 1 5
1 1 5

| A|=4 0.

Therefore, the only solution is the trivial

one

( x= y=z =0)

147
Theorem 3: If in the system of linear equations in m unknowns rank (A) < m,
consider only r equations whose coefficients matrix has a rank r. Omit the
other m r equations. If m < n (meaning, there are more unknowns than
equations), consider only r (rank) equations by transferring the other
variables to the right. Note: There will be an infinite solutions to the system.
Example 2.33
Solve the system

x+ y+ z=0

2 x y7 z=0

x y5 z=0
Solution:

1 1
1
A= 2 1 5
1 1 5

| A|=0.

rank (A) = 2 m = 3

Consider only (r = 2) equations

x+ y=z

2 x y=7 z
Solving

x=2 z

and

y=3 z

(z = arbitrary)

Note that this solution must satisfy the omitted


Substituting:

2 z (3 z ) 5 z=0

0=0
Example 2.34
Solve the system

2 x + y + z=0

4 x +3 yz =0
Solution:

x y 5 z =0.

148

A=

2 1 1
4 3 1

rank (A) = 2

n=3

Transfer one variable (say z to the right)

2 x + y =z

4 x +3 y=z
Solving

x=2 z

and

y=3 z

z=

arbitrary

Example 2.35
Solve the system

x2 yz +3 w=0

2 x 4 y 3 z +6 w=0

3 x +6 y +5 z9 w=0
Solution:

1 2 1 3
A= 2 4 3 6
3 6 5 9

Rank (A) = 2 [all 3 x 3 submatrices have determinants = 0]


Consider only 2 equations , say the first 2

xz=2 y3 w
2 x 3 z =4 y 6 w
Solving

x=2 y 3 w ,

z=0 ,

Check by substituting in the last equation.

3 (2 y 3 w)+ 6 y+ 5(0)9 w=0

6 y + 9 w+6 y 9 w=0

and

are arbitrary.

149
0=0
2.9.3 Solution of Non Homogeneous Linear Systems of m
Linear Equations in n unknowns
Consider the system of linear equations:

a11 x 1+ a12 x 2 +. .. . a1 n x n =b1


a21 x 1 +a 22 x2 +. . .. a 2n x n=b 2
a31 x 1 +a32 x2 +. . .. a 3n x n=b 3
..

am 1 x 1+ am 2 x 2 +. .. . amn x n=bn

Let

a11
a21

a 12
a 22

.. .. a1 n
.. .. a2 n

A= a
a 32 .. .. a3 n
31
..
.. .. .. ..
am1 am 2 .. .. amn

and

a 11

a12

.. .. a 1n b1

a21

a22

.. .. a 2n b2

B= a
a32 .. .. a 3n b3
31
..
.. .. .. .. ..
am 1 a m 2 .. .. amn b n

1. Determine ranks of A and B. If rank(A) rank(B), the system has no


solution.
2. If rank A = rank B, there is a solution. Apply the following procedure.
a. If rank(A) < m, consider only r equations whose coefficient
matrix has rank r. Omit the other m r equations.
b. Transpose n r unknowns to the right member of each equation,
retaining the r unknowns in the left member whose coefficient
matrix has a rank r.
c. Solve the system in step 3 using Cramers rule.
Example 2.36
Solve the system

2 x 5 y +13 z=24

3 x+ y 6 z=2

150

Solution:

A=

2 5 13
3 1 6

B=

2 5 13 24
3 1 6 2

rank(A) = 2
rank(B) = 2. Thus, a solution exists.
n=3
Since the rank is 2, transpose 3 2 = 1 unknown to the right.

2 x y=13 z 24
3 x+ y =2+ 6 z

x=

x=

13 z24 1
2+6 z
1

[
[

2 1
3 1

2 13 z24
3 2+6 z

2 1
3 1

=z2

=3 z+ 4

Example 2.37
Solve the system

x y+ z=4
x+ y z=0

2 x 3 y +z=4
3 x+2 y 3 z=1
Solution:

151

x=

z=

[
[
[
[

4 1 1
0 1 1
4 3 1
1 1 1
1 1 1
2 3 1
1 1 4
1 1 0
2 3 4

]
]

1 1 1
1 1 1
2 3 1

=2

y=

[
[

1 4 1
1 0 1
2 4 1

1 1 1
1 1 1
2 3 1

=1

=3

Substitute in the last equation

3 x+2 y 3 z=1

3(2)+2(1) 3 (3)=1

1=1

2.9.4

The Gaussian Elimination


This method involves replacing equations by combinations of equations in
such a way that a triangular system is obtained.

u11 x 1+u 12 x 2+. . . .u1 n x n=c 1


u22 x 2 +. .. . u2 n x n=c2
.

.
umn x n =c n
After this, the components of x are easily found, one after the other by
back substitution.
Example 2.38

152
Solve the system

3 x+ 4 y +2 zw=22
4 x +2 y 3 z+ 2w=9

5 x +3 y4 z+ 3 w=4
3 x+ y + z +2 w=16
Solution:
Write the system in augmented matrix form

[
[

3
4
5
3

4 2 1
2 3 2
3 4 3
1 1 2

4
3
2
3
1

1
4
5
3

4
3
2

0
0

3
1

2 1
3 3
3 2
4 3
1 2

2 1
:
3
3
3 2 :
4 3 :
1 2 :

4
3
10
0
3
29
0
3
0
3
1

:
:
:
:

22
R1
9
3
4
16

22
3 4 R1 + R2
: 9 5 R1 + R2
: 4 3 R1 + R2
: 16
:

22
3 R2
9 3
4
16

2 1
22
:
3
3
3
17 10
61 3
:
10 3
3 10 R2

2 4 : 122
3
3 3
1 3 : 6

153

2 1
:
3
3
17
0 1
1 :
3
29 2 4 :
0
3
3
3
0
3 1 3 :
1

4
3

22
3
61 29
R 2+ R 3
10 3
122 3 R2 + R4
3
6

[ ]
[ ]
[ ]
1

4
3

0 1
0 0
0 0

4
3

0
0

0
0

4
3

0
0

0
0

2
3
17
3
171
10
41
10

22
3
61
1 :
10
10
R2
183 171
:
11
10
0
123
:
10

1
:
3

2 1
22
:
3
3
3
17
61
1 :
3
10 41
R3 + R 4
61 10
1 110 :
57
41 171
123
10
0
:
10

2 1
3 3
17
1
3
110
1 171
0 451
171

22
3
61
:
10 171
R4
61 451
:
57
451
:
57
:

154

4
3

0 1
0 0
0 0

2 1
22
:
3 3
3
17
61
1 :
171
R
3
10
451 4
110 : 61
1
57
171
0
1
: 3

x+ 4 /3 y +2 /3 z1/3 w=22/3

y +17/10 zw=61/ 10
z110 /171 w=61/57

w=3
Using
substitution

back

w=3

z=3
y=4

x=1

Exercise No. 17
INVERSE OF A MATRIX
Solve the following problems.
1.

Find the inverse of the matrix of the following using the Adjoint Method.
Solve the following system using Cramers Rule and Gaussian Elimination.
(a)

3 x+ 4 y=6

4 x +2 y=14

155

(b)

3 x+ 4 y +2 z=4

2 x 4 y+5 z=33

5 x+ y + z=12

156

(c)

3 x+ 4 y 3 z+ 2 w=13

x +2 y +4 z 3 w=0

9 x+ y+ z+2 w=28
2 x +3 y 2 z+ w=11

157

2. Determine the rank of the following matrices. Use elementary operations.

(a)

2 1 3
1 2 3
5 0 3

158

(b)

1 2
3 4
2 1
4 3
3 0 5 10

(c)

1
2
3
4

2 3 4 5
3 4 5 6
4 5 6 7
5 6 7 8

159

3. Determine the solution of the following system of homogeneous linear


equations.
(a)

2 x +5 y=0

3 x7.5 y=0

(b .3 x y =0

3 x+2 y=0

160

(c)

2 x y+ z=0

x+ 2 y z=0

(d)

3 x+ y +2 zw=0

2 x y3 z+ 2 w=0

2 x +3 y + z3 w=0

161

x2 z=0

(e)

2 y+3 w=0

y +5 z=0

4. Solve the following system of linear equations.


(a)

5 x+ y =17

3 x y=7

162
2 x + y =1

(b)

3 x+2 y=3

2 x y=5
5 x+7 y =6

(c)

3 x+ 4 y=0

163
2 x 5 y =23
4 x +2 y=10

x+ y=1

(d)

x+ 2 y + z=3

3 x y4 z=4

164

(e)

x+ 3 y + 4 z +3 w=1

3 x 4 y 5 z+ 6 w=7

x+2 y + z8 w=1

(f)

3 x y z w=1

4 x + y +2 z+ 2 w=0
3 x 2 y 2 z 3 w=5

x+ y+ z+ w=1
3 x 2 y z 2 w=3

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