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Laplace Transform of Integrals, Summaries of Applied Mathematics

The Laplace Transform of Integrals, including a statement and a proof. It also provides several examples of Laplace transforms of integrals. relevant for students studying advanced mathematics, particularly Laplace transforms. It is useful for those who want to understand the Laplace transform of integrals and how to apply it to solve problems.

Typology: Summaries

2020/2021

Available from 01/19/2022

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Unit-I LAPLACE TRANSFORM
1.5.6: Laplace Transform of Integrals:
Statement: If 𝐿{𝑓(𝑡)}=𝑓(𝑠), then 𝐿{𝑓(𝑡)𝑑𝑡
𝑡
0}= 𝑓
(𝑠)
𝑠 .
Proof:
𝐿{∫ 𝑓(𝑡)𝑑𝑡
𝑡
0}= (𝑒𝑠𝑡 {∫ 𝑓(𝑡)
𝑡
0𝑑𝑡})
0 𝑑𝑡
By using integration by parts
𝑢 ={𝑓(𝑡)
𝑡
0𝑑𝑡} , 𝑣=𝑒𝑠𝑡
={𝑓(𝑡)
𝑡
0𝑑𝑡𝑒𝑠𝑡
−𝑠 }
0𝑓(𝑡)
0𝑒𝑠𝑡
−𝑠 𝑑𝑡
[𝑑
𝑑𝑡 𝑓(𝑡)
𝑡
0𝑑𝑡=𝑓(𝑡)]
= {∫ 𝑓(𝑡)
𝑡
0𝑑𝑡𝑒𝑠𝑡
−𝑠}
0+𝑓(𝑠)
𝑠 .(1.4)
={00}+𝑓(𝑠)
𝑠
=𝑓(𝑠)
𝑠 .
Example 1.7: Find the Laplace transforms of
(i) 𝒆−𝒕
𝒕
𝟎𝐜𝐨𝐬𝒕𝒅𝒕 (ii) 𝐬𝐢𝐧𝒕
𝒕
𝒕
𝟎𝒅𝒕 (iii) 𝒆𝒕
𝒕
𝟎𝐬𝐢𝐧𝒕
𝒕𝒅𝒕
(iv) 𝒆𝒂𝒕−𝒆𝒃𝒕
𝒕
𝒕
𝟎𝒅𝒕 (v) 𝐜𝐨𝐬𝒂𝒕−𝐜𝐨𝐬𝒃𝒕
𝒕
𝒕
𝟎𝒅𝒕 (vi)∫∫∫𝐜𝐨𝐬𝒂𝒕
𝒕
𝟎
𝒕
𝟎
𝒕
𝟎𝒅𝒕 𝒅𝒕 𝒅𝒕
(vii) 𝒕
𝒕
𝟎𝒆−𝒕𝐬𝐢𝐧𝟒𝒕𝒅𝒕 (viii) 𝒆𝟒𝒕𝐬𝐢𝐧𝟑𝒕
𝒕𝒅𝒕
𝒕
𝟎 .
Solution: (i) Let 𝑓(𝑡)=cos𝑡, then
𝐿{𝑓(𝑡)}=𝐿{cos𝑡}=𝑠
𝑠2+1 =𝑓(𝑠)
𝐿{𝑒𝑎𝑡𝑓(𝑡)}=𝐿{𝑒−𝑡 cos𝑡}
=𝑠+1
(𝑠+1)2+1[By First Shifting Property]
pf3
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Unit-I LAPLACE TRANSFORM

1.5.6: Laplace Transform of Integrals:

Statement: If 𝐿{𝑓(𝑡)} = 𝑓

(𝑠), then 𝐿 { ∫

𝑡

0

𝑓

̅

(𝑠)

𝑠

Proof:

𝑡

0

−𝑠𝑡

𝑡

0

0

By using integration by parts

𝑡

0

−𝑠𝑡

𝑡

0

𝑒

−𝑠𝑡

−𝑠

0

𝑒

−𝑠𝑡

−𝑠

[

𝑡

0

]

𝑡

0

−𝑠𝑡

Example 1.7: Find the Laplace transforms of

(i)

−𝒕

𝒕

𝟎

𝐜𝐨𝐬 𝒕 𝒅𝒕 (ii)

𝐬𝐢𝐧 𝒕

𝒕

𝒕

𝟎

𝒅𝒕 (iii)

𝒕

𝒕

𝟎

𝐬𝐢𝐧 𝒕

𝒕

(iv)

𝒆

−𝒂𝒕

−𝒆

−𝒃𝒕

𝒕

𝒕

𝟎

𝒅𝒕 (v)

𝐜𝐨𝐬 𝒂𝒕−𝐜𝐨𝐬 𝒃𝒕

𝒕

𝒕

𝟎

𝒅𝒕 (vi) ∫ ∫ ∫

𝒕

𝟎

𝒕

𝟎

𝒕

𝟎

(vii)

𝒕

𝟎

−𝒕

𝐬𝐢𝐧 𝟒𝒕 𝒅𝒕 (viii) 𝒆

−𝟒𝒕

𝐬𝐢𝐧 𝟑𝒕

𝒕

𝒕

𝟎

Solution: (i) Let 𝑓(𝑡) = cos 𝑡, then

cos 𝑡

2

−𝑎𝑡

−𝑡

cos 𝑡

2

[By First Shifting Property]

2

Hence, 𝐿 {∫ 𝑒

−𝑎𝑡

𝑡

0

−𝑡

𝑡

0

cos 𝑡 𝑑𝑡}

2

(ii) Let 𝑓

= sin 𝑡, then

sin 𝑡

2

sin 𝑡

𝑠

2

𝑠

= [tan

− 1

𝑠]

= tan

− 1

(∞) − tan

− 1

− tan

− 1

= cot

− 1

Hence, 𝐿 {∫

𝑡

0

sin 𝑡

𝑡

0

cot

− 1

(iii) Let 𝑓(𝑡) =

sin 𝑡

𝑡

, then

sin 𝑡

− 1

(𝑠) [See example 1. 7 (ii)]

−𝑎𝑡

𝑡

sin 𝑡

= cot

− 1

(𝑠 − 1 ) [By First Shifting Property]

Hence, {∫ 𝑒

−𝑎𝑡

𝑡

0

𝑡

𝑡

0

sin 𝑡

cot

− 1

(iv) Let 𝑓(𝑡) = 𝑒

−𝑎𝑡

−𝑏𝑡

, then

−𝑎𝑡

−𝑏𝑡

𝐿{𝑓(𝑡)} = 𝐿{cos 𝑎𝑡} =

2

2

𝑡

0

𝑑𝑡} = 𝐿 {∫ cos 𝑎𝑡

𝑡

0

2

2

2

2

1

(𝑠) (say)

Hence, 𝐿 ∫ {∫ 𝑓

𝑡

0

𝑡

0

1

2

2

𝑡

0

𝑡

0

2

2

2

(𝑠) (say)

∴ 𝐿 [∫ {∫ ∫ 𝑓

𝑡

0

𝑡

0

𝑡

0

] =

2

2

2

2

𝑡

0

𝑡

0

𝑡

0

2

2

2

(vii) Let 𝑓(𝑡) = sin 4 𝑡, then

𝐿{𝑓(𝑡)} = 𝐿{sin 4 𝑡} =

2

−𝑎𝑡

−𝑡

sin 4 𝑡} =

2

2

Hence, 𝐿{𝑡 𝑒

−𝑎𝑡

−𝑡

sin 4 𝑡} = −

2

2

2

−𝑎𝑡

𝑡

0

−𝑡

𝑡

0

sin 4 𝑡 𝑑𝑡} =

2

2

(viii) Let 𝑓(𝑡) = sin 3 𝑡, then

sin 3 𝑡

2

𝑠

sin 3 𝑡

2

𝑠

= {tan

− 1

= tan

− 1

(∞) − tan

− 1

− tan

− 1

= cot

− 1

Hence, 𝐿 {∫

sin 3 𝑡

𝑡

0

cot

− 1

− 4 𝑡

sin 3 𝑡

𝑡

0

cot

− 1

[By First Shifting Property]