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Laplace Transform Unit 1 Notes 5, Summaries of Applied Mathematics

This document contains important formulas and easy concept of Laplace Transform.

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Unit-I LAPLACE TRANSFORM
1.5.7 Laplace Transform of Derivatives:
To find the Laplace transform of the derivatives, we will have to understand the
following terminologies first:
(i) Functions of Exponential Order:
A function ๐‘“(๐‘ก) is said to be of exponential order as ๐‘กโ†’โˆž if
|๐‘“(๐‘ก)|< ๐‘€๐‘’๐‘˜๐‘ก, for โ‰ฅ๐‘ก0 , โ€ฆโ€ฆ โ€ฆโ€ฆ (1.5)
where ๐‘ก0 is a fixed value of ๐‘ก and ๐‘˜ is a constant.
From (1.5), it is obvious that if lim
๐‘กโ†’โˆž๐‘’โˆ’๐‘˜๐‘ก ๐‘“(๐‘ก) exists or its value is finite, the
function ๐‘“(๐‘ก) is said to be of exponential order.
We also write ๐‘“(๐‘ก)=0(๐‘’๐‘˜๐‘ก) as ๐‘กโ†’โˆž to mean by that ๐‘“(๐‘ก) is an exponential
function of order ๐‘˜.
(ii) Function of Class โ€˜Aโ€™:
A function which is sectionally (piecewise) continuous over every finite
interval in the range ๐‘กโ‰ฅ0 and is of exponential order as ๐‘กโ†’โˆž, is called a
function of class A.
A function ๐‘“(๐‘ก) is said to be piecewise continuous in any interval [๐‘Ž,๐‘] if it
is defined on that interval and is such that the interval can be broken into finite
number of sub-intervals in each of which ๐‘“(๐‘ก) is continuous.
The Laplace transform of the derivatives can be obtained from the following
property of Laplace transform:
Statement: If ๐ฟ{๐‘“(๐‘ก)}=๐‘“๎ชง(๐‘ ) and ๐‘“(๐‘ก) is a continuous function for ๐‘กโ‰ฅ0, is
of exponential order ๐‘˜ and if it is a function of class A, then for ๐‘ >๐‘˜
๐ฟ{๐‘“โ€ฒ(๐‘ก)}=๐‘ ๐ฟ{๐‘“(๐‘ก)}โˆ’๐‘“(0)
= ๐‘ ๐‘“๎ชง(๐‘ )โˆ’๐‘“(0),
where ๐‘“(0)=๐‘“(๐‘ก) at ๐‘ก =0.
Proof: ๐ฟ{๐‘“โ€ฒ(๐‘ก)}=โˆซ๐‘’โˆ’๐‘ ๐‘ก
โˆž
0๐‘“โ€ฒ(๐‘ก)๐‘‘๐‘ก
={๐‘’โˆ’๐‘ ๐‘ก๐‘“(๐‘ก)}โˆž
0โˆ’โˆซ (โˆ’๐‘ )
โˆž
0๐‘’โˆ’๐‘ ๐‘ก๐‘“(๐‘ก)๐‘‘๐‘ก
By using integration by parts
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Unit-I LAPLACE TRANSFORM

1.5.7 Laplace Transform of Derivatives:

To find the Laplace transform of the derivatives, we will have to understand the

following terminologies first:

(i) Functions of Exponential Order:

A function ๐‘“(๐‘ก) is said to be of exponential order as ๐‘ก โ†’ โˆž if

๐‘˜๐‘ก

, for โ‰ฅ ๐‘ก

0

where ๐‘ก

0

is a fixed value of ๐‘ก and ๐‘˜ is a constant.

From (1.5), it is obvious that if lim

๐‘กโ†’โˆž

โˆ’๐‘˜๐‘ก

๐‘“(๐‘ก) exists or its value is finite, the

function ๐‘“(๐‘ก) is said to be of exponential order.

We also write ๐‘“

๐‘˜๐‘ก

) as ๐‘ก โ†’ โˆž to mean by that ๐‘“(๐‘ก) is an exponential

function of order ๐‘˜.

(ii) Function of Class โ€˜Aโ€™:

A function which is sectionally (piecewise) continuous over every finite

interval in the range ๐‘ก โ‰ฅ 0 and is of exponential order as ๐‘ก โ†’ โˆž, is called a

function of class A.

A function ๐‘“(๐‘ก) is said to be piecewise continuous in any interval [๐‘Ž, ๐‘] if it

is defined on that interval and is such that the interval can be broken into finite

number of sub-intervals in each of which ๐‘“(๐‘ก) is continuous.

The Laplace transform of the derivatives can be obtained from the following

property of Laplace transform:

Statement: If ๐ฟ{๐‘“(๐‘ก)} = ๐‘“

(๐‘ ) and ๐‘“(๐‘ก) is a continuous function for ๐‘ก โ‰ฅ 0 , is

of exponential order ๐‘˜ and if it is a function of class A, then for ๐‘  > ๐‘˜

โ€ฒ

where ๐‘“

= ๐‘“(๐‘ก) at ๐‘ก = 0.

Proof: ๐ฟ{๐‘“

โ€ฒ

โˆ’๐‘ ๐‘ก

โˆž

0

โ€ฒ

โˆ’๐‘ ๐‘ก

โˆž

0

โˆ’๐‘ ๐‘ก

By using integration by parts

= Lt

๐‘กโ†’โˆž

โˆ’๐‘ ๐‘ก

โˆ’๐‘ ๐‘ก

โˆž

0

= Lt

๐‘กโ†’โˆž

โˆ’๐‘ ๐‘ก

Since ๐‘“(๐‘ก) is of exponential order ๐‘˜ as ๐‘ก โ†’ โˆž, Lt

๐‘กโ†’โˆž

โˆ’๐‘ ๐‘ก

โˆด From (1.6), we have therefore

โ€ฒ

Generalizations: ๐ฟ{๐‘“

โ€ฒโ€ฒ

2

โ€ฒ

โ€ฒโ€ฒโ€ฒ

3

2

โ€ฒ

โ€ฒโ€ฒ

(๐‘›)

๐‘›

๐‘›โˆ’ 1

๐‘›โˆ’ 2

โ€ฒ

(๐‘›โˆ’ 1 )

where ๐‘“( 0 ) = ๐‘“(๐‘ก) at ๐‘ก = 0

โ€ฒ

โ€ฒ

(๐‘ก) at ๐‘ก = 0

โ€ฒโ€ฒ

โ€ฒโ€ฒ

(๐‘ก) at ๐‘ก = 0

( ๐‘›โˆ’ 1

)

( ๐‘›โˆ’ 1

)

(๐‘ก) at ๐‘ก = 0.

Example 14: Find ๐‘ณ {

๐’…

๐’…๐’•

๐ฌ๐ข๐ง

๐Ÿ

๐’•

๐’•

Solution: Let ๐‘“

= sin

2

1

2

{ 1 โˆ’ cos 2 ๐‘ก}, then

[

cos 2 ๐‘ก

}]

[

2

]

sin

2