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Laplace Transform Unit 1, Summaries of Applied Mathematics

This document contains Notes and formulas of Laplace Transform.

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1. LAPLACE TRANSFORM
1.1 Introduction
The Laplace Transform is a very versatile mathematical tool which enables the
scientists and engineers to find out the solution of the initial value problems
involving homogeneous and non-homogeneous equations alike. Before the
advent of calculators and computers, the logarithms were extensively used to
replace multiplications or division of two large numbers by addition or
subtraction of two numbers. The crucial idea behind the Laplace Transform is
that it replaces operations of calculus by operations of algebra.
1.2 Definition of Laplace Transform:
Let us consider a function ๐‘“(๐‘ก) which is defined for all the positive values of ๐‘ก.
Then the Laplace transform of the function ๐‘“(๐‘ก) is defined as
๐ฟ{๐‘“(๐‘ก)}=๐‘“๎ชง(๐‘ )= โˆซ ๐‘’โˆ’๐‘ ๐‘ก
โˆž
0๐‘“(๐‘ก)๐‘‘๐‘ก , โ€ฆ โ€ฆโ€ฆ โ€ฆโ€ฆ โ€ฆโ€ฆ โ€ฆโ€ฆ โ€ฆโ€ฆ โ€ฆ (1.1)
provided that the integral exists. Here ๐‘  is a parameter which may be real or
complex. Here ๐‘“๎ชง(๐‘ ) is called the Laplace Transform of ๐‘“(๐‘ก). The function ๐‘“(๐‘ก),
on the other hand, is called the inverse Laplace Transform of ๐‘“๎ชง(๐‘ ). It is
symbolically denoted as ๐ฟโˆ’1{๐‘“๎ชง(๐‘ )}. The symbol L transforming ๐‘“(๐‘ก) into ๐‘“๎ชง(๐‘ ) is
termed as the Laplace transform operator.
1.3 Laplace Transform of Some Elementary Functions:
(i) Let ๐‘“(๐‘ก)=1, then
๐ฟ{๐‘“(๐‘ก)}=๐ฟ{1}=โˆซ ๐‘’โˆ’๐‘ ๐‘ก
โˆž
0๐‘“(๐‘ก)๐‘‘๐‘ก
= โˆซ ๐‘’โˆ’๐‘ ๐‘ก
โˆž
0(1)๐‘‘๐‘ก
= {๐‘’โˆ’๐‘ ๐‘ก
โˆ’๐‘ }โˆž
0
= 1
๐‘ .
(ii) Let ๐‘“(๐‘ก)=๐‘’๐‘Ž๐‘ก, then
๐ฟ{๐‘“(๐‘ก)}=๐ฟ{๐‘’๐‘Ž๐‘ก}=โˆซ ๐‘’โˆ’๐‘ ๐‘ก
โˆž
0๐‘’๐‘Ž๐‘ก๐‘‘๐‘ก
= โˆซ ๐‘’โˆ’(๐‘ โˆ’๐‘Ž)๐‘ก
โˆž
0๐‘‘๐‘ก
pf3
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1. LAPLACE TRANSFORM

1.1 Introduction

The Laplace Transform is a very versatile mathematical tool which enables the

scientists and engineers to find out the solution of the initial value problems

involving homogeneous and non-homogeneous equations alike. Before the

advent of calculators and computers, the logarithms were extensively used to

replace multiplications or division of two large numbers by addition or

subtraction of two numbers. The crucial idea behind the Laplace Transform is

that it replaces operations of calculus by operations of algebra.

1.2 Definition of Laplace Transform:

Let us consider a function ๐‘“(๐‘ก) which is defined for all the positive values of ๐‘ก.

Then the Laplace transform of the function ๐‘“(๐‘ก) is defined as

โˆ’๐‘ ๐‘ก

โˆž

0

provided that the integral exists. Here ๐‘  is a parameter which may be real or

complex. Here ๐‘“

is called the Laplace Transform of ๐‘“(๐‘ก). The function ๐‘“(๐‘ก),

on the other hand, is called the inverse Laplace Transform of ๐‘“

(๐‘ ). It is

symbolically denoted as ๐ฟ

โˆ’ 1

}. The symbol L transforming ๐‘“(๐‘ก) into ๐‘“

is

termed as the Laplace transform operator.

1.3 Laplace Transform of Some Elementary Functions:

(i) Let ๐‘“

= 1 , then

โˆ’๐‘ ๐‘ก

โˆž

0

โˆ’๐‘ ๐‘ก

โˆž

0

โˆ’๐‘ ๐‘ก

(ii) Let ๐‘“

๐‘Ž๐‘ก

, then

๐‘Ž๐‘ก

โˆ’๐‘ ๐‘ก

โˆž

0

๐‘Ž๐‘ก

โˆ’(๐‘ โˆ’๐‘Ž)๐‘ก

โˆž

0

โˆ’(๐‘ โˆ’๐‘Ž)๐‘ก

Let ๐‘Ž โ†’ โˆ’๐‘Ž, then

โˆ’๐‘Ž๐‘ก

(iii) Let ๐‘“(๐‘ก) = sin ๐‘Ž๐‘ก, then

๐ฟ{๐‘“(๐‘ก)} = ๐ฟ{sin ๐‘Ž๐‘ก} = โˆซ ๐‘’

โˆ’๐‘ ๐‘ก

โˆž

0

sin ๐‘Ž๐‘ก ๐‘‘๐‘ก

โˆ’๐‘ ๐‘ก

2

2

(โˆ’๐‘  sin ๐‘Ž๐‘ก โˆ’ ๐‘Ž cos ๐‘Ž๐‘ก)}

2

2

(iv) Let ๐‘“(๐‘ก) = cos ๐‘Ž๐‘ก, then

cos ๐‘Ž๐‘ก

โˆ’๐‘ ๐‘ก

โˆž

0

cos ๐‘Ž๐‘ก ๐‘‘๐‘ก

โˆ’๐‘ ๐‘ก

2

2

โˆ’๐‘  cos ๐‘Ž๐‘ก + ๐‘Ž sin ๐‘Ž๐‘ก

2

2

Let ๐‘Ž โ†’ 1 , then

๐ฟ{cos ๐‘ก} =

2

(v) Let ๐‘“(๐‘ก) = sinh ๐‘Ž๐‘ก, then

๐ฟ{๐‘“(๐‘ก)} = ๐ฟ{sin โ„Ž ๐‘Ž๐‘ก} = ๐ฟ {

๐‘Ž๐‘ก

โˆ’๐‘Ž๐‘ก

[๐ฟ{๐‘’

๐‘Ž๐‘ก

โˆ’๐‘Ž๐‘ก

}]

[By Linearity Property]

[

]

2

2

Let ๐‘Ž โ†’ 1 , then

๐ฟ{sinh ๐‘ก} =

2

โˆ’๐‘Ž๐‘ก

๐’‚๐’•

sin ๐‘Ž๐‘ก

2

2

2

cos ๐‘Ž๐‘ก

2

2

2

sin โ„Ž ๐‘Ž๐‘ก

2

2

2

2

๐‘›

๐‘›+ 1

2

2

3

๐Ÿ‘

4

Example 1.1: Find the Laplace transforms of (i) ๐ฌ๐ข๐ง ๐Ÿ๐’• ๐œ๐จ๐ฌ ๐Ÿ‘๐’• (ii) ๐ฌ๐ข๐ง

๐Ÿ‘

(iii) ๐œ๐จ๐ฌ ๐’‰

๐Ÿ‘

๐Ÿ๐’• (iv) ( โˆš

๐Ÿ

โˆš๐’•

๐Ÿ‘

(v) ๐ฌ๐ข๐ง ๐’‰

๐Ÿ

๐Ÿ๐’• (vi) ๐ฌ๐ข๐ง ๐’‰

๐Ÿ‘

(vii) ๐œ๐จ๐ฌ ๐’• ๐œ๐จ๐ฌ ๐Ÿ๐’• ๐œ๐จ๐ฌ ๐Ÿ‘๐’•.

Solution: (i) Let ๐‘“(๐‘ก) = sin 2 ๐‘ก cos 3 ๐‘ก

2 sin 2 ๐‘ก cos 3 ๐‘ก

{sin 5 ๐‘ก + sin(โˆ’๐‘ก)}

{sin 5 ๐‘ก โˆ’ sin ๐‘ก}

โˆด ๐ฟ{๐‘“(๐‘ก)} = ๐ฟ{sin 2 ๐‘ก cos 3 ๐‘ก}

= ๐ฟ [

{sin 5 ๐‘ก โˆ’ sin ๐‘ก}]

[๐ฟ{sin 5 ๐‘ก} โˆ’ ๐ฟ{sin ๐‘ก}]

[

2

๐‘ 

]

(ii) Let ๐‘“

= sin

3

1

4

[

4 sin

3

]

[ 3 sin 2 ๐‘ก โˆ’ sin 6 ๐‘ก] [โˆต sin 3 ๐‘ก = 3 sin ๐‘ก โˆ’ 4 sin

3

๐‘ก]

sin 2 ๐‘ก โˆ’

sin 6 ๐‘ก

โˆด ๐ฟ{๐‘“(๐‘ก)} = ๐ฟ{sin

3

๐ฟ{sin 2 ๐‘ก} โˆ’

๐ฟ{sin 6 ๐‘ก}

2

2

[

2

2

]

(iii) Let ๐‘“

= cosh

3

1

4

[

4 cosh

3

]

[

cosh 6 ๐‘ก + 3 cosh 2 ๐‘ก

]

cosh 6 ๐‘ก +

cosh 2 ๐‘ก

cosh

3

cosh 6 ๐‘ก

cosh 2 ๐‘ก

2

2

(iv) Let ๐‘“(๐‘ก) = ( โˆš

1

โˆš๐‘ก

3

1

2

  • ๐‘ก

โˆ’

1

2

)

3

3

2

  • ๐‘ก

โˆ’

3

2

  • 3 ๐‘ก

1

2

  • 3 ๐‘ก

โˆ’

1

2

3

3

2

} + ๐ฟ {๐‘ก

โˆ’

3

2

} + 3 ๐ฟ {๐‘ก

1

2

} + 3 ๐ฟ {๐‘ก

โˆ’

1

2

}

(vii) Let ๐‘“

= cos ๐‘ก cos 2 ๐‘ก cos 3 ๐‘ก =

1

2

2 cos ๐‘ก cos 2 ๐‘ก

cos 3 ๐‘ก

{cos(๐‘ก + 2 ๐‘ก) + cos(๐‘ก โˆ’ 2 ๐‘ก)} cos 3 ๐‘ก

{cos

2

3 ๐‘ก + cos ๐‘ก cos 3 ๐‘ก}

2 cos

2

2 cos ๐‘ก cos 3 ๐‘ก

[

1 + cos 6 ๐‘ก + cos 4 ๐‘ก + cos 2 ๐‘ก

]

cos 6 ๐‘ก +

cos 4 ๐‘ก +

cos 2 ๐‘ก

โˆด ๐ฟ{๐‘“(๐‘ก)} = ๐ฟ{cos ๐‘ก cos 2 ๐‘ก cos 3 ๐‘ก} = ๐ฟ {

1

4

1

4

cos 6 ๐‘ก +

1

4

cos 4 ๐‘ก +

1

4

cos 2 ๐‘ก}

cos 6 ๐‘ก

cos 4 ๐‘ก

cos 2 ๐‘ก

2

2

2