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MODULE 4 - Laplace Transforms

The document discusses Laplace transforms and provides examples of finding the Laplace transform of some common functions. It introduces Laplace transforms and their use in solving differential equations. It then gives the Laplace transforms of elementary functions such as 1, t, t^2, e^at, cos(kt), and provides examples of calculating the transforms.

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Irene Hugo
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0% found this document useful (0 votes)
176 views

MODULE 4 - Laplace Transforms

The document discusses Laplace transforms and provides examples of finding the Laplace transform of some common functions. It introduces Laplace transforms and their use in solving differential equations. It then gives the Laplace transforms of elementary functions such as 1, t, t^2, e^at, cos(kt), and provides examples of calculating the transforms.

Uploaded by

Irene Hugo
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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M222C | ADVANCED MATHEMATICS FOR CE

MODULE 4
LAPLACE TRANSFORMS

4.1 Pierre Simon Marquis Laplace (1749-1827)

Pierre Simon Marquis Laplace was a French scholar and polymath whose work
was important to the development of engineering, mathematics, statistics,
physics, astronomy, and philosophy. Laplace formulated Laplace's equation, and
pioneered the Laplace transform which appears in many branches
of mathematical physics, a field that he took a leading role in forming.

4.2 Laplace Transforms

In Mathematics, Laplace Transform is an integral transform which transforms a


function of a real variable t(often time) to a function of a complex variable
s(complex frequency). Laplace transforms are usually restricted to functions of t
with 𝑡 ≥ 0.

Laplace Transform Method solves differential equations and corresponding


boundary value problems. The process of solution consists of three main steps:

1. The given hard problem is transformed into a simple equation (subsidiary


equation).
2. The subsidiary equation is solved by purely algebraic manipulations.
3. The solution of the subsidiary equation is transformed back to obtain the
solution of a given problem.

In this way, Laplace Transform reduces the problem of solving a differential


equation to an algebraic problem. This process is made easier by Table of
Functions and their Transforms.

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M222C | ADVANCED MATHEMATICS FOR CE

4.3 Laplace Transforms of Some Elementary Functions

f(t) F(s)
1
1
𝑠
1
t
𝑠2
𝑛!
𝑡𝑛
𝑠 𝑛+1
1
𝑒 ±𝑎𝑡
𝑠±𝑎
𝑛!
𝑡 𝑛 𝑒 ±𝑎𝑡
(𝑠 ± 𝑎)𝑛+1
𝑘
sin 𝑘𝑡
𝑠 + 𝑘2
2
𝑠
cos 𝑘𝑡
𝑠2 + 𝑘2
𝑘
sinh 𝑘𝑡
𝑠2 − 𝑘2
𝑠
cosh 𝑘𝑡
𝑠2 − 𝑘2
𝑘
𝑒 ±𝑎𝑡 sin 𝑘𝑡
(𝑠 ± 𝑎)2 + 𝑘 2
𝑠±𝑎
𝑒 ±𝑎𝑡 cos 𝑘𝑡
(𝑠 ± 𝑎)2 + 𝑘 2
2𝑘𝑠
t sin 𝑘𝑡
(𝑠 2 + 𝑘 2 )2
𝑠2 − 𝑘2
t cos 𝑘𝑡
(𝑠 2 + 𝑘 2 )2

4.4 Laplace Transforms by Direct Integration

Let 𝑓(𝑡) be a given function that is defined for all t ≥ 0.

Multiply 𝑓(𝑡) by 𝑒 −𝑠𝑡 and integrate with respect to t from zero to infinity.

Then if the resulting integral exists (that is, has some finite value), it is a function of
s, say 𝐹(𝑠):

𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
0

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M222C | ADVANCED MATHEMATICS FOR CE

Remember, the original function 𝑓 depends on 𝑡 and the new function 𝐹(its
transform) depends on 𝑠.

The function F of the variable s is called the Laplace Transform of the original
function f(t) and will be denoted by ℒ(𝑓). Then:

𝐹(𝑠) = ℒ𝑓(𝑡) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
0

Example No. 1:
Find the Laplace Transform of 𝑓(𝑡) = 1 when 𝑡 ≥ 0.

𝐹(𝑠) = ℒ(1)

ℒ(1) = ∫0 𝑒 −𝑠𝑡 (1) 𝑑𝑡
1 ∞
= − ∫0 𝑒 −𝑠𝑡 (−𝑠 𝑑𝑡)
𝑠
1
= − 𝑒 −𝑠𝑡 | ∞
0
𝑠
1
= − [𝑒 −𝑠(∞) − 𝑒 −𝑠(0) ]
𝑠
1
= − (−1)
𝑠
1
ℒ(1) = , 𝑠 > 0
𝑠

Example No. 2:
Find the Laplace Transform of 𝑓(𝑡) = 𝑡 when 𝑡 ≥ 0.

ℒ(𝑡) = ∫0 𝑒 −𝑠𝑡 (𝑡) 𝑑𝑡

Applying integration by parts:


𝑢 = 𝑡
𝑑𝑢 = 𝑑𝑡
𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡
1
𝑣 = − 𝑒 −𝑠𝑡
𝑠
1 ∞ 1
= 𝑡 (− 𝑒 −𝑠𝑡 ) − ∫0 (− 𝑒 −𝑠𝑡 ) 𝑑𝑡
𝑠 𝑠
𝑡 1
=− 𝑒 −𝑠𝑡 | ∞
0
− 𝑒 −𝑠𝑡 | ∞
0
𝑠 𝑠2

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M222C | ADVANCED MATHEMATICS FOR CE

∞ 0 1 1
= [− 𝑒 −𝑠(∞) + 𝑒 −𝑠(0) ] − [ 𝑒 −𝑠(∞) − 𝑒 −𝑠(0) ]
𝑠 𝑠 𝑠2 𝑠2
1
ℒ(𝑡) = , 𝑠>0
𝑠2

Example No. 3:
Find the Laplace Transform of 𝑓(𝑡) = 𝑡 2 when 𝑡 ≥ 0.

ℒ(𝑡 2 ) = ∫0 𝑒 −𝑠𝑡 (𝑡 2 ) 𝑑𝑡

Applying integration by parts


𝑢 = 𝑡2
𝑑𝑢 = 2𝑡 𝑑𝑡
𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡
1 −𝑠𝑡
𝑣 = − 𝑒
𝑠
1 ∞ 1
= 𝑡 2 (− 𝑒 −𝑠𝑡 ) − ∫0 (− 𝑒 −𝑠𝑡 )( 2𝑡 𝑑𝑡 )
𝑠 𝑠
𝑡2 −𝑠𝑡 ∞ 2 ∞
=−
𝑠
𝑒 |0 + ∫ 𝑒 −𝑠𝑡
𝑠 0
𝑡 𝑑𝑡
𝑡2 2
=− 𝑒 −𝑠𝑡 | ∞
0
+
𝑠 𝑠3
∞2 02 2
=− 𝑒 −𝑠(∞) + 𝑒 −𝑠(0) +
𝑠 𝑠 𝑠3
2
ℒ(𝑡 2 ) = , 𝑠>0
𝑠3

Example No. 4:
Find the Laplace Transform of 𝑓(𝑡) = 𝑒 𝑎𝑡 when 𝑡 ≥ 0 and a is constant.

ℒ(𝑒 𝑎𝑡 ) = ∫0 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑑𝑡

= ∫0 𝑒 (−𝑠+𝑎)𝑡 𝑑𝑡

= ∫0 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡
1 ∞
=− ∫ 𝑒 −(𝑠−𝑎)𝑡 [−(𝑠 − 𝑎)𝑑𝑡]
(𝑠−𝑎) 0
1
=− |𝑒 −(𝑠−𝑎)𝑡 | ∞
0
(𝑠−𝑎)
1
=− [𝑒 −(𝑠−𝑎)(∞) − 𝑒 −(𝑠−𝑎)(0) ]
(𝑠−𝑎)

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M222C | ADVANCED MATHEMATICS FOR CE

1
= − (𝑠−𝑎) (−1)
1
ℒ(𝑒 𝑎𝑡 ) = (𝑠−𝑎) , (𝑠 − 𝑎) > 0

Example No. 5:
Find the Laplace Transform of 𝑓(𝑡) = 𝑐𝑜𝑠 𝑘𝑡 when 𝑡 ≥ 0 and 𝑘 is constant.

ℒ(𝑐𝑜𝑠 𝑘𝑡) = ∫ cos 𝑘𝑡 𝑒 −𝑠𝑡 𝑑𝑡


0
Applying integration by parts
𝑢 = 𝑐𝑜𝑠 𝑘𝑡
𝑑𝑢 = − 𝑘 𝑠𝑖𝑛 𝑘𝑡 𝑑𝑡
𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡
1
𝑣 = − 𝑒 −𝑠𝑡
𝑠

1 𝑘
= − 𝑒 −𝑠𝑡 𝑐𝑜𝑠 𝑘𝑡 𝑑𝑡 − ∫ 𝑒 −𝑠𝑡 𝑠𝑖𝑛 𝑘𝑡 𝑑𝑡
𝑠 𝑠
0

Applying integration by parts


𝑢 = 𝑠𝑖𝑛 𝑘𝑡
𝑑𝑢 = 𝑘 𝑐𝑜𝑠 𝑘𝑡 𝑑𝑡
𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡
1
𝑣 = − 𝑒 −𝑠𝑡
𝑠
∞ ∞
1 −𝑠𝑡 𝑘 −𝑠𝑡 𝑘2
∫ 𝑐𝑜𝑠 𝑘𝑡 𝑒 𝑑𝑡 = − 𝑒 𝑐𝑜𝑠 𝑘𝑡 + 2 𝑒 𝑠𝑖𝑛 𝑘𝑡 − 2 ∫ 𝑒 −𝑠𝑡 𝑐𝑜𝑠 𝑘𝑡 𝑑𝑡
−𝑠𝑡
𝑠 𝑠 𝑠
0 0
∞ ∞
2
𝑘 1 𝑘
[∫ 𝑐𝑜𝑠 𝑘𝑡 𝑒 −𝑠𝑡 𝑑𝑡 + 2
∫ 𝑒 −𝑠𝑡 𝑐𝑜𝑠 𝑘𝑡 𝑑𝑡 = − 𝑒 −𝑠𝑡 𝑐𝑜𝑠 𝑘𝑡 + 2 𝑒 −𝑠𝑡 𝑠𝑖𝑛 𝑘𝑡] (𝑠 2 )
𝑠 𝑠 𝑠
0 0
2 2 ∞ −𝑠𝑡
(𝑠 + 𝑘 ) ∫0 𝑐𝑜𝑠 𝑘𝑡 𝑒 𝑑𝑡 = −𝑠 𝑒 −𝑠𝑡 𝑐𝑜𝑠 𝑘𝑡 + 𝑘 𝑒 −𝑠𝑡 𝑠𝑖𝑛 𝑘𝑡
−𝑠 𝑐𝑜𝑠 𝑘𝑡+𝑘 𝑠𝑖𝑛 𝑘𝑡 ∞
= |0
𝑒 𝑠𝑡
−𝑠 𝑐𝑜𝑠 𝑘(∞)+𝑘 𝑠𝑖𝑛 𝑘(∞) −𝑠 𝑐𝑜𝑠 𝑘(0)+𝑘 𝑠𝑖𝑛 𝑘(0)
= −( )
𝑒 𝑠(∞) 𝑒 𝑠(0)

𝑠+0 1
[(𝑠 2 + 𝑘 2 ) ∫ 𝑐𝑜𝑠 𝑘𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = ] ( 2 )
1 𝑠 + 𝑘2
0
∞ −𝑠𝑡 𝑠
∫0 𝑐𝑜𝑠 𝑘𝑡 𝑒 𝑑𝑡 =
𝑠 2 +𝑘 2

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M222C | ADVANCED MATHEMATICS FOR CE

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