Review Notes Advanced Eng’g Math Part 2

LAPLACE TRANSFORMS The s-plane is called the complex frequency plane with σ as real axis
and ω as imaginary axis
Laplace transform is an integral transformation of a function f(t) from
the time domain to the complex frequency domain, giving F(s).
Properties of Laplace Transform

Linearity Property 𝑎𝑓(𝑡) + 𝑏𝑔(𝑡) ⟺ 𝑎𝐹(𝑠) + 𝑏𝐺(𝑠)

1 𝑠
Scaling Property 𝑓(𝑎𝑡) ⇔ 𝐹( )
𝑎 𝑎
∞
s-shifting
𝑭(𝒔) = ∫ 𝒇(𝒕)𝒆−𝒔𝒕𝒅𝒕 𝑒 −𝑎𝑡 𝑓(𝑡) ⇔ 𝐹(𝑠 + 𝑎)
−∞ (first shifting theorem)
Time shifting
where 𝑓(𝑡 − 𝑎)𝑢(𝑡 − 𝑎) ⇔ 𝑒 −𝑎𝑠 𝐹(𝑠)
(second shifting theorem
s = complex freq. variable
s = σ + jω 𝑑𝑛 𝐹(𝑠)
Differentiation property 𝑡 𝑛 𝑓(𝑡) ⇔ (−1)𝑛
j = imaginary unit 𝑑𝑠 𝑛

Laplace transform converts differential equations into algebraic 𝑦 ′ ⇔ 𝑠𝑌(𝑠) − 𝑦(0)

Transform of Derivative
𝑦 ′′ ⇔ 𝑠 2 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦 ′ (0)
equations and provides the total response more directly.
𝑡
𝐹(𝑠)
Applications of Laplace transforms Transform of integral ∫ 𝑓(𝜏)𝑑𝜏 ⇔
𝑠
➢ Solutions of ODEs 0

➢ Circuit analysis
Convolution Property 𝑓(𝑡) ∗ 𝑔(𝑡) ⇔ 𝐹(𝑠) 𝐺(𝑠)
➢ Feedback control systems
➢ Signal processing
Examples:

Determine the Laplace transforms of the following:

1. 𝛿(𝑡) + 2𝑢(𝑡) − 3𝑒 −2𝑡 𝑢(𝑡) 7. 𝑢(𝑡 − 𝑎)
2. 5 cos 3𝑡 + 4 sin 5𝑡 8. (𝑡 − 2)𝑢(𝑡 − 2)
3. 𝑡𝑒 2𝑡 9. 𝑡𝑢(𝑡 − 2)
4. 𝑒 −4𝑡 sin 2𝑡 10. waveform below
5. 𝑒 −3𝑡 cos 4𝑡
6. 𝑡 sin 2𝑡

Inverse Laplace Transforms

11. Find a function of t whose Laplace transform is given by

𝒀(𝒔) 10𝑠 2 + 4
= 𝑯(𝒔) → Transfer function
𝑿(𝒔) 𝑠(𝑠 + 1)(𝑠 + 2)2

12. Find the inverse Laplace transform of

Common Laplace Transform Pairs 20
(𝑠 + 3)(𝑠 2 + 8𝑠 + 25)
function 𝑓(𝑡) 𝐹(𝑠)
13. Find the convolution of t and e2t.
unit impulse 𝛿(𝑡) 1
14. Solve the initial value problem 𝑦 ′′ − 4𝑦 ′ + 5𝑦 = 2 + 𝑒 −2𝑡 with
1 zero initial conditions.
unit step 𝑢(𝑡)
𝑠
𝑘 FOURIER SERIES
constant 𝑘
𝑠
Jean Baptiste Joseph Fourier is a French mathematician known for
1 the familiar mathematical tools such as Fourier series and Fourier
exponential 𝑒 −𝑎𝑡
𝑠+𝑎 transform.
𝑘 Fourier Theorem states that any practical periodic function can be
sine sin 𝑘𝑡
𝑠 2 + 𝑎2 expressed as a sum of sinusoids.
𝑠
cosine cos 𝑘𝑡 Fourier series is a representation that resolves a periodic function
𝑠 2 + 𝑎2
into a dc component and an ac component consisting of an infinite
𝑛! series of harmonic sinusoids.
power 𝑡𝑛
𝑠 𝑛+1
𝑘 For a periodic function, f(t): 𝑓(𝑡) = 𝑓(𝑡 + 𝑛𝑇)
hyperbolic sine sinh 𝑘𝑡
𝑠 2 − 𝑎2
𝑠
hyperbolic cosine cosh 𝑘𝑡
𝑠 2 − 𝑎2

The range of values of s for which the Laplace transform converges is

called the region of convergence (ROC). The integral converges
when
∞
∫ |𝒙(𝒕)|𝒆−𝝈𝒕𝒅𝒕 < ∞
𝟎−
for some real values of σ = σc.

Prepared by: Engr. Jefril M. Amboy, MSc. (2020)

Review Notes Advanced Eng’g Math Part 2

Trigonometric Fourier Series 16. Find the average value and the Fourier coefficients an and bn for
The trigonometric Fourier series expansion of a periodic function f(t) the function defined by
whose period is T is given by 𝑡, 0 < 𝑡 < 1
𝑓(𝑡) = {
0, 1 < 𝑡 < 2
∞
2𝑛𝜋 2𝑛𝜋
𝑓(𝑡) = 𝑎0 + ∑ {𝑎𝑛 cos ( 𝑡) + 𝑏𝑛 sin ( 𝑡)}
𝑇 𝑇
𝑛=1

a0 = average (dc) value

an & bn = Fourier coefficients
T = period of the function
n = integer (−1)𝑛 − 1 (−1)𝑛+1
Ans: a0 = ¼ 𝑎𝑛 = 𝑏𝑛 =
𝑛2 𝜋 2 𝑛𝜋
Fourier Coefficients
Odd and Even Symmetry
1 𝑇
𝑎0 = ∫ 𝑓(𝑡) 𝑑𝑡
𝑇 0

2 𝑇 2𝑛𝜋𝑡
𝑎𝑛 = ∫ 𝑓(𝑡) cos ( ) 𝑑𝑡
𝑇 0 𝑇

2 𝑇 2𝑛𝜋𝑡
𝑏𝑛 = ∫ 𝑓(𝑡) sin ( ) 𝑑𝑡
𝑇 0 𝑇

Amplitude-Phase Form
∞
2𝜋𝑛𝑡
𝑓(𝑡) = 𝑎0 + ∑ 𝐴𝑛 cos ( + 𝜙)
𝑇
𝑛=1

𝑏𝑛
𝐴𝑛 = √𝑎𝑛2 + 𝑏𝑛2 ; 𝜙 = − tan−1
𝑎𝑛

amplitude spectrum – An as a function of fn

phase spectrum – ϕ as a function of fn
amplitude and phase spectra make up the frequency spectrum

Orthogonality of Trigonometric Functions

𝑇
∫ sin 𝑛𝜔𝑡 𝑑𝑡 = 0,
0
𝑇
∫ cos 𝑛𝜔𝑡 𝑑𝑡 = 0
0
𝑇
∫ sin 𝑛𝜔𝑡 cos 𝑚𝜔𝑡 𝑑𝑡 = 0
0
𝑇
∫ sin 𝑛𝜔𝑡 sin 𝑚𝜔𝑡 𝑑𝑡 = 0, 𝑚 ≠ 𝑛
0
𝑇
∫ cos 𝑛𝜔𝑡 cos 𝑚𝜔𝑡 𝑑𝑡 = 0, 𝑚 ≠ 𝑛
0

15. Determine the Fourier series expansion of the periodic function

described by
1, 0 ≤ 𝑡 ≤ 1
𝑓(𝑡) = {
0, 1 ≤ 𝑡 ≤ 2

1 2 2 2
Ans: 𝑓(𝑡) = + sin 𝜋𝑡 + sin 3𝜋𝑡 + sin 5𝜋𝑡 +⋯
2 𝜋 3𝜋 5𝜋

Amplitude spectrum for No. 15

Prepared by: Engr. Jefril M. Amboy, MSc. (2020)
Review Notes Advanced Eng’g Math Part 2
∞

∑ 𝒂𝒏 = 𝐥𝐢𝐦 𝒔𝒏 = 𝑺
𝒏→∞
𝒏=𝟏

A series that does not converge is a divergent series.

Identify whether the series whose sn is given below is convergent or

divergent.

𝟐𝒏
𝒔𝒏 =
𝟑𝒏 + 𝟓

Infinite Geometric Series

An infinite geometric series is given by

∑ 𝒂𝒓𝒏−𝟏
𝒏=𝟏

Sum of infinite geometric series

∞
𝒂
∑ 𝑎𝑟 𝑛−1 =
𝟏−𝒓
𝑛=1

Find the sum of the series

10 29 40
5− + − +⋯
3 9 27

Important Theorems About Series

If two series converge, then their sum and difference also converge.
If ∑ 𝑎𝑛 is convergent, 𝐥𝐢𝐦 𝒂𝒏 = 𝟎. However, the converse is not true.
𝒏→∞
If lim 𝑎𝑛 does not exist or is not equal to zero, then ∑ 𝑎𝑛 diverges.
𝑛→∞

Which of the following series is divergent?

Tell whether the following series is convergent or divergent

Power Series

The power series of a function is its representation as an infinite

sum of powers. The power series of 𝑓(𝑥) centered about 𝑐 with
coefficients ⟨𝑎𝑛 ⟩ is guven by

INFINITE SERIES ∞

∑ 𝒂𝒏 (𝒙 − 𝒄)𝒏 = 𝒂𝟎 + 𝒂𝟏 (𝒙 − 𝒄) + 𝒂𝟐 (𝒙 − 𝒄)𝟐 + ⋯
A (infinite) series is an expression that involves summation of the 𝒏=𝟎
terms in an infinite sequences.
∞ Radius of convergence, R
∑ 𝒂𝒏 = 𝒂 𝟏 + 𝒂𝟐 + 𝒂𝟑 + ⋯ 𝟏 𝒂𝒏+𝟏
𝑹= ; 𝑳 = lim | |
𝒏=𝟏 𝑳 𝒏→∞ 𝒂𝒏

𝑎𝑛 = nth term of the series Interval of convergence

nth partial sum of the series, sn |𝑥 − 𝑐| < 𝑅 (𝑐 − 𝑅) < 𝑥 < (𝑐 + 𝑅)

𝒏
➢ 𝑅 = 0 series converges only at 𝑥 = 𝑐
𝒔 𝒏 = ∑ 𝒂𝒏 = 𝒂𝟏 + 𝒂𝟐 + ⋯ + 𝒂𝒏 ➢ 𝑅 = ∞ series converges at all values of x
𝒏=𝟏 ➢ If R is a positive number, the series converges at |𝑥 − 𝑐| < 𝑅
The sum of an infinite series is the limit of sn as n approaches infinity.
If this limit exists, then series 𝛴𝑎𝑛 is convergent.

Prepared by: Engr. Jefril M. Amboy, MSc. (2020)