Advanced Engineering Mathematics (Prelim Period) : Module in
Advanced Engineering Mathematics (Prelim Period) : Module in
Advanced Engineering Mathematics (Prelim Period) : Module in
LEARNING OBJECTIVES:
KEY TERMS
Laplace Transform Integral transform ODE Heaviside function
Linearity Subsidiary Equation IVP First shifting
CORE CONTENT
$
F(s)= ∫∘ 𝑒 !"# f(t) dt
The function F(s) is called the LAPLACE TRANSFORM of the original function f(t), and will be denoted
by ℒ(f). The symbol ℒ, which transforms f(t) in F(s) is called the Laplace transformation operator. Thus,
$
F(s)= ℒ{f(t)}= ∫∘ 𝑒 !"# f(t) dt
The described operation of f(t) is called the Laplace transformation. Also, the Laplace transform F(s) is
said to exists if the integral converge for some values of s; otherwise, it does not exist.
Furthermore, the original function f(t) is called the INVERSE TRANSFORM or INVERSE of
F(s) and will be denoted by ℒ -1(F); the is, f(t)= ℒ -1(F).
Th original function shall be denoted by a lower case letter and transform by the same letter in
capital.
PROBLEM 1: [Derivation]
Find the Laplace transform of f(t) = 1 when t > 0.
SOLUTION:
$
ℒ {f(t)} = ∫∘ 𝑒 !"# f(t) dt
Hence,
$
ℒ {1} = ∫∘ 𝑒 !"# (1) dt
$
ℒ {1} = ∫∘ 𝑒 !"# dt
Let u = −st
du = −s dt
Then,
& $
ℒ {1} = − " ∫∘ 𝑒 ' du
&
ℒ {1} =− " [𝑒 ' ]$
∘
&
ℒ {1} =− " [𝑒 !"# ]$
∘
Therefore,
𝟏
ℒ {1} = 𝒔
PROBLEM 2: [Derivation]
Find the Laplace transform of f(t) =𝑒 +#
SOLUTION:
$
ℒ {f(t)} = ∫∘ 𝑒 !"# f(t) dt
Hence,
$
ℒ {𝑒 +# } = ∫∘ 𝑒 !"# (𝑒 +# ) dt
$
ℒ{𝑒 +# } = ∫∘ 𝑒 +#!"# dt
$
ℒ{𝑒 +# } = ∫∘ 𝑒 !("!+)# dt
&
ℒ {𝑒 +# } = − ("!+) [𝑒 ' ]$
∘
& $
ℒ {𝑒 +# } = − ("!+) 3𝑒 !("!+)# 4∘
& & $
ℒ {𝑒 +# } = − ("!+) (( (!%&)" )
∘
& & &
ℒ {𝑒 +# } = − ("!+) ($ − &)
&
ℒ {𝑒 +# } = − ("!+) (0 − 1)
Then,
&
ℒ {𝑒 +# } = ("!+) ; 𝑠 − 𝑎 > 0
SOLUTION:
$
ℒ {sin bt} = ∫∘ 𝑒 !"# (sin bt) dt
& $ " $
ℒ{sin 𝑏𝑡} = (− . 𝑒 !"# cos 𝑏 𝑡) − . ∫∘ 𝑒 !"# (cos 𝑏𝑡) dt
∘
Hence,
& $ " ( %!" /01 .# " $
ℒ {sin bt} = (− 𝑒 !"# cos 𝑏𝑡) − ( + ∫∘ 𝑒 !"# sin 𝑏𝑡 𝑑𝑡
. ∘ . . .
$ $
& "( %!" /01 .# "( $
= (− 𝑒 !"# cos 𝑏𝑡) − ( ) − ∫ 𝑒 !"# sin 𝑏𝑡 𝑑𝑡
. ∘ .( ∘ .( ∘
$
$ "( $ !.( %!" 23/ .#!"( %!" /01 .#
;∫∘ 𝑒 !"# (sin 𝑏𝑡) 𝑑𝑡 + .( ∫∘ 𝑒 !"# sin 𝑏𝑡 𝑑𝑡 = ( .(
)
∘
$
(𝑠 4 + 𝑏4 ) ∫∘ 𝑒 !"# (sin 𝑏𝑡) 𝑑𝑡 = [−𝑏𝑒 !"# cos 𝑏𝑡 − 𝑠𝑒 !"# sin 𝑏𝑡]$
∘
$ !. 23/ .# !" /01 .# $
(𝑠 4 + 𝑏4 ) ∫∘ 𝑒 !"# (sin 𝑏𝑡) 𝑑𝑡 = − ( )
( !" ∘
$ .67
(𝑠 4 + 𝑏4 ) ∫∘ 𝑒 !"# (sin 𝑏𝑡) 𝑑𝑡 = ? @
&
$
(𝑠 4 + 𝑏4 ) ∫∘ 𝑒 !"# (sin 𝑏𝑡) 𝑑𝑡 = 𝑏
.
ℒ {sin bt}= ("( 6.( )
Another Solution:
&
From ℒ {𝑒 +# } = "!+ , let a = ib
So that,
&
ℒ B𝑒 8.# C = "!+
" 6 8.
= ("!8.)6("68.)
"68.
= "( 6.(
" .
ℒ B𝑒 8.# C = "( 6.( + 𝑖 "( 6.( …………. (1)
Then,
"
ℒ {cos bt} = "( 6.(
Also,
.
𝑖 "( 6.( = i ℒ {sin bt}
.
" ( 6. (
=ℒ {sin bt}
Therefore,
"
ℒ {cos bt} = "( 6.(
.
And ℒ {sin bt} =
" ( 6. (
#
2) t
$!
%!
3) 𝑡4
$"
𝑡: '!
4) (𝑛 = 1,2, … ) $ #$%
#
5) 𝑒 +#
$()
$
6) cos bt
$ ! *+ !
+
7) sin bt
$ ! *+ !
$
8) cosh bt
$ ! (+ !
+
9) sinh bt
$ ! (+ !
Proof:
By definition,
= a ℒ {f# } + 𝑏 ℒ {f% }
The result is easily extended to more than two functions.
Because of the above property, Laplace transform is also called a linear operator and it has the
linearity property.
PROBLEM 4:
Find the Laplace transform of f (t) = 2t + 3
SOLUTION:
ℒ {2t + 3} = ℒ {2t} + ℒ {3}
= 2 ℒ {t} + 3 ℒ {1}
& &
= 2 ?"( @ + 3 ?" @
46;"
= "(
&
ℒ {2t + 3} = "( (2 + 3𝑠)
PROBLEM 5: [Derivation]
Find the Laplace transform of f(t) = cosh bt using the linearity property.
SOLUTION:
-
ℒ {f} = ∫∘ 𝑒 ($, f(t) dt
- / &' */ (&'
ℒ {cosh bt} =∫∘ 𝑒 ($, (cosh 𝑏𝑡) dt; but cosh at = %
- / &' */ (&'
ℒ {cosh bt} =∫∘ 𝑒 ($, 7 %
8 dt
# - # -
ℒ {cosh bt} =% ∫∘ 𝑒 ($, (𝑒 +, ) dt + % ∫∘ 𝑒 ($, (𝑒 (+, ) dt
Hence,
# # # #
ℒ {cosh bt} = % 7$(+8 + % 7$*+8
# # #
ℒ {cosh bt} = % 7$(+ + $*+8
# $*+*$(+
ℒ {cosh bt} = % 7 $ ! (+ !
8
# %$
ℒ {cosh bt} = % 7$! (+!8
Therefore,
$
ℒ {cosh bt} = $! (+!
By definition,
$
F(s)= ∫∘ 𝑒 !"# f(t) dt
and therefore,
$
F(𝑠 − 𝑎)= ∫∘ 𝑒 !("!+)# f(t) dt
$
F(𝑠 − 𝑎)= ∫∘ 𝑒 !"# 𝑒 +# f(t) dt
SOLUTION:
:!
Since ℒ {𝑡 : } = "*+, , replace s by (𝑠 − 𝑎),
PROBLEM 7:
Find the Laplace transform of f(t)= 𝑒 !;# cos 5𝑡
SOLUTION:
"
Since ℒ {cos 5t} = (" )( 6(=)(
Then, using a = −3
"6;
ℒ {𝑒 !;# cos 5𝑡} = ("6;)(
6(=)(
"6;
ℒ {𝑒 !;# cos 5𝑡} =
" ( 6>"6;?
PROBLEM 8:
SOLUTION:
0! 0!
Since, ℒ {𝑡 0 } = = $)
$ "$%
Then, using a = 5
0!
ℒ {𝑡 0 𝑒 1, } = ($(1))
4
ℒ {𝑡 0 𝑒 1, } =
($(1))
PROBLEM 9:
Find the Laplace transform 𝑒 !4# sin t
SOLUTION:
&
Since ℒ {sin t} ="( 6& ,
PROBLEM 10:
Find the Laplace transform of f(t) = 4 sinh 3t−18𝑒 !=#
SOLUTION:
ℒ {4 sinh 3𝑡 − 18𝑒 !=# } = 4 ℒ {sinh 3𝑡} − 18 ℒ (𝑒 !=# )
+ #
; but ℒ {sinh 𝑏𝑡} = and ℒ {𝑒 ), } =
$ ! (+ ! $()
Hence,
0 #7
ℒ{4 sinh 3𝑡 − 18𝑒 (1, } = 4 @ A − @$ ( ((1)A
$ ! – (0)!
&4 &A
= "( ! @ − " 6 =
PROBLEM 11:
Find the Laplace transform of f(t)= 𝑐𝑜𝑠 4 2t
SOLUTION:
&
ℒ {𝑐𝑜𝑠 4 2𝑡} = ℒ R4 (1 + cos 4𝑡)S
# #
= ℒ {1} + ℒ {cos 4t}
% %
# # # $
= % 7%8 + % @$! * (9)!A
$ ! * 7
ℒ {𝑐𝑜𝑠 % 2𝑡} =
$($ ! * #4)
• Video discussion
(available soon)
• Additional Lecture (pdf)
(link available in lpu.mrooms.net)
SESSION SUMMARY
Problem Set 2
“LAPLACE TRANSFORM (part 1)”
" ( ! &A
2) f(t) = 2 𝑐𝑜𝑠ℎ4 3𝑡 Ans. 2 ("("( ! ;>))
&? &
3) f(t) = 7𝑡 4 − 𝑡𝑒 !?# Ans. − (" 6 ?)(
"-
" ! 4 &A
5) f(t) = 𝑒 4# cos 5𝑡 − 3𝑡 ; Ans. (" ! 4)( 6 4=
−
".
REFERENCES
Kreyszig, E., “ Advanced Engineering Mathematics”, John Wiley and Sons,10th edition