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Unit-III Laplace Transform

The document discusses the Laplace transform, including: 1) The objectives of understanding the Laplace transform and its properties such as linearity and how it converts differential equations into algebraic equations. 2) The Laplace transform converts functions defined in the time domain into functions defined in the frequency domain, allowing problems to be simplified. 3) For a function f(t) to have a Laplace transform, it must be piecewise continuous and of exponential order, meaning its growth is bounded above by an exponential function. If two functions have the same Laplace transform, they must be equal.

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0% found this document useful (0 votes)
79 views30 pages

Unit-III Laplace Transform

The document discusses the Laplace transform, including: 1) The objectives of understanding the Laplace transform and its properties such as linearity and how it converts differential equations into algebraic equations. 2) The Laplace transform converts functions defined in the time domain into functions defined in the frequency domain, allowing problems to be simplified. 3) For a function f(t) to have a Laplace transform, it must be piecewise continuous and of exponential order, meaning its growth is bounded above by an exponential function. If two functions have the same Laplace transform, they must be equal.

Uploaded by

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Copyright
© © All Rights Reserved
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Department of Mathematics

UNIT-III
LAPLACE TRANSFORM
Topic Learning Objectives:

Upon Completion of this unit, students will be able to:

 Understand the existence, uniqueness and basic concepts of Laplace transform (LT).
 Determine the Laplace transform of elementary functions.
 Describe the properties of the Laplace transform such as linearity, time shifting,
scaling, differentiation in the s-domain, division by t, differentiation and integration in the
time domain.
 Develop the Laplace transform of periodic functions, Heaviside (unit step) function,
Dirac Delta function and its applications.

Transforms are used in Science and Engineering as a tool for simplifying analysis and look at
data from different angle.

The Laplace Transform method is a technique for solving linear differential equations with
initial conditions. It is commonly used to solve electrical circuit and systems problems.

The purpose of Laplace transformation is to solve different differential equations. There are a
number of methods to solve homogeneous and non-homogeneous equations, but Laplace
transform comes in to use when to solve the equations that cannot be solved by any of the
regular methods developed.

The Laplace transform converts integral and differential equations into algebraic equations.
Although it is a different and beneficial alternative of variations of parameters and
undetermined coefficients, the transform is most advantageous for input force functions that
are piecewise, periodic or pulsive.

In simple words, Laplace transform converts time domain signal into frequency domain,
which is depicted more clearly in below figure:

Laplace transform
Time Frequency
domain domain

Laplace transform Inverse Laplace transform

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Examples:
d 2 y dy
The problem of solving the equation   y  x with conditions y(0) = y  (0) = 1 is an
dx 2 dx
initial value problem.
d2y dy
The problem of solving the equation 3 2  2  y  cos x with y (1) =1, y (2) =3 is
dx dx
called boundary value problem.
Laplace transform is essentially employed to solve initial value problems. This technique is
of great utility in applications dealing with mechanical systems and electric circuits. It
possesses a powerful set of properties for analysis of signals and systems. Besides, this
technique may also be employed to find the solution of certain integral.
The transform is named after the French Mathematician Pierre-Simon, marquis de Laplace
(1749 – 1827).

Pierre-Simon, marquis de Laplace was a prominent French mathematical physicist and


astronomer of the 19th century, who made crucial contributions in the arena of planetary
motion by applying Sir Isaac Newton‟s theory of gravitation to the entire solar system. His
work regarding the theory of probability and statistics is considered pioneering and has
influenced a whole new generation of mathematicians. Laplace heavily contributed in the
development of differential equations, difference equations, probability and statistics. His
work was important to the development of engineering, mathematics, statistics, physics,
astronomy and philosophy.
Definition:
Let ( ) be a real valued function defined for all  0 and s be a parameter, real or
complex. Then the integral

∫ ( )

Is said to be the Laplace transform of , provided the integral converges and is denoted by
* ( )+

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Thus * ( )+ ∫ ( ) (1)
Observe that the value of the integral on the right-hand side of (1) depends on s. Hence L {f
(t)} is a function of s denoted by F(s) or f (s) .

Thus * ( )+ ( ) (2)
In relation (2), ( ) is called the Inverse Laplace transform of F(s) and is denoted by
, ( )-.
Thus , ( )- ( ). (3)
Suppose f (t) is defined as follows:
( )
( ) { ( )
( )
Note that f (t) is piecewise continuous. The Laplace transform of ( ). is defined as

L {f (t)} =  e st f(t)
0

a b 
= e  st
f1(t) dt   e  st
f 2(t) dt   e st f 3(t) dt
0 a b

Note:
In a practical situation the variable t represents time and s represents frequency. Hence the
Laplace transform converts time domain into the frequency domain.

Uses of Laplace Transformation in Control System

Laplace transform is useful mathematical tool to explain the integrals in the interval from 0 to
infinity. It is also used for analysing and designing the analog signals.

Also, we know that control systems mainly deal with analog systems. So usually, it is
obligatory to take integral from 0 to infinity unless initial conditions are not provided.
Laplace transform converts time domain into frequency domain which makes evaluation
easy.

We can get the time response of the given system by taking inverse Laplace transform that is
ratio of Laplace of output to the Laplace of input.

Examples:

1. Find L {f (t)} given ( ) {

Solution:
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 3 
L{f (t)} =  e st f(t)dt   e sttdt   4e st dt.
0 0 3

1 3s 1
Integrating the terms on the RHS to get L{f (t)} = e  2 ( 1  e 3s )
s s

2. Find L{f (t)} given ( ) {

Solution:
π  π
L{f (t)} =  e st f(t)dt   e st f(t)dt   e st sin 2t dt
0 π 0

π
 e st
=  2

 s sin2t  2cos2t  2 2 1  eπs  
s  4 0 s  4

Existence and Uniqueness of Laplace Transform


The sufficient condition for existence of Laplace transform is based on the concepts of
Piecewise continuous function and exponential order.

Piecewise Continuous function


If an interval [a, b] can be partitioned by a finite number of points
a0  t 0  t1  t 2  ......t n  b such that
(i) f is continuous on each sub interval ti , ti1  .

(ii) lim f (t ) <∞  i =0,1,2, 3,.., n-1


t ti 

(iii) lim f (t ) <∞  i =1,2,3,…, n.


t  t i 1 

Then the function f is piecewise continuous or f is piecewise continuous on [a, b] if it is


continuous there except for a finite number of jump discontinuities.

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Examples:
1. The function defined by

f (t) = { is piecewise continuous in [0, 3].

2. The function defined by

f (t) = { is not a piecewise continuous in [0, 3].

Exponential order
A function f (t) is said to be of exponential order c, if there exist constants M and c such
that| ( )| for sufficiently large t.

Example:
Any Polynomial is of exponential order. This is clear from the fact that
∑ , but f(t) = is not of exponential order.

Sufficient condition for the existence of Laplace transform


Let f(t) be a piece-wise continuous function in [0, ) and is of exponential order then
Laplace transform F(s) of f(t) exists for s > c, where c is a real number that depends on f(t).

Uniqueness of Laplace transform

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Let f (t) and g (t) be continuous functions such that F(s) = G(s) for all s > k then f (t) = g (t) at
all t.
Transform of elementary functions
1. Let „a‟ be a constant then
 
L (e at ) =  e st e at dt   e (sa)t dt
0 0


e (sa)t 1
=  ,
 (s  a) 0 s  a
1
Thus L (e at )  ,s  a
sa
1
In particular when a = 0 to get L(1)  , s  0 .
s
 1  st at
 eat  e  at
L( cosh at)  L  
 =  e e  e at dt
 2  20

1

=  e ( sa)t  e ( sa)t dt
20


1  e (sa)t e (sa)t  s
L( cosh at)      2
2   (s  a)  (s  a)  0 s  a 2
s
Thus, L ( cosh at) = ,s > |a| ,
s  a2
2

 e at  e  at  a
L ( sinh at) = L   2 ,s > |a|
 s a
2
 2
a
Thus, L ( sinh at) = ,s >|a |
s  a2
2


2. L ( sin at) =  e st sin at dt
0
Suppose s > 0 then integrate by using the formula
eax
 e sin bxdx 
ax
a sin bx  b cos bx
a 2  b2
a
L ( sin at) = ,s > 0. ,
s  a2
2


3. L ( cos at) =  e st cos at dt
0

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Suppose s > 0 and integrate by using the formula

∫ , -

( )
4. Let n be a constant, which is a non-negative real number or a negative non-integer

Then L (t n ) =  e stt n dt
0
 n 
 x  dx 1
Let and put st  x then L(t )   e  
n x
 n1  e  x x n dx
0 s s s 0

The integral  e  x x n dx is called gamma function of (n+1) denoted by (n  1) .
0

Γ(n  1 )
Thus L(t n ) 
s n1
n!
In particular if n is a non-negative integer then Γ(n 1 )  n! . Hence L(t n )  .
s n1
Table of Laplace Transform

( ) F(s)
1 , s>0
s

1 , s>a
sa

s , s > |a|
s2  a2

a , s > |a|
s2  a2
a , s>0
s  a2
2

s , s>0
s  a2
2

n!
, s>0
s n1
n is a positive integer
(n  1)
, s>0
s n1

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Region of Convergence (RoC)
Laplace transform F(s) of a function f(t) converges provided that the limit
∫ ( ) exists. The Laplace transform converges absolutely if the
integral∫ | ( ) | exists. The set of values of s for which F(s) exists is known as the
region of convergence.

Examples:
Evaluate: (i) ( ) (ii) ( ) (iii) ( )
Solution:
1
(i) ( ) , (cos t  cos 7t )]
2

=
1
L(cos t )  L(cos 7t )( linearity property)
2
1 s s  24s
=   2   2 .
2  s  1 s  49  ( s  1)( s 2  49)
2

(ii) L ( cos 2 4t) = L ( 1  cos 8t)    2


1 1 1 s 
.
2  2  s s  64 

(iii) We have sin 3 t 


1
3 sin t  sin 3t 
4

sin 3 2t 
1
3sin 2t  sin 6t 
4

So L(sin 3 2t )  1  2 6 
6 
  2
48
4 s  4 s  36  ( s  4)( s 2  36)
2

4. Find ( )
Solution:
1
[cos 5t  cos t ]
2
1
So [cos 5t cos t  cos2 t ]
2
1
= [cos 6t  cos 4t  1  cos 2t ]
4

Thus L ( cos t cos 2t cos 3t) =  2


1 s s 1 s 
 2   2 .
4  s  36 s  16 s s  4 
5. Find ( )
Solution:
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1  cosh 2t
Using cosh 2 t 
2
1  cosh 4t
For cosh 2 2t 
2

Thus L(cosh 2 2t )    2
1 1 s 
.
2  s s  16 

 1 
6. Evaluate (i) L( t ) (ii) L  (iii) ( ).
 t
Solution:
(n  1)
We have L (t n ) =
s n1
1 
  1
, L (t 2 ) =  3 / 2 
1 2
1
(i) For
2 s

1  1 1 
Since (n  1)  n(n) , we have   1    
 2  2  2 2

Thus L( t )  3
.
2
2s
1
 
1 1 2 
(ii) For to get L(t 2 )  1 
2 s 2 s

 1
  
3 3  2 2 
(iii) For n   to get L(t 2 )   1   1  2 s .
2 s 2 s 2
7. Evaluate: (i) L(t 2 ) (ii) L(t 3 ) .
Solution:
n!
L (t n ) =
s n1
2! 2
(i) For , L(t 2 )   .
s3 s3
3! 6
(ii) For , L(t 3 )   .
s4 s4
8. Find the Laplace transform of
Solution:

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* +

Exercise:
Find the Laplace transform of the following functions:
(i) ( ) (ii) (iii) (iv) ( v) ( )

Answers:
3 cos 4  s sin 4
(i) (ii) 1  2 5  2 1  (iii) 1  2 2  2 4  2 6 
s 4
2
2  s  25 s  1  4  s  4 s  16 s  36 

s ( s 2  7)
(iv) ( s  1)( s  9) (v)  2
2 2 1 2
s s 4

Properties of Laplace transform


1. Linearity
For any two functions ( ) and ( ) whose Laplace transform exists and any two constants a
and b we have
, ( ) ( )- * ( )+ * ( )+.
Proof
By definition
 
, ( ) ( )- a e  st
f (t )dt  b  e st g (t )dt
0 0

* ( )+ * ( )+
In particular
for , L, ( ) ( )- * ( )+ * ( )+ and
for , L, ( ) ( )- * ( )+ * ( )+.
The linearity of the Laplace transform follows from its definition as an integral and the fact
that integration is a linear operation.

2. Scaling

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1 s
If * ( )+ ( ) then , ( )- F   , where a is a positive constant.
a a
Proof

e
 st
By definition * ( )+ f (at )dt (1)
0

Put the expression (1) becomes,


 s
1  a  x
 f ( x)dx  F  
* ( )+ 1 s
e
a0 a a

Scaling in time introduces the inverse scaling in s. (It depends on the sign of „a‟)

3. - domain shift (First shifting property)


Let a be any real constant then , ( )- ( )
Proof
 
By definition , ( )- =  e  st
e at

f (t ) dt =  e ( s a ) f (t )dt
0 0

= ( )
Multiplication by an exponential in time introduces a shift in frequency s to the Laplace
transform of ( ) i.e. Laplace transform of ( ) can be written down directly by
changing s to in ( )

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Example:
1
If ( ) , then F ( s ) 
s2
1
If ( ) then F (s)  (Shifting towards right)
(s  3) 2
1
If ( ) then F (s)  (Shifting towards left)
(s  3) 2

Examples:

1. Find , ( – )-.
Solution:
Consider ( ) –
* ( )+ ,( – )-
s 3(5)
F ( s)  2  2
s  25 s  25
2

Given , ( – )-

=2
s  3 
15
(s- domain shift)
(s  3)  25
2
(s  3)2  25
2s  9
= .
s  6s  34
2

2. Find , -
Solution:

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, - = L

 e e at  at
sin at 

 2 
1 a a 
=   2
2  ( s  a)  a ( s  a)  a 
2 2 2

= a( s 2  2a 2 )
[( s  a) 2  a 2 ][( s  a) 2  a 2 ]

3. Find ( ).
Solution:
 et  et  3sin 2t  sin 6t 
Given L   
  2  4 

=
1
8
  
3L e t sin 2t  L(et sin 6t )  3L(e t sin 2t )  L(e t sin 6t ) 
1 6 6 6 6 
  
8  (s  1)  4 (s  1)  36 (s  1)  4 (s  1)  36 

= 2 2 2 2

3 1 1 1 1 
  
4  ( s  1) 2  4 ( s  1) 2  36 ( s  1) 2  24 ( s  1) 2  36 

= .

5
4. Find L(e  4t t 2
).
Solution:
(n  1)
L(t n ) 
s n1
(3 / 2) 4 
Put , L(t -5/2 ) =  3 / 2 Change s to s  4 .
s 3 / 2 3s
4 
Therefore L(e 4t t 5 / 2 )  .
3( s  4) 3 / 2

Exercise:
Find the Laplace transform of the following functions.
(i) (ii)

Solutions:
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( s  2)  8
2
( s  2)  13 2
(i) (ii )
( s  2)(( s  2)  16)
2
(( s  2) 2  25)(( s  2) 2  1)

Differentiation in the -domain



If L{ f (t )}  F (s) , then L t n f (t )  (1) n dn
ds n
F (s), n  1, 2, 3,...

Suppose that is positive integer by definition



F(s)   e st f (t )dt
0

Differentiating „ ‟ times on both sides w.r.t. ,



dn n
n 
F ( s )  e st f (t )dt
ds n
s 0
Performing differentiation under the integral sign,

dn
n
F ( s)   (t ) n e st f (t )dt
ds 0

Multiplying on both sides by (-1)n ,



dn
(1) n n
F ( s)   (t n f (t )e st dt  L[t n f (t )] , by definition
ds 0

dn
Thus, L [tnf(t)] = (1) n F (s) . This is the transform of ( )
ds n
 dn 
Also L1  n F ( s)  (1) n t n f (t ) .
 ds 
Differentiation in -domain corresponds to multiplication by – in the time domain
d
In particular for , L [t f(t)] =  F ( s) ,
ds
d2
for , L[t2 f(t)]  F (s) etc.
ds 2
()
Transform of


By definition, F(s) =  e st f (t )dt
0

  st  
 st 
Therefore  F ( s)ds     e f (t )dt  ds   f (t )  e dsdt
s s0  0 s 
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  
 e st   f (t )   f (t ) 
= 
0
f (t ) 
  t s
 dt   e st 
0  t   dt  L
 t 


 f (t ) 
Thus L    F ( s)ds.
 t  s
Examples:
1. Find L (t 2 sin 3t) .
Solution:
3
L(sin 3t ) 
s 9
2

d2  3  d s 18(s 2  3)
So that L (t sin 3t) = 2  2  = 6
2
= .
ds  s  9  ds ( s 2  9) 2 (s 2  9) 3
2. Find L [t e-t sin 4t] .
Solution:
4
L ( sin 4t) =
s  16
2

d 4 8s
So that L(t sin 4t) =  = 2 .
ds s  16 (s  16)2
2

By – shifting property
8(s  1) 8( s  1)
So that L [t e-t sin 4t] = = 2 .
(s  1)  16)
2 2
( s  2s  17) 2

 e t sin t 
3. Find L 
 t .
Solution:
1
L(sin t ) 
s 12


 sin t  
L
ds
  2

 tan 1 ( s) s  
 t  s s 1

  tan 1 ( s)
2
-1
= cot (s)
By – shifting property

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 e sin t 
t
Hence L   cot -1
(s+1 ).
 t 
 sin t   sin at 
4. Find L  and hence evaluate L  .
 t   t 
Solution:
1
We have L( sin t) =
s 1
2


 sin t 
So L{f(t)} = L = s
ds
1
 
 tan 1 s S 
 t 
2
s


=  tan 1 s  cot 1 s  F ( s).
2
 sin at   sin at 
Consider L   = a L   aLf (at )
 t   at 
 1  s 
= a  F   (scaling)
 a  a 
s
= cot 1  .
a

 cos at  cos bt 
5. Find L  
 t .
Solution:
s s
We have L[cos at  cos bt ] =  2
s a
2 2
s  b2

1   s 2  a 2 

 cos at  cos bt   s s 
So that L 
    s 2  a 2 s 2  b 2 
=  ds = log  2


2 
t s 2   s b  s

1  s2  a2   s 2  a 2 
=  Lt log    log  2 
2 
2 s  s 2  b 2   s  b 

1  s 2  b 2  1  s 2  b2 
= 0  log  2 
2 
= log  2 .
2  s  a  2  s  a 2 

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Department of Mathematics

Exercise:
Find the Laplace transform of the following functions.
1  e 2t e  at  e bt sin 2 t
(i) (ii) (iii) (iv) (v) .
t t t
Answers:

5s  s  2(s  1)( s 2  2s  2)  s  2 1  s 2  4 
(i)    (ii ) (iii ) log   (iv ) log .
(s 2  25) 2  (s 2  1) 2  (( s  1) 2  1)3  s  2  s 2 

3
e
 3t
6. Prove that t sin tdt  .
0
50
Solution:

d d  1  2s
e
 st
By t sin tdt  L(t sin t ) =  L(sin t ) =   2  = 2
0 ds ds  s  1 (s  1) 2

3
e
3t
Put to get t sin t dt  .
0
50

Exercise:
Evaluate the following integrals using Laplace transforms:
    t
 e 3t  e 6t  e sin 3 t
(i)  te2t sin 3t dt (ii)  e3t t 3 cos t dt (iii)   dt (iv)  dt
0 
0 0
t 0
t

Answers:
12 168 
(i) (ii ) 4 (iii ) log 2 (iv )
169 10 3

Differentiation in the time domain

If L{ f (t )}  F (s) ,
then * ( ) ( )+ * ( )+ ( ) ( ) ( )
( ).
Consider

L{ f (t)} =  e st f (t )dt
0

=e   st

f (t ) 0   ( s)e  st f (t )dt (integration by parts)
0

MAT231BT (Statistics, Laplace Transform and Numerical Methods for PDE)

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Department of Mathematics
 st
= Lt (e f (t )  f (0)  sLf (t )
t 

= 0 - f (0) + s L {f (t)}
Thus
L { f (t ) } = s L {f (t)} – f (0)
Similarly
L { f (t )} = s2 L {f (t)} – s f(0) - f (0)

In general
( ) ( )
* ( )+ * ( )+ ( ) ( ) ( ).

Integration property
If L{ f (t )}  F (s) , then ∫ ( ) ( )

t
Let  (t )   f (t )dt then  (0)  0 and  (t )  f (t )
0
  
 e  st  e  st
 s  0 0
Now L{ (t)} =  e  (t )dt =  (t )
 st
   (t ) dt
0  s

1
= (0  0)   f (t )e  st dt
s0
Thus ∫ ( ) ( )

Examples:
1. By using the Laplace transform of find the Laplace transform of
Solution:
a
Let f (t)  sin at , then L{f (t)} = 2
s  a2
We note that f (t )  a cos at
Taking Laplace transforms, L f (t )  L(a cos at )  aL(cos at )

Or L{ cos at} = L f (t )  sL f (t )  f (0)


1 1
a a
1  sa 
=  2  0 .
a s  a 2

s
Thus L{ cos at} = 2 .
s  a2

 t 1  1  1
2. Given L 2   3 / 2 , show that L  .
   s  t  s
Solution:

MAT231BT (Statistics, Laplace Transform and Numerical Methods for PDE)

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Department of Mathematics
t 1
Let f (t )  2 , given L[ f (t )] 
 s 3/ 2

2 1 1
Note that f (t )  
 2 t t
 1 
Taking Laplace transform to get L{ f (t )}  L 
 t 
 1   1 
Hence L   Lf (t )  sLf (t )  f (0) = s  s 3 / 2   0
 t   

 1  1
Thus L  .
 t  s
 cos at  cos bt 
t
3. Find L   dt.
0 
t
Solution:
 cos at  cos bt  1  s  b 
2 2
Here L{f (t)} = L   log  2 
2 
 t  2 s a 
t
Using the result L   f (t )dt   s L{ f (t )}
1
0

 cos at  cos bt 
t
 s2  b2 
L   = 1
dt log  2 .
2 
0
t  2s s a 
t
4. Find L  te t sin 4tdt .
0
Solution:

L tet sin 4t  8( s  1)
( s  2s  17) 2
2

8( s  1)
t
Thus L  te t sin 4tdt = .
0 s( s  2s  17) 2
2

Exercise:
Find the Laplace transform of the following functions.
t t t
sin t
(i) L  et dt (ii) L  et cosh t dt (iii) L  t 2 sin atdt
0
t 0 0

Answers:
1 (s  1) 2a(3s 2  a 2 )
(i ) cot 1 ( s  1) (ii ) 2 (iii )
s s ( s  2s ) s( s 2  a 2 )3

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Department of Mathematics
Periodic function

Definition
A function ( ) is said to be a periodic function of period if ( ) ( )
where
The graph of the periodic function repeats itself in equal intervals.

For example are periodic functions of period 2 since ( ) ,


( )

The graph of ( ) is shown below :

Note that the graph of the function between 0 and 2 is the same as that between 2 and 4
and so on.

The graph of ( ) is shown below :

Note that the graph of the function between 0 and 2 is the same as that between 2 and 4
and so on.

MAT231BT (Statistics, Laplace Transform and Numerical Methods for PDE)

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Department of Mathematics
Laplace Transform of a periodic function
T
1
 ST 
Let ( ) be a periodic function of period then L{ f (t )}  e  st f (t )dt.
1 e 0
Proof:
 
Using definition, we have * ( )+ =  e  st
f (t )dt   e  su f (u )du
0 0
T 2T ( n 1)T

e f (u )du   e  su f (u )du  .......  e


 su  su
= f (u )du  ....  
0 T nT
 ( n 1)T
=  e
n 0
 su
f (u )du
nT
 T
Let us set , then * ( )+  e
n 0 t 0
 s ( t  nT )
f (t  nT )dt

Here ( ) ( ) by periodic property


 T
Hence, L f (t )   (e  sT n
) e
 st
f (t )dt
n 0 0

 1   st
T

 sT 
=  e f (t )dt , identifying the above series as a geometric series.
1  e  0
 1   st
T
Thus * ( )+ 1  e  sT   e f (t )dt .
0

Examples
1. For the periodic function ( ) of period 4, defined by ( ) { , find
* ( )+
Solution:
Here period of ( )
 1   st  1   st
T 4
By definition * ( )+ 1  e  sT   e f (t )dt = 1  e 4 s   e f (t )dt
0 0

1  
2 4

4 s  
 st
= 3te dt  6e  st dt 
1 e 0 2 
1    e  st  e  st   e  st  
2 4
2

1  e  4 s     s  0 0  s    s  2 
= 3t    1. dt   6 
   
1  31  e  2se 
2 s 4 s
=  .
1  e 4 s  s2 
3(1  e 2 s  2se 4 s )
Thus * ( )+
s 2 (1  e 4 s )

MAT231BT (Statistics, Laplace Transform and Numerical Methods for PDE)

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Department of Mathematics
2
2. A periodic function of period is defined by




( )
 2
{  

E
where E and  are positive constants. Show that * ( )+ .
( s  w )(1  e s / w )
2 2

Solution:
2 / 
2 1
e
 st
Here T= . Therefore * ( )+  s ( 2 /  )
f (t )dt =
 1 e 0
 /
1
 Ee sin tdt
 st
 s ( 2 /  )
1 e 0
 /
 e  st 
=
E
 s ( 2 /  )  2
 s sin t   cos t
1 e s 
2
0
E  (e  s / 
 1)
=  s ( 2 /  )
1 e s 
2 2

E (1  e  s /  )
=
(1  e s /  )(1  e s /  )( s 2   2 )
E
=  s /  .
(1  e )( s 2   2 )

3. A periodic function ( ) of period is defined by


( ) {
E  as 
Show that * ( )+ tanh  .
s  2
Solution:
2a
1
1  e 2 as 0
Here . Therefore * ( )+ e  st f (t )dt

1  
a 2a

 2 as  
= Ee dt    Ee  st dt 
 st

1 e 0 a 
=
E
s(1  e 2 as )

1  e sa   (e 2as  e as ) 
=
E
s(1  e 2as )

1  e as    s(1 Ee(1  )(e 1 )e
2
 as
 as 2

 as
)

MAT231BT (Statistics, Laplace Transform and Numerical Methods for PDE)

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Department of Mathematics
E e  e as / 2
 E
 as / 2
 as 
=  as / 2 
 tanh   .
s e  e
as / 2
 s 2

Exercise:
1. Find * ( )+ of periodic function given ( ) { and

( ) ( )

2. Find * ( )+ for given function


a
2
( )
a
{ 2
( ) ( )

Solution:
1  as  1  as 
1. tanh   2. tanh  
 2  4
2
s s

Step function
In many engineering applications, we deal with an important discontinuous function (
) defined as follows :

( ) { , where a is a non-negative constant.

The Heaviside function is also denoted by ( ) The graph of the function is shown
below:

( )

0 a t

This function is known as the unit step function or the Heaviside function. The function is
named after the British electrical engineer Oliver Heaviside (1850 –1925)

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Department of Mathematics

Oliver Heaviside was an English self-taught electrical engineer, mathematician and physicist
who adapted complex numbers to the study of electrical circuits, invented mathematical
techniques for the solution of differential equations (equivalent to Laplace transforms),
reformulated Maxwell's field equations in terms of electric and magnetic forces and energy
flux, and independently co-formulated vector analysis.

Note that the value of the function suddenly jumps from value zero to the value 1 as t  a
from the left and retains the value 1 for all . Hence the function H(t-a) is called the unit
step function.
In particular, when a = 0 the function ( ) become H(t) where

() {

( )

0 t

Transform of Heaviside unit step function


e
 st
By definition , ( )- H (t  a)dt
0
a 
=  e  st 0dt   e  st (1)dt
0 a
 as
e
=
s
1
In particular, a = 0, * ( )+
s

Heaviside shift theorem / t - shifting Property (second shifting Property)

If * ( )+ ( ) then , ( ) ( )- ( )

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Department of Mathematics

Proof: We have

 f (t  a) H (t  a)e
 st
, ( ) ( )- dt
0

=  e  st f (t  a)dt
a
Setting then

e
 s ( a u )
, ( ) ( )- f (u ) du = * ( )+ = ( )
0

Also , ( )- ( ) ( )
The unit step function is atypical „engineering function‟ made to measure for engineering
applications, which often involve functions (mechanical or electrical driving forces) that are
either “off” or “on”. Functions f(t) multiply with u(t-a) produce all sorts of effects.
The simple basic idea is illustrated in the following figures.

In figures
(A) Given function ( )
(B) It is switched off between and ( ( ) when ) and
switched on beginning at .
(C) It is shifted to the right by 2 units.

Unit Impulse function


Phenomena of an impulsive nature, such as the action of forces or voltages over short interval
of time, arise in various applications, for instance, if a mechanical system is hit by a hammer
blow, an airplane makes „hard‟ landing, a ship is hit by a single high wave, hit a tennis ball
by a racket and so on. These problems are modeled by „Dirac’s delta function’ (unit impulse
function)  (t ) and efficiently solved by Laplace transform.
The unit impulse function may be regarded as the limiting form of the function

( ) { as .

MAT231BT (Statistics, Laplace Transform and Numerical Methods for PDE)

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Department of Mathematics
As , the width of the strip shown in fig becomes smaller and smaller, the height of the
strip increases indefinitely in such a way that the area remains unity in ( ).
Thus the unit impulse function or Dirac delta function ( ) is defined as
( ) {
Such that ∫ ( ) ( )

The unit impulse function (t) is defined to have the properties



 (t )  0 for t  0 and  
 (t ) dt  1
The unit impulse function is usually called the Dirac delta function.

Laplace Transform of Unit Impulse function

If ( ) be a continuous function at , then ∫ ( ) ( ) ( )


Proof:

∫ ( ) ( ) ∫ ( ) ( ) ( ) ( )

As ,∫ ( ) ( ) ( )

Taking ( ) we get,

∫ ( )

ie.,Note: 1. , ( ) ( )- ( ).
2. , ( )- .
In particular, if , , ( )- .

For example when , L{(t -10)} = e-10s.

MAT231BT (Statistics, Laplace Transform and Numerical Methods for PDE)

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Department of Mathematics

Examples:

1. Find , ( )- ( ).

Solution:
Let f(t-2) = [et-2 + sin(t-2)]
1 1
Then f(t) = [et + sint] so that L{f(t)} =  2
s 1 s 1
By Heaviside shift theorem L[f(t-2) H(t-2)] = e-2s Lf(t)
 1 1 
Thus L[e (t 2)  sin( t  2)]H (t  2)  e 2 s   2 
 s  1 s  1

2. Find L(3t2 +2t +3) H(t-1).

Solution:
Let f(t-1) = 3t2 +2t +3so that f(t) = 3(t+1)2 +2(t+1) +3 = 3t2 +8t +8
Hence, L f (t )  3  2 
6 8 8
s s s
Thus L[3t +2t +3] H(t-1) = L[f(t-1) H(t-1)]= e-s L f(t)
2

6 8 8
= e s  3  2  
s s s
3. Find L{e-tH(t-2)}.

Solution:
Let f(t-2) = e-t , so that, f(t) = e-(t+2)
e 2
Thus L{f (t)} =
s 1
e2( s 1)
By shift theorem L[ f (t  2) H (t  2)]  e2 s L f (t ) 
s 1
 t
Thus L e H (t  2)  
e 2( s 1)
s 1

4. Let f(t) = f1 (t), t a


f2 (t), t > a

Verify that f(t) = f1(t) + [f2(t) – f1(t)]H(t-a).


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Department of Mathematics

Solution:
() ( )– ()
Consider f1(t) + [f2(t) – f1(t)]H(t-a) = {
()

()
={
()

5. Express the following functions in terms of unit step function and hence find their
Laplace transform.
1. ( ) {
Solution:

1. Here f(t) = t2 + (4t-t2) H(t-2).


2
Hence L{f (t)} = 3  L(4t  t 2 ) H (t  2) (i)
s
Let (t-2) = 4t – t so that (t) = 4(t+2) – (t+2)2 = -t2 + 4
2

2 4
Now L{ (t )}   3 
s s
Expression (i) reduces to L{f(t)} = 3  L (t  2) H (t  2)
2
s
2
= 3  e 2 s L{ (t )}
s
2 4 2 
= 3  e 2 s   3  .
s s s 

2. ( ) {

Here f(t) = cost + (sint-cost)H(t-) .


s
Hence L{f(t)} = 2  L(sin t  cos t ) H (t   ) (ii)
s 1
Let (t-) = sint – cost
Then(t) = sin(t + ) – cos(t + ) = -sint + cost
1 s
So that L (t) =  2  2
s 1 s 1
 L (t   ) H (t   )
s
Expression (ii) reduces to L {f (t)} = 2
s 1
s
= 2  e s L (t )
s 1
s  s 1 
= 2  e s  2 
s 1  s  1
Exercise:
MAT231BT (Statistics, Laplace Transform and Numerical Methods for PDE)

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Department of Mathematics
Find the Laplace transform of the following functions:

(i) t2 H(t-3) (ii) (e-tcos2t) H(t - )

Answers:
e 3s  ( s 1)  s 1 
(i) 3 9s 2  6s  2 (ii ) e 
 s  2s  5 
2
s
7. Express the following functions in terms of unit step function and hence find their
Laplace transform:

2t, 0<t  t2 , 0< t<2


(i) f(t) = (ii) f(t) =
1, t > 8t, t >2

-t, 0<t  cost, 0 < t /2


(iii) f(t) = (iv) f(t) =
sint, t> sint, t >/2

Answers:
2  1  2 2  2  2 4 12 
(i) 2  e s   2  (ii) 3  e 2 s  3  2  
s  s s  s s s s 


 1 1 1  s s  s 1 
(iii)  2  e s  2  2  (iv) 2 e 2
 2 
s s s s  1 s 1  s  1

8. Let f1 (t), t a
f(t) = f2 (t), a<t b
f3 (t), t>b

Verify thatf (t) = f1 (t) + [f2 (t) – f1 (t)]H(t-a) + [f3(t) - f2(t)] H(t-b)

Exercise:
Express the following function in terms of unit step function and hence find its
Laplace transform.

f (t) = {  

Answer:
1  2 1  2s  3 2 
 e s  2  2 e  2  2 
s 1
2
 s  4 s  1  s 9 s  4.

MAT231BT (Statistics, Laplace Transform and Numerical Methods for PDE)

29
Department of Mathematics

Video links:

https://www.youtube.com/watch?v=6MXMDrs6ZmA
https://www.youtube.com/watch?v=wnnnv4wt-Lw
https://www.youtube.com/watch?v=N-zd-T17uiE
https://www.youtube.com/watch?v=l7nzLD3t4Uc

MAT231BT (Statistics, Laplace Transform and Numerical Methods for PDE)

30

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