Progress Report 2
Progress Report 2
I, Madhab Chandra Giri, Roll No.:7473U216009, hereby declare that the work
entitled “Laplace Transform and Its Application” is being continued by me
under the guidance of Dr. Pinakadhar Baliarsingh, IMA, BBSR.
1. Laplace Transform:
(a) Definition: The Laplace transform of f is defined by:
Z ∞ Z τ
−st
F (s) = L{f (t)} = e f (t) dt = lim e−st f (t) dt
0 τ →∞ 0
Whenever the limit exists as a finite number. If the limit does not exist, the
integral is said to diverge, and there is no Laplace transform defined for f .
(b) Properties: I have studied the following properties and proved them:
i. Linearity - L(c1 f1 + c2 f2 ) = c1 L(f1 ) + c2 L(f2 )
ii. First Translation - F (s − a) = L{eat f (t)}, for real a, Re(s) > a.
iii. Second Translation - L{ua (t)f (t − a)} = e−as F (s) (a ≥ 0).
d n
n n
iv. Differentiation - ds n F (s) = L{(−1) t f (t)}, for n = 1, 2, 3, . . . (s > α).
R∞
v. Integration - 0 F (x) dx = L{ f (t)
t
} (s > α).
(c) Convolution Theorem:
L{f ∗ g}(s) = F (s)G(s)
Rt
Where f (t) ∗ g(t) = 0 f (τ )g(t − τ ) dτ , and F (s) and G(s) denote the Laplace
transforms of f (t) and g(t) respectively.
(d) Inverse Laplace Transform: If L{f (t)} = F (s), then the inverse Laplace
transform is denoted by L−1 {F (s)} = f (t), t ≥ 0, which maps the Laplace
transform of a function back to the original function.
1
(b) Partial Differential Equation: Given a function u(x, t) defined for all t > 0
and assumed to be bounded, applying the Laplace transform in t considering x
as a parameter:
Z ∞
L{u(x, t)} = e−st u(x, t) dt ≡ U (x, s)
0