Mathsematica
Mathsematica
Mathsematica
MODULE - I
a s 1 ( n)
L{sin at} 2 6. L{cosh at} 7. L{sinh at} 2 2 8. L{t n } n 1 if n is not
s a2 s a
2 2
s a s
n!
integer and L{t n } if n is an integer
s n 1
Linear property of Laplace Transforms:
If f (t ) & g (t ) are any two functions, then L{c1 f (t ) c2 g (t )} c1L{ f (t )} c2 L{g (t )}
Properties of Laplace Transforms:
Shifting property: If L{ f (t )} f (s), then L{eat f (t )} f (s a)
dn
Multiplication by t n : If L{ f (t )} f (s), then L{t n f (t )] (1)n [ f (s)]. where n is positive
ds n
integer.
f (t )
Division by t: If L{ f (t )} f (s) , then L f ( s)ds
t s
t
f ( s)
Transform of integral: If L{ f (t )} f (s) , then L f (u )du
0
s
Examples: 1. Find the Laplace transform of t e cosh 3t. 5 4t
2. Evaluate L sin 3 2t
n!
3. Prove that L{t n } if n is an integer. 4. Evaluate: L{sin t sin 2t sin3t}
s n 1
5. Find L t (sin 3 t cos3 t ) 6. Find the Laplace transform of e4t t 5/2
cos at cos bt
7. Find the Laplace transform of 8. Find L.T. of e2t cos2 t. 9. Find
t
eat ebt
L .
t
10. Find the Laplace transform of e3t sin 5t sin 3t. 11. Find the Laplace transform of et cos2 3t.
cos at cos bt
12. Find the Laplace transform of t sin at. 13. Find the Laplace transform of
t
cos3t 2t. 14. Find the Laplace transform of t 2e2t 15. Evaluate (i) L{te2t sin 4t} (ii)
1 cos at
L
t
sin 2 3t
16. Find the Laplace Transform of t 2e3t sin 2t. 17. Evaluate (i) L 8t
(ii) L{te cos 2t}
t
60 60 3 1 1 1 1 3
Answers: 1. 2. 2 4. 2
( s 7) 6
( s 1) 6 2 s 4 s 36
2 2 2
s 16 2( s 4) 3( s 36)
1 1 s2 9 s2 4 s 2 b2
5. 3s 1
3
1
6. ( s 4) 3/2
7. log 2 2
2 ( s 2 1)2 ( s 2 9)2 4 ( s 2 1)2 ( s 2 9)2 3 s a
s2 s b 30( s 3)
8. 9. log
1 1
2 10. 2 11.
2 s 2 s 4s 8 sa ( s 6s 13)(s 2 6s 73)
1 1 s 1
2
2 s 1 s 2s 37
s 2 b2 2as s 1 2 8( s 2)
12. log 13. 14. 15. (i) (ii)
2
s a 2 2
(s a ) 2 2 2
s 9 s log 2 ( s 2)3 s 4s 20)2
2
s2 a2
log
s
12s 2 72s 92 1 s 2 36 s 2 16s 60
16. log 17. (i)
(ii)
( s 2 6s 13) 2 2 s ( s 2 16s 68)2
Problems using Laplace Transform:
cos 6t cos 4t
1. Evaluate e t sin tdt
3t
2. e t cos 2tdt 3.
3t
dt 4. t 3et sin tdt
0 0 0
t 0
et sin t et sin t
5. Find the Laplace transform of
t
and hence deduce that t dt 4 .
0
3 5 2
Answers: 1. 2. 3. log 4. 0 5. Cot 1 (s 1)
50 169 3
Exercises I: Evaluate the following integrals using Laplace Transform:
e3t e6t sin t
1. te 3t
cos tdt 2. dt 3. t dt 4. te sin 3tdt 5. te cos tdt 6. te sin tdt 7.
2t 2t 2t
0 0
t 0 0 0 0
cos at cos bt et sin 2 t 1
8. te sin 4tdt t dt 4 log5 10. Prove that
t
dt 9. Prove that
0
t 0 0
at bt
e e b
t
dt log
a
0
2 12 3 4 b 8
Answers: 1. 2. log 2 3.
4. 5. 6. 7. log 8.
25 2 169 25 25 a 289
Laplace Transform of Periodic functions:
A function f (t ) is said to be Periodic with period T if f (t ) f (t T ) f (t 2T ) ..... f (t nT ) ,
Where n is an integer.
Eg: sin t & cos t are periodic functions with period 2
T
1
sT
Theorem: If f (t ) is a Periodic function with period T, then L{ f (t )} e st f (t )dt
1 e 0
T 2T 3T
Proof: L{ f (t )} e st
f (t )dt e st
f (t )dt + e
st
f (t )dt e
st
f (t )dt ........
0 0 T 2T
Put t u T in the 2nd integral, then dt du & if t T , u 0 & if t 2T , u T
Similarly Put t u 2T in the 3nd integral, then dt du & if t 2T , u 0 & if t 3T , u T
Put t u 3T in the 4th integral & soon. We get
T T T
L{ f (t )} e st f (t )dt + e s (u T ) f (u T )du e s (u 2T ) f (u 2T )du ........
0 0 0
T T T
e st f (t )dt + e sT e su f (u )du e2 sT e su f (u )du ........
0 0 0
[ f (u) f (u T ) f (u 2T ) . . . . . . as f (t ) is periodic]
T T T
e st f (t )dt + e sT e st f (t )dt e2 sT e st f (t )dt ........
0 0 0
T T T
1 1
e st f (t )dt ( 1 e sT e2 sT ........) e st f (t )dt sT
sT
e st f (t )dt
0 0 1 e 1 e 0
sT 2 sT
[ 1 e e ........ is a Geometric series with common ratio e sT ]
Example: Find the Laplace Transform of the following periodic functions:
t sin t , 0 t 1,
1. f (t ) , is the period. 2. f (t ) 2
with period 2 3. f (t )
0, t 1,
0 t a2 1 e s 1 as
with period a. Answers: 1. 2. 3. tanh
a t a
s 2 s(1 e s ) s s 4
2 (1 e )( s 2 2 )
Exercises II: Find the Laplace Transform of the following periodic functions:
t, 0t c
1. f (t ) 1 t,0 t 1, f (t 1) f (t ) 2. f (t ) , f (t 2c) f (t )
2c t , c t 2c
3t , 0t 2
3. f (t ) , f (t 4) f (t ) 4. f (t ) et ,0 t c, f (t c) f (t )
6, 2t 4
1, 0 t a
5. f (t ) t 2 ,0 t 2, f (t 2) f (t ) 6. f (t ) , f (t 2a) f (t )
0, a t 2a
7. f (t ) sin kt 8. f (t ) cos kt
9. Find the Laplace Transform of the full – wave rectifier f (t ) E sin t , 0 t having period
s 2
Express the following functions in terms of Heaviside’s units step function & hence find its
Laplace
Transform:
t 2 , 0 t 2 4e2 s 2
1. f (t )
4t , t2 s
3 1 e2 s
s
sin t , 0t
1 s 2 1 2 s 3 2
2. f (t ) sin 2t , t 2 s2 1 + e s2 4 s2 1 e 2 2
sin 3t , s 9 s 4
t 2
3. Express the following in terms of unit step function & hence find the Laplace Transform.
t 1, 0t 2 s
1 2e2 s e3s 1 sin t , 0t 2 2 (1 s )
f (t ) 3 t , 2t 3 4. f (t ) 1 e
0, s2 s cos t , t 2 s2 1
t 3
Exercises III: Express the following functions in terms of Heaviside’s Unit step function &
hence find its Laplace Transform.
2 t , 0 t 1
t ,
2
0t 2 2, 0 t 1 sin 3t ,
1. f (t ) 2. f (t ) 3. f (t ) 4. f (t )
e ,
t
t 1
6, t2 t, t 1 0,
t2, 0 t 2
0t t , 0 t 1
2
cos t , 0t
5. f (t ) 6. f (t ) t 1, 2 t 3 7. f (t ) 8.
t
4, t 1 7, sin t , t
t 3
cos t , 0 t
f (t ) cos 2t , t 2
cos3t , t
1, 0 t 1
e 2t , 0 t 1
9. f (t ) 10. f (t ) t , 1 t 2
t 1
2, 2
t , t 2
s
2 1 1 s 1 3e 2 6e2 s 2 4 4
Answers: 1. 2 e1 s e . 2. e2 s 3 2 3.
s 1
2 3
s s s s s s s s s
2 s 1 1
e 2
s s s
1 e2( s 1) 2 3 2 2 2 3 3 2 5 1
4. 5. e s 2 3 6. e2 s 2 3 e3s 2 7.
s 1 s 3
s s s s 3
s s s s s
s e s ( s 1)
s2 1
s 1 1 5se2 s 1 s 2 e2
8. se s 2 2 2 9. e 10.
s 1 s 4 s 1 ( s 4)( s 9)
2
s2 s s 2
1 e s 2 3 2
2 e2 s 3 2
s s s s s
Unit Impulse Function: (Or Dirac delta function)
A unit impulse function (t a) is defined as
1 , If a t a
(t a) lim (t a); a 0 Where (t a)
0
0, other wise
Laplace Transform of the unit Impulse function:
First we shall find the Laplace Transform of (t a)
a a
L{ (t a)} e st (t a)dt e st (t a)dt e st (t a)dt e
st
(t a)dt
0 0 a a
a
1
e
st
0 . dt 0 (By definition)
a
1 e st a 1 1 1 e s
. e s ( a ) e sa (e sa .e s e sa ) e as
s a s s s
Hence L{ (t a)} L Lim (t a) Lim L{ (t a)}
0
0
1 e s as 1 e s
Lim e as e Lim
0
s 0
s
1 e s 0
Now Lim
s 0 form, hence applying L’Hospital’s rule we get,
0
s
Lim 0 (s)e
Lime s 1 L{ (t a)} e as
s 0 0
Note: If a = 0, L{ (t )} e 1
0
Example: Find the Laplace Transform of the following unit impulse function:
(t a) e as
2. t (t a) ae 3. e (t b) e 4. t n (t a) a n e as
as at b ( s a )
1.
t a
t
( x 3) e 3s
5. dx 6. cosh3t (t 2) e2 s cosh 6
0 x2 9s
Exercises IV: Find the Laplace Transform of the following unit impulse function:
1. 2 (t 1) 3 (t 2) 4 (t 3) 2e s 3e2 s 4e3s 2. t 4 (t 3) 81e3s 3. (t 1)2 (t a)
(a 1) e 2 as
2 (t 3) 3 (t 2) 1
4.
t
6
4e3s 9e2 s 5. cosh t (t a) e as
cosh a 6. sinh3t (t 2)
e 2 s
sinh 6
2 (t 1) 6 (t 2)
10. (tx 2)dx
t
7. t (t 3) 3 e
n n 3 s
8. (t 1) (t 2) 9e
2 2 s
9. 2e s
3e 2 s
3
t 0
e 2 s
8s
INVERSE LAPLACE TRANSFORMS:
Definition: If L{ f (t )} f (s), then f (t ) is called the Inverse Laplace Transform of f ( s) & is
denoted by L1{ f (s)} . L1{ f (s)} f (t ) if L{ f (t )} f (s)
Inverse Laplace Transform of Standard functions:
t n 1 (n 1)!
, if n is integer L{t n 1}
1 1 (n 1)!
1) L1 1 sn
1 1
L{1} 2) L n n 1
s s s t ( n)
other wise L{t n 1} n
(n), s
1 1
3) L1
1 at 1 a
e L{eat } 4) L1 2
sin at L{sin at} 2
s a sa s a a s a2
2
s s 1 1 a
5) L1 2
cos at L{cos at} 6) L1 2 2 sinh at L{sinh at} 2 2 7)
s a s a2 s a a s a
2 2
s s e as e as
L1 2 2
cosh at L{cosh at} 8) L1 u (t a) L{u (t a)} 9)
s a s a2
2
s s
L1 e as (t a) L{ (t a)} e as 10) L1 1 (t ) L{ (t )} 1
1
f ( s) t f ( s) t
t
13) If L1{ f (s)} f (t ) , then L1 f (t )dt . Also L 2 f (t )dt dt
s 0 s 0 0
1
t t
2
Example: L1 2 2 L1 s a
1 2
L dt 1a sin atdt
1
1
s( s a ) s 0 s2 a2
0
cos at t cos at t 1 1
1a 0 2
2 [cos at 1] 2 1 cos at
a a 0 a a
d
14) If L1{ f (s)} f (t ) , then tf (t ) L1 [ f ( s)]
ds
2as 1 d 1 sin at
Example: L1 2 2
L 2 2
t.
(s a ) ds s a
2
a
Note: L1 is linear. i.e. L1 c1 f (s) c2 g (s) c1L1{ f (s)} c2 L1{g (s)}.
Problems: Find the Inverse Laplace Transform of the following:
s2 s3 2s 1 1 2s 1
1) 2) 2 3) 4) 5) 2 6)
( s 2) 3
s 4s 13 s 2 2s s( s a) 3
s 2s 5
5s 3
( s 1)( s 2 2s 5)
s s s3 s 2 1 1 s3 1
7) 8) 9) 10) 2 11)
s 4a 4
4
( s a 2 )2
2
s4 a4 s 3 s 6s 13 ( s 2)3
s 1
( s 1) 2 ( s 2)
7s 4 s2 1 s2 s2
12) 13) 14) 15) 2 16) 17)
4s 4s 9
2
( s a 2 )2
2
(s a )
2 2 2
s ( s 1)( s 2) ( s 4s 5) 2
2
s 1 s2 1 1 s 2
log 18) log 19) cot 20) tan 1 2
21) s s a 22)
s 1 s( s 1) 2 s
s2 4
log 3
( s 1)
sa e as s 2 e s 1 s 1 s2
23) s log 1 24) 25) 26) e3s 27) 28)
sa s2 4 s 2 3s 2 s s 1 s 7 s 12
2 2
e 6 s
( s 4) 2
log s k 1
29) Show that L{log t} , where k is some arbitrary constant. 30)
s s s( s 1)( s 2)( s 3)
cosh 2s
31)
e3 s s 2
5 1 3 2t
Answers: 1. e2t 4te2t 2t 2e2t 2. e2t cos3t sin 3t 3. e 4.
3 2 2
t 2 e at te at e at 1
2 3 3
2a a a a
1 1
5. et (2cos 2t 1 2 sin 2t ) 6. et et (cos 2t 32 sin 2t ) 7. sin at sinh at 8. t sin at
2a 2 2a
1 1 1 t2
9. (cosh at cos at ) (sinh at sin at ) 3 (sinh at sin at ) 10. e3t e3t cos 2t e2t
2 2a 2a 2!
1t
1 2 1 1 1 1
11. et tet e2t 12. e 2 (7cos 2t sin 2t ) 13. [at cos at sin at ] 14.
9 3 9 4 2 2 2 a
1
(sin at at cos at )
2a 3
1 1 2sinh t 1 et 2cos t sin 2t 2sin t sinh t
15. (e2t et ) t 16. te2t sin t 17. 18. 19. 20.
3 2 t t t t
5 3
3eat t 2 aeat t 2 3et 2cos 2t 2sinh at 2at cosh at
21. 22. 23. 24.
4 2 t t2
(t a) 2sin 2(t a)u(t a)
3 ( t ) t 3 t 1 ( t 3) 1
25. 2e 2 sinh u (t ) 2e 2 .sinh( t ) 26. e 2
2 cos 2 (t 3)
3
.sin 2
3
(t 3) u(t 3)
2 3
1 1 1 1
27. 5e3t 6e4t 28. e4(t 6) (t 6)u(t 6) 30. et e2t e3t 31.
6 2 2 6
1
[(t 1)u (t 1) (t 5)u(t 5)
2
Exercises V: Find the Inverse Laplace transforms of the following-
s 2 3s 4 ( s 2)3 1 4 1 3s 5 2 2s 5 4s 18
1) 2) 3) 4) 5) 6)
s3 s6 3s 2 5s 1 5 s s 8
2 4s 25 9 s 2
2
3( s 1)
2 2
2s 5
s2 4s 1 e3s e5 s se s e s 3e3s e s
7) 2 2 8) 9) 10) 2 11)
s 36 s 25 ( s 4)2 ( s 2) 4 s 2 16 s 2 9 s s
(1 e s )(2 e2 s )
s3
s
se e s
2 e s se2 s s 3 2s 3 s3
12) 13) 14) 2 15) 16)
s2 2 s 1 s 4
2 2
s 6s 13 s 2s 5
2
4s 4s 9
2
s
3s 2 2s 1 e 4 s e e2 s
2 s
32) 33) 34) 35)
( s 3)( s 2 1) ( s 1)3 s2 1
( s 1)( s 2 4) 2
1 2t 4 t
Answers: 1. 1 3t 2t 2 2. 301 (15t 2 30t 3 15t 4 2t 5 3. e 3 e 5 2 t 4.
3 5
3 t4
3cos(2 2t ) 52 sin(2 2t ) 5. 12 cos 5t 2 sin 5t 2 4cosh3t 6sinh3t 6. 1 t 2 7.
2 24
1 1
cos6t sin 6t 4cos5t sin 5t
3 5
(t 5)3 e2(t 5)u (t 5) sin 3t
8. (t 3)e4(t 3)u (t 3) 9. cos 4t u (t ) 10. 3u(t 3) (t 1)u(t 1)
6 3
11. t 2 (t 1)2 u(t 1) 12 (t 2)2 u(t 2) 12 (t 3)2 u(t 3) 12. sin t[u(t 1 2) u(t 1)]
t
13. sin tu(t ) cos 2tu(t 2 ) 14. e3t cos 2t 15. e 2 (4cos 2t sin 2t ) 16.
t
2
e 2
2 cos( 2t ) 5sin( 2t )
8 2
3(t 1)2 (t 1)3
17. e4(t 2) 1 4(t 2) u(t 2) 18. e(t 1) u (t 1) 19.
2 3
e
3t
2
2cosh 5t
2
4
5
sin
5t
2
et 5 8 3t 8 15
20. e2t (2cos5t sin 5t ) 21. e2t e3t 22. 95 et 73 tet 95 e2t 23.
e cos 2t sin 2t
2 2 13 13 26
t
1 2(1 cos at ) 1 e 2cos t ) 2(e cos 2t )
4t
24. 5sin(t 2) sin(2t 2) u (t 2) 25. 26. 27.
3 t t t
2t
te sin t ) sin at 2(4t cosh 4t sinh 4t ) 1 5
28. 29. 30. 2
31. 2et e2t 32. 2e3t cos t sin t
2 a t 2 2
1
33. e(t 4) (t 2 8t 16)u(t 4) 34. u(t 1 2)sin(t 1 2) u(t 2)sin(t 2) 35. (cos t cos 2t )
3
Convolution:
1 1 3 1
Answers: 1. (et sin t cos t ) 2. (sin t t cos t ) 3. cos t (1 e2t ) sin t (1 e2t )
2 2 8 8
bt at
1 e e 1
4. 2 2 (cos bt cos at ) 5. t (et 1) 2(et 1) 6. 7. 3 (sin at at cos at )
a b a b 2a
t
1 e 1
8. (e2t e2t 4te2t ) 9. {1 e8t (1 8t )} 10. (1 cos 2t )
16 64 4
2 s 1 t3 t3
Answers: 1. 3 2. 3. 4. t t 5. sinh t 6.
s ( s 1) ( s 1)( s 2 4) s 2 ( s 2) 2 3! 6
1 2t 2t 2 e2t
Application of Laplace Transforms
Solution of Ordinary differential equations:-
Transform of Derivatives:
If f (t ) is a continuous real valued function with continuous derivatives f 1 (t ), f 11 (t ),......., f ( n) (t ) &
L{ f (t )} f (s), then
i) L{ f 1 (t )} sf (s) f (0)
ii) L{ f ( n) (t )} s n f (s) s n1 f (0) s n2 f 1 (0) ......... sf ( n2) (0) f ( n1) (0).
d2y dy
Problems:- Solve 1. 2 y et ; y(0) 2, y1 (0) 1 2. Solve ( D2 2D 5) y e x sin x;
dt 2 dt
t
d dy
y 0, Dy 1 at x 0 where D
dx
3. Solve:
dx 0
2 y y dt sin t; y(0) 1.
2
4. d x 2 dx x(t ) t ; x(0) 3, x(1) 1 5. Solve: x11 (t ) 4 x(t ) (t ), x(0) 1, x1 (0) 0
dt 2 dt
4t , 0 t 1
Where (t ) 6. ty11 2 y1 ty cos t , given that y(0) 1
4, t 1
t2 1 x 3 1
Answers: 1. y (t ) et 2 3t 2. y ( x) e (sin x sin 2 x) 3. y(t ) et tet sin t
2 3 2 2
1 1
4. x(t ) 2 t et tet 5. y(t ) t sin 2t cos 2t [(t 1) sin 2(t 1)]u(t 1) 6.
2 2
1 1
y (t ) sin t
2 t
Exercises VII: 1. Solve the following Differential equations-
d2x 12
1. y11 4 y1 3 y et ; y(0) y1 (0) 1 2
9 x cos 2t; x(0) 1, x1 (0)
2.
dt 5
3. y 2 y y 2 y 0; y(0) y (0) 0 & y (0) 6 4. ( D n ) x a sin(nt ); x Dx 0 at
111 11 1 1 11 2 2
t 0
d2x
5. ( D2 3D2 3D 1) y t 2et ; y(0) 1, y1 (0) 0, y11 (0) 2 6. 9 x cos 2t;
dt 2
x(0) 1, x 1
2
dx
7. x sin t; x(0) 2 8. y11 3 y1 2 y 4t e3t ; y(0) 1& y1 (0) 1 9.
dt
d2y dy
2
2 5 y et sin t; y(0) 0, y1 (0) 1 10. x11 (t ) 4 x1 (t ) 4 x(t ) e2t ; x(0) 0 & x(1) 0
dt dt
11. y11 (t ) 2 y1 (t ) y(t ) 2 (t 3)u(t 3); y(0) 2 & y1 (0) 1.Find y(1) & y(4)
4, 0 t 2
12. x11 (t ) x1 (t ) (t ); x(0) 0 & x1 (0) 0 & (t )
t 2, t 2
d4y
13. 4
16 y 0; y 1, y1 , y11 , y111 are zero at x = 0, 14. y111 y1 (t ) e2t ;
dx
y(0) 0 y1 (0) y11 (0)
7 3 1 1 1
Answers: 1. y et e3t tet 2. x (4cos3t 4sin 3t cos 2t ) 3. y (2 3t t 2 )et
4 4 2 5 2
a{sin nt cos nt cos(nt )} 1 1
4. x 5. y et 1 t t 2 t 5 6.
60
2
2n 2
1
x (4cos3t 4sin 3t cos 2t )
5
sin t cos t
7. x 2 2 et
1 1
2
1
8. y 2t 3 e3t et 2e2t
2
9. x
11 t
3
e (sin t sin 2t )
1
10. x (1 t )2 e2t 11. y(1) 2 e1 , y(4) 1 3e1 4e4 12.
2
x 4 4cos t [(t 2) sin(t 2)]u(t 2)
1 1 e 2t 2 1
13. y( x) (cosh 2 x cos 2 x) 14. y(t ) cos t sin t
2 2 10 5 5
MODULE – II
FOURIER SERIES
f(x) = x in [-1, 1] is odd as f(-x) = -x = -f(x). The graphs of these functions are shown below: