0% found this document useful (0 votes)
16 views1 page

Laplace Transforms (7.1)

Notes on Laplace Transforms

Uploaded by

69d55bx6cs
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
16 views1 page

Laplace Transforms (7.1)

Notes on Laplace Transforms

Uploaded by

69d55bx6cs
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 1

Section 7.

1 Definition of the Laplace Transform

MAT 285 Differential Equations

R ∞ in an integral transform, where the interval of integration is [0, ∞). If f (t) is defined
We are interested
for t ≥ 0, then 0 k(s, t)f (t) dt is defined as a limit:
Z ∞ Z b
k(s, t)f (t) dt = lim k(s, t)f (t) dt.
0 b→∞ 0

If the limit exists, the integral exists or is convergent; otherwise, the integral does not exist and is divergent.
In general, the limit will exist for only certain values of s. k(s, t) is the kernel of the transform. k(s, t) =
e−st leads to:
Definition - Laplace Transform: Let f be a function defined for t ≥ 0. Then the integral
Z ∞
£{f (t)} = e−st f (t) dt = F (s)
0

is said to be the Laplace transform of f , provided that the integral converges.

Example: f (t) = 1, find £{f (t)}

Example: f (t) = t, find £{f (t)}

For a linear combination of the functions


Z ∞ Z ∞ Z ∞
e−st [αf (t) + βg(t)] dt = α e−st f (t) dt + β e−st g(t) dt
0 0 0

whenever both integrals converge for s > c.


Therefore: £{αf (t) + βg(t)} = α£{f (t)} + β£{g(t)} = αF (s) + βG(s).
£ is a linear transform. £{1 + 5t} = £{1} + 5£{t} = 1s + s52
Definition: A function f is said to be of exponential order c if there exist constants c, M > 0, T > 0, such
that |f (t)| ≤ M ect for all t > T .

Theorem - Sufficient Conditions for Existence: If f is piecewise continuous on [0, ∞) and of exponential
order c, then £{f (t)} exists for s > c.
Example: (
4 0≤t<2
f (t) =
0 t≥2

Theorem: Behavior of F (s) as s → ∞


If f is piecewise continuous on (0, ∞) and of exponential order and F (s) = £{f (t)}, then
lim F (s) = 0
s→∞
.

You might also like