Laplace Transforms, eigenvalue problem, grad, div, and

curl

Hakan Dogan

Department of Mechanical Engineering

Hacettepe University

MMU604(MMU703) Analytical Methods in Engineering (II)

March 24, 2025

MMU604/MMU703 March 24, 2025 1 / 20

 Laplace Transforms

Laplace Transforms

• More directly without determining a general solution/homogeneous

ODE
• Inputs that have discontinuities or represent short impulses or
complicated periodic functions (e.g., the unit step function, the
Dirac’s delta)

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 Laplace Transforms

Laplace Transforms

• More directly without determining a general solution/homogeneous

ODE
• Inputs that have discontinuities or represent short impulses or
complicated periodic functions (e.g., the unit step function, the
Dirac’s delta)
Steps:
1 Apply the Laplace Transform (LT) → algebraic equation
2 Solve the equation by purely algebraic manipulation
3 Transform back into time-domain

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 Laplace Transforms

Laplace Transforms

The Laplace Transform:

Z ∞
F (s) = L {f (t)} = e −st f (t)dt (1)
0

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 Laplace Transforms

Laplace Transforms

The Laplace Transform:

Z ∞
F (s) = L {f (t)} = e −st f (t)dt (1)
0
The Inverse Transform:
f (t) = L −1 (F ) (2)

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 Laplace Transforms

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 Laplace Transforms

s-Shifting

Z ∞ Z ∞
F (s − a) = e −(s−a)t f (t)dt = e −st e at f (t)dt
0 0

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 Laplace Transforms

s-Shifting

Z ∞ Z ∞
F (s − a) = e −(s−a)t f (t)dt = e −st e at f (t)dt
0 0
= L e at f (t)


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 Laplace Transforms

s-Shifting

Z ∞ Z ∞
F (s − a) = e −(s−a)t f (t)dt = e −st e at f (t)dt
0 0
= L e at f (t)


If we know f (t), we can find e at f (t).

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 Laplace Transforms

Transforms of derivatives and integrals

 ′ Z ∞ ∞ Z ∞
−st ′
L f (t) = f (t)dt = e −st f (t) e −st f (t)dt
 
e +s (3)
0 0 0
Z ∞
= 0 − 1.f (0) + s e −st f (t)dt (4)
0
= sL {f (t)} − f (0) (5)

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 Laplace Transforms

Transforms of derivatives and integrals

 ′′ Z ∞ ∞ Z ∞
−st ′′
L f (t) = f (t)dt = e −st f ′ (t) e −st f ′ (t)dt
 
e +s (6)
0 0 0
Z ∞
= 0 − 1.f ′ (0) + s e −st f ′ (t)dt (7)
0
= s 2 L {f (t)} − sf (0) − f ′ (0) (8)

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 Laplace Transforms

Transforms of derivatives and integrals

 ′′ Z ∞ ∞ Z ∞
−st ′′
L f (t) = f (t)dt = e −st f ′ (t) e −st f ′ (t)dt
 
e +s (6)
0 0 0
Z ∞
= 0 − 1.f ′ (0) + s e −st f ′ (t)dt (7)
0
= s 2 L {f (t)} − sf (0) − f ′ (0) (8)

Derivative:
n o
L f (n) = s n L {f } − s n−1 f (0) − s n−2 f ′ (0) − ... − f n−1 (0) (9)

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 Laplace Transforms

Transforms of derivatives and integrals

 ′′ Z ∞ ∞ Z ∞
−st ′′
L f (t) = f (t)dt = e −st f ′ (t) e −st f ′ (t)dt
 
e +s (6)
0 0 0
Z ∞
= 0 − 1.f ′ (0) + s e −st f ′ (t)dt (7)
0
= s 2 L {f (t)} − sf (0) − f ′ (0) (8)

Derivative:
n o
L f (n) = s n L {f } − s n−1 f (0) − s n−2 f ′ (0) − ... − f n−1 (0) (9)

Integral:
t
Z 
1
L f (τ)dτ = F (s) (10)
0 s

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 Laplace Transforms

y ′′ + ay ′ + by = r (t), y (0) = K0 , y ′ (0) = K1 (11)

s 2 Y (s) − sy (0) − y ′ (0) + a [sY (s) − y (0)] + bY (s) = R(s) (12)

For zero initial conditions:
Y (s) 1
= 2 → G (s) Transfer function (13)
R(s) s + as + b

The response:

Y (s) = (s + a) y (0) + y ′ (0) G (s) + R(s)G (s)

 
(14)

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 Laplace Transforms

Unit step function


0 if t <a
u(t − a) = (15)
1 if t >a

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 Laplace Transforms

Unit step function


0 if t <a
u(t − a) = (15)
1 if t >a
The Laplace Transform:
Z ∞
L {u(t − a)} = u(t − a)e −st dt (16)
0
e −st ∞
Z ∞
−st
= e 1dt = − , t =a≤0 (17)
0 s t=a

e −as
L {u(t − a)} = (18)
s
where s > 0.

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 Laplace Transforms

Unit step function


0 if t <a
u(t − a) = (15)
1 if t >a
The Laplace Transform:
Z ∞
L {u(t − a)} = u(t − a)e −st dt (16)
0
e −st ∞
Z ∞
−st
= e 1dt = − , t =a≤0 (17)
0 s t=a

e −as
L {u(t − a)} = (18)
s
where s > 0.
On-off switch!

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 Laplace Transforms

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 Laplace Transforms

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 Laplace Transforms

t-Shifting

Replacing t by (t − a) in f (t).

0 if t <a
f˜(t) = f (t − a)u(t − a) = (19)
f (t − a) if t >a

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 Laplace Transforms

t-Shifting

Replacing t by (t − a) in f (t).

0 if t <a
f˜(t) = f (t − a)u(t − a) = (19)
f (t − a) if t >a

The Laplace Transform:

Z ∞
e −as F (s) = e −as e −sτ f (τ)dτ (20)
0
Z ∞
= e −s(τ+a) f (τ)dτ (21)
Z0∞
= e −st f (t − a)dt (22)
a
Z ∞ Z ∞
= e −st f (t − a)u(t − a)dt = e −st f˜(t)dt (23)
0 0

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 Laplace Transforms

t-Shifting

The Laplace Transform:

L {f (t − a)u(t − a)} = e −as F (s) (24)

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 Laplace Transforms

Dirac’s Delta Function

A function: 
1/k if a ≤ t ≤ a + k
fk (t − a) = (25)
0 otherwise

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 Laplace Transforms

Dirac’s Delta Function

A function: 
1/k if a ≤ t ≤ a + k
fk (t − a) = (25)
0 otherwise
The impulse:
Z a+k
1
Z ∞
Ik = fk (t − a)dt = dt = 1 (26)
0 a k

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 Laplace Transforms

Dirac’s Delta Function

A function: 
1/k if a ≤ t ≤ a + k
fk (t − a) = (25)
0 otherwise
The impulse:
Z a+k
1
Z ∞
Ik = fk (t − a)dt = dt = 1 (26)
0 a k
The Dirac’s Delta or Unit impulse function:

δ (t − a) = lim fk (t − a) (27)
k→0

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 Laplace Transforms

Dirac’s Delta Function

A function: 
1/k if a ≤ t ≤ a + k
fk (t − a) = (25)
0 otherwise
The impulse:
Z a+k
1
Z ∞
Ik = fk (t − a)dt = dt = 1 (26)
0 a k
The Dirac’s Delta or Unit impulse function:

δ (t − a) = lim fk (t − a) (27)
k→0


∞ if t = a
δ (t − a) = (28)
0 otherwise
and the area: Z ∞
δ (t − a)dt = 1 (29)
0
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 Laplace Transforms

Dirac’s Delta Function

1
fk (t − a) = [u(t − a) − u(t − (a + k))] (30)
k
The Laplace Transform:

1 h −as i 1 − e −ks
L {fk (t − a)} = e − e −(a+k)s = e −as (31)
ks ks
taking the limit as k → 0 (L’Hopital):

+se −ks
→1 as k → 0 (32)
s
Hence,
L {fk (t − a)} = e −as (33)

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 Laplace Transforms

Convolution

L {f }L {g } is the transform of the convolution of f and g .

Z t
h(t) = (f ∗ g )(t) = f (τ)g (t − τ)dτ (34)
0

where h(t) = L − 1{H} and H = FG .

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 Laplace Transforms

Convolution

A nonhomogeneous linear ODE:

y ′′ + ay ′ + by = r (t) (35)

Y (s) = (s + a)y (0) + y ′ (0) G (s) + R(s)G (s)

 
(36)
For zero initial values:
Y (s) = R(s)G (s) (37)
The convolution theorem gives the solution:
Z t
y (t) = g (t − τ)r (τ)dτ (38)
0

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 Linear Algebra and Eigenvalue Problem

Eigenvalue Problem

Eigenvalue problem:

Ax = λ x (39)
A: a given non-zero square matrix
x : an unknown vector (eigenvector)
λ: an unknown scalar (eigenvalue)

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 Linear Algebra and Eigenvalue Problem

Eigenvalue Problem

Eigenvalue problem:

Ax = λ x (39)
A: a given non-zero square matrix
x : an unknown vector (eigenvector)
λ: an unknown scalar (eigenvalue)

Find λ and x satisfying the above equation.

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 Linear Algebra and Eigenvalue Problem

Eigenvalue Problem

    
6 3 5 33
= (40)
4 7 1 27

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 Linear Algebra and Eigenvalue Problem

Eigenvalue Problem

    
6 3 5 33
= (40)
4 7 1 27
    
6 3 3 30
= (41)
4 7 4 40

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 Linear Algebra and Eigenvalue Problem

Eigenvalue Problem

    
6 3 5 33
= (40)
4 7 1 27
    
6 3 3 3
= 10 (41)
4 7 4 4

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 Linear Algebra and Eigenvalue Problem

Eigenvalue Problem

    
6 3 5 33
= (40)
4 7 1 27
    
6 3 3 3
= 10 (41)
4 7 4 4

Ax = λ x (42)

Example!

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 Linear Algebra and Eigenvalue Problem

Eigenvalue Problem

a11 x1 + ... + a1n xn = λ x1

a21 x1 + ... + a2n xn = λ x2
...
an1 x1 + ... + ann xn = λ xn

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 Linear Algebra and Eigenvalue Problem

Eigenvalue Problem

a11 x1 + ... + a1n xn = λ x1

a21 x1 + ... + a2n xn = λ x2
...
an1 x1 + ... + ann xn = λ xn

(a11 − λ )x1 + a12 x2 + ... + a1n xn = 0

a21 x1 + (a22 − λ )x2 + ... + a2n xn = 0
...
an1 x1 + an2 x2 + ... + (ann − λ )xn = 0

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 Eigenvalue Problem

Eigenvalue Problem

(a11 − λ )x1 + a12 x2 + ... + a1n xn = 0

a21 x1 + (a22 − λ )x2 + ... + a2n xn = 0
...
an1 x1 + an2 x2 + ... + (ann − λ )xn = 0

In matrix notation:

(A − λ I )x = 0

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 Eigenvalue Problem

Eigenvalue Problem

(a11 − λ )x1 + a12 x2 + ... + a1n xn = 0

a21 x1 + (a22 − λ )x2 + ... + a2n xn = 0
...
an1 x1 + an2 x2 + ... + (ann − λ )xn = 0

In matrix notation:

(A − λ I )x = 0

Characteristic equation can be written:

D(λ ) = det (A − λ I )

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 Vector calculus

Vector calculus

gradiend, divergence, and curl

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