Integral Transform
Laplace Transform
Transformation mapping of functions onto functions
Definition:
, =
(1)
Given a function (, ) called kernel transformation, equation (1) associates with each
() of the class of functions for which the above integral exists a function () defined by (1).
Various particular choices of (, ) have led to special transforms, each with its own
properties to make it useful in specific circumstances. The transform defined by choosing
, =
0,
,
<0
0
is the one to which the next lesson is devoted (Rainville & Bedient 1981).
Laplace Transform
Let () be any function such that the integrations encountered may be
legitimately performed on (). The Laplace Transform of () is denoted by
L{f(t)}.
Reduces the problem of solving a differential equation to an algebraic
equation
Solution of the homogeneous solution will not be solved
No need to solve for the general solution because the boundary conditions
have been taken care of
operator L: use of this is effective in the study of initial value problems
involving linear differential equations with constant coefficients
Laplace Transform
Definition:
() = =
0
1
Linearity of Laplace Transform:
1 1 + 2 2
=
= 1 1
+ 2 {2 }
Examples
=
0
, .
> , .
So for > ,
1
=
0
1
=
(0 1)
=
>
Examples
1
=
1
1
1
+
( 1) 2
1
=
1
= 0
{ } =
1
0
{ } =
=0
0
1 2
1
1
( 1)( 2) (1)
+1
{ } = +
Examples
Examples
cos =
cos
1
cos = cos
cos
sin
sin
cos
sin
0
cos = cos
sin
+
cos
0
0
0
2
1
cos = cos
+ sin
2
cos
0
0
0
0
2
1
1+ 2
cos = cos
+
sin
0
0
0
1+ 2
cos = 0 1 + 0
0
2
1
cos =
2 + 2
0
=
=
+
Examples
sin =
sin
sin =
sin = 2
+ 2
Examples
sinh =
2
1
sinh =
2
1
=
2 0
1
1
1
sinh =
2 +
Examples
First Shifting Property of Laplace Transform
Theorem:
If { = , then
That is, the multiplication of the original function by corresponds to the
substitution of by in the transform.
Examples
1. = 3 2 + 3
{ = { 3 2 + 3}
= 3 2 + 3 1
3!
1!
0!
= 42 2+3
2
3
6
2
+
3
3 2 + 3 =
4
Examples
2. = 2 4 5
{ = { 2 4 5 2 }
= 2 4 5 2
2!
2!
=
5 3
3
( 4)
2
10
2 + 3 =
3
3
( 4)
Examples
3. = sin2
3
2
3
{ = sin
2
1 cos 3
=
2
1
1
= 1 cos 3
2
2
2
1 1
9
2 + 3 =
=
2
2 2 + 9
2( 2 + 9)
3
Examples
4. = 6 sin cos
{ = 6 sin cos
= 3 2 sin cos
= 3 sin 2
2
6
6 sin cos = 3 2
= 2
+4 +4
INVERSE TRANSFORM
it can only be obtained if F(s) is in the standard form
form:
1 = 1 = ()
Examples
1
1. = 22+10
Technique: Completing Squares
1
= 2
2 + 1 + 10 1
1
=
1 2 + 32
1
= cos 3
Examples
33 22 4
2. = 4 +3 22
Technique: Partial Fractions
3 3 2 2 4
= 2 2
( + 2)
3 3 2 2 4
= 2
+2 1
1 2
3
1
= + 2+
+2 1
= 1 + 2 + 3 2
Examples
3+1
3. = 2 +6+13
3 +3 +19
=
+3 2+4
3 +3
8
=
2
+3 +4
+3 2+4
1
= 3 3 cos 2 4 3 sin 2
Examples
4. =
1
+1 5
=4
1
24
=
24 + 1
1
1 4
=
24
Table of Transforms
() = {()}
( )
()
()
+1
1
+
1
( + )+1
() = {()}
2 + 2
2 + 2
2 2
2 2
()
sin
cos
sinh b
cosh b
Exercises
1.
2.
3.
4.
5.
6.
5 3
2 sin 5
103 6 18 cos 5 914 + 2
4 5 + 6 3 3 sin 4 + 2 cos 2
{ cosh 3}
1 2+3
7. 1
8. 1
4 +20
1
3
+1
22 +4+7
64
1
9. 2 4+20
1
10.1 2 +1 2 +4+8
LAPLACE TRANSFORM OF DERIVATIVES
=
0
For first derivative:
() =
0
1
() =
+
0
0
= 0 +
() = 0
()
LAPLACE TRANSFORM OF DERIVATIVES
()
For second derivative:
For derivative:
=
= 2
0 0
()
Example
1. + 4 + 5 + 2 = 0
0 = 0 = 0; 0 = 3
3 2 0 0 0 + 4 2 0 0 + 5 0 + 2 = 0
3 + 4 2 + 5 + 2 3 = 0
3
3
= 3
=
+ 4 2 + 5 + 2
+2 +1
:
3
3
3
=
+
+2 +1
+1 2
= 1 = = 3 2 3 + 3
Example
2. 6 + 9 = 6 2 3
0 = 3; 0 = 0
2
0 0
2!
=6
3
6 0 + 9
12
2
6 + 9 =
+ 3 18
3
3
12
3 18
=
+
3 2
3 5
12
3
1
1
1
= =
+
3 2
3 5
1 1
24
3
9
1
1
=
+
2
3
3 2
3 5
1 4 3
= = + 3 3 9 3
2
18
3
Example
3. 2 + 5 = 8 sin 4 cos
0 = 1; 0 = 3
8
4
0 0 2 0 + 5 = 2
2
+1 +1
8
4
2
( 2 + 5) = 2
2
++1
+1 +1
8 4
+1
= 2
+
+ 1 ( 22 + 5) ( 22 + 5)
:
1
2
1
2
= 2 2
+
+
2
2
+1
1 +4
1 +4
1 2+4
= = 1 = 2 sin sin 2 + ( cos 2 + sin 2
= 2 sin + cos 2
2
DIFFERENTIATION OF LAPLACE TRANSFORM
To get the first derivative of the Laplace transform:
In general:
=
0
= 1
=
0
To get the second derivative of the Laplace
transform:
2
2
2
2
()
2
2
= ()
()
0
= 2
Example
1. { cos 3}
= 1
= (1){ cos 3}
= cos 3
V
:
1
=
1
()
()
=
1 1
=
Example
2
1. = ln 2 +4
2
1 1 ln 2 + 4
=
2
1 1 2 ln ln + 4
=
1 1 2
2
=
2
+4
1
= (2 2 cos 2)
Example
2. = ln
2 +9
+3
ln
2 + 9
+3
1 1
=
1
1
2
1 1 2 ln + 9 2 ln + 3
=
1 1 1
2
1
1
=
2
2 +9
2 ( + 3)
1
= (2 cos 3 3 )
2
INTEGRATION OF LAPLACE TRANSFORM
()
{ } =
()
=
0
=
0
0
=
Example
1.
3 sin 4
3 sin 4
4
3 + 16
4
3
1
= tan
4
4
3
1
1
= tan tan
4
3
1
= tan
2
4
,
=
= 1
{ }
{ }
= 1
()
Example
1. 1
3
2 +9
3
3
1
=
2
2
2
2
+9
+9
3
= 1
2 2 + 9 2
2
3
1
= 1 2
2
+9
3
1
1
= 0 2
2
+9
3 1
= sin 3
2 3
3
1
1 2
=
sin 3
2
+9
2
Example
2. 1
(+1)
2 +23 2
1
+1
2 + 2 3
=
2
+1
2 + 2 3
= + 2 3
= 2 + 2
= +1
2
+1
1 1
1
1
=
2 + 2 3 2
2
2 + 2 3
:
+1
1 1 1
1
1
1
=
+
2 + 2 3 2
2
4 +3
4 +1
1
= ( 3 + )
8
Exercises
1. 2 cos 2
2.
3 2 2
3.
4. 1
ln
+2
2 2 4
5 3
2 6+10
UNIT STEP FUNCTION (delayed function)
=
=
0, 0 < < 1
1, 1
0, < 0
1, 0
0,
<
( ),
represents a shift or translation of the function () by a units in the positive t
direction
Second Shifting Property of Laplace Transform
1. =
2. = +
3.
Example
1.
= sin
sin
2.
{sin
sin + 2
=
3.
4 2 2
1
2 + 1
sin cos + cos sin
2
2
= 2
2 + 1
= 2 + 2 4 2
= 2 2 2
= 2 2 4 + 4
2
4 4
= 2 3 2 +
Example
4. { :
2,
= ,
1,
0<<1
1<<3
>3
= 2 2 1 + 1 3 + 1 3
3
2 2
=
+ + 1 3 + 3 +
2
3
2 2
1
1
1
3
=
+ 2 +
3 2 +
+
2 3 2 3
=
+ 2 2
Inverse Transform
1
1
=
Solution:
1. Find ()
2. Obtain
3. Multiply by
Example
1
3
+2
= 3
+2
1
+2 3
1
= 2 2
2
1 2 1
1 =
1 2
2
3 2 1
=
1 2 1
2
=
Laplace Transform of Periodic Function
2
= 1 + 2 + 4 + +
In general,
1
{ } =
1 2
Example
=
1
=
1 2
,
0<<1
2 ,
1<<2
2 = 2
1
=
1 2
1
2
1
=
+
2
2
1
0
1
2
1
1
1
1
1
2 + 2 + 2
0
0
1
1
2 1 2
=
+ 2
1 2 2 2
2
1
1
= 2
=
1 (1 + ) 2 (1 + )
2
1
FOURIER SERIES EXPANSION
given a periodic function () which period is
2, an infinite series can be obtained
=
+
cos
+ sin
=1
: = 1,2,3
1 +2
=
1 +2
=
cos
1 +2
=
sin
, , :
Example
=
,
0<<1
1,
1<<2
2 = 2
:
1
=
1
1
=
1
+
0
2
=
2
1
=
1
+
0
3
=
2
2
1
1
=
1
cos()
0
cos() +
0
1
+
()
=1
cos()
1
=
sin()
3
= +
2
1
=
1
1
0
2
1
+ 2 cos()
1
=
1
1
0
sin()
0
sin() +
0
cos 1
(1) 1
=
2
1 1
cos
sin
2
sin()
1
=
cos()
()
1
2
1
0
1
+ 2 sin()
2
1
1
cos(2)
1
=
1
0
FOURIER SERIES EXPANSION
For even functions (cosine series),
2
=
0
2
=
cos
= 0
Thus,
=
+
2
For odd functions (sine series),
2
=
Thus,
cos
=1
= 0
= 0
sin
0
sin
=1
