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Math151 Unit-3 Slides

The document provides an overview of Laplace transforms, including their definition, properties, and applications in solving differential equations. It covers the conditions for the existence of Laplace transforms, piecewise continuous functions, and exponential order functions. Additionally, it presents examples and problems related to Laplace transforms, including the Gamma function and various properties such as linearity and frequency shift.

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0% found this document useful (0 votes)
2 views

Math151 Unit-3 Slides

The document provides an overview of Laplace transforms, including their definition, properties, and applications in solving differential equations. It covers the conditions for the existence of Laplace transforms, piecewise continuous functions, and exponential order functions. Additionally, it presents examples and problems related to Laplace transforms, including the Gamma function and various properties such as linearity and frequency shift.

Uploaded by

baraddhanush2006
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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B.

Tech – II

Latha N
Department of Science and Humanities
B.Tech - I

Unit-3

Laplace Transform
Topics in the Module
• Laplace transforms, Advantages and sufficient conditions for
Existence of Laplace transform
• Laplace transform of standard functions
• General properties of Laplace transforms and problems based on it.
• Laplace transform of periodic function: Statement and problems.
• Laplace transform of Unit step function
• Second shifting property
• Laplace transform of unit impulse function
B.Tech - I

CLASS-1

INTRODUCTION TO LAPLACE TRANSFORM


LAPLACE TRANSFORM
• TRANSFORM implies a major change in form, nature, or function.
• Transform in mathematics means a mathematical function from one
domain to other or on to itself
• The Laplace transform is named after mathematician and
astronomer Pierre-Simon Laplace.
• Laplace transform is an integral transform perhaps second only to
the Fourier transform in its utility in solving physical problems. The
Laplace transform is particularly useful in solving linear ordinary
differential equations such as those arising in the analysis of
electronic circuits.
Definition of Integral Transform
A Laplace transform is a type of integral transform of a function 𝑓 𝑡 from time
domain to the complex frequency domain 𝐹(𝑠).

An integral transform of a function f is a relation of the form



F ( s)   K ( s, t ) f (t )dt ,      

Given a known function 𝐾(𝑠, 𝑡), called kernel function


Plug one function in f (t )

Get another function out F ( s)

The new function is in a different domain


Definition of Laplace

• Let 𝑓(𝑡) be defined for 𝑡 ≥ 0 and let 𝑠 be a real /complexnumber. Then


the Laplace transform of 𝑓(𝑡) is the function 𝐹(𝑠) defined by

F s = 0
𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡 = 𝐿 𝑓 𝑡
• for those values of 𝑠 for which the improper integral converges.
LAPLACE TRANSFORMATION

f(t) F(s)

t- space s- space
What does Laplace transformation do?
Laplace Transform
• Laplace transforms

Time Domain Frequency Domain

1
H( s )  2
y2  t   y1 t   yt   xt  Laplace s  3s  2
transform
X t  
1
x t   1
s
s
Solve algebraic equation

yt    e  e
1 t 1  2t Inverse Laplace 1 1
2 2 transform s s 2  3s  2

9
Existence of Laplace Transforms
• Do every function has a Laplace transform?
∞ 2
• 0
𝑒 −𝑠𝑡 𝑒 𝑡
𝑑𝑡 = ∞ for very real number 𝑠. Hence, for the
𝑡 2
function 𝑓 𝑡 = 𝑒 does not have a Laplace transform.
• Our next objective is to establish conditions that ensure the existence
of the Laplace transform of a function
Piecewise Continuous Functions
• A function f is piecewise continuous on an interval [a, b] if this interval can be partitioned
by a finite number of points
a = t0 < t1 < … < tn = b such that
(1) f is continuous on each (tk, tk+1)
( 2) lim f (t )  , k  0,  , n  1
t t k

(3) lim
f (t )  , k  1,  , n
t t k 1

• In other words, f is piecewise continuous on [a, b] if it is continuous there except for a finite
number of jump discontinuities.
Note that a piecewise continuous function is a function that
has a finite number of breaks in it and doesnt blow up to
infinity anywhere 11
Example
• Consider the following piecewise-defined function f.
t 2 , 0  t 1

f (t )  3  t , 1 t  2
t  1 2t 3

• From this definition of f, and from the graph of f below, we see that f is piecewise
continuous on [0, 3].

12
.
∞ 𝑇
−𝑠𝑡 𝑡2 −𝑠𝑡 𝑡2
𝑒 𝑒 𝑑𝑡 = lim 𝑒 𝑒 𝑑𝑡
0 𝑇→∞ 0
• do piecewise continuity alone does not guarantee that the improper
integral converges

∞ −𝑠𝑡 𝑡2 𝑡2
•I 0
𝑒 𝑒 𝑑𝑡 = ∞. this occurs because 𝑒 increases too rapidly
as 𝑡 → ∞. The next definition provides a constraint on the growth of a
𝑡 2
function 𝑒 that guarantees convergence of its Laplace transform
for 𝑠 in some interval (𝑠0, ∞).
Exponential order
• A function 𝑓 is said to be of exponential order 𝑠0 if there are
constants 𝑀 and t0 such that
• 𝑓(𝑡) ≤ 𝑀𝑒 𝑠0𝑡 , 𝑡 > 𝑡0
• In situations where the specific value of 𝑠0 is irrelevant we say simply
that 𝑓 is of exponential order.
Condition for Laplace transform to exists
• If 𝑓 is piecewise continuous on [0,∞)and of exponential order
𝑠0 , then 𝐿(𝑓) is defined for 𝑠 > 𝑠0
• The above theorem gives a sufficient condition for the existence of
Laplace transforms.
Exponential order(Bounded)…

Functions with blue graphs are of exponential order


Exponential order(Bounded)…

𝑡 2
𝑓 𝑡 = 𝑒 is not of exponential order since its graph grows faster
.

Thanks all
B-Tech- II

Department of Science and Humanities


CLASS -2

UNIT 3
Laplace transform
3
Definition and results of Gamma function


• Gamma function (n)   e  x x n 1dx
0

( n  1)  n ! when n is a positive integer

n!
• Hence L[t n ] 
s n 1

(n  1)  n(n) when n is a positive or negative fraction

1
•    
2
/2 /2
-
a
-
19
Example:
Find the Laplace transform of
f (t) = 5e-2t - 3sin(4t) for t  0.
Solution:
F ( s )  L{ f (t )}

 L 5e  2 t  3 sin( 4t ) 
 5 Le  2t
 3L sin( 4t ) 
5 12
  2 , s 0
s2 s  16

20
THANK YOU

Department of Science and Humanities


B. Tech – II

Department of Science and


Humanities
B.Tech - I

CLASS-3

General property of LAPLACE


TRANSFORM
Change of scale
Example
First shift property
Example
Differentiation of transforms/
multiplication by t
Example
THANK YOU

Department of Science and


Humanities
B. Tech – II

Department of Science and


Humanities
B.Tech - I

CLASS-4

General property of LAPLACE


TRANSFORM
Laplace transformation of derivatives/
multiplication by s
Laplace transformation of a integral
Example
THANK YOU

Department of Science and


Humanities
B-Tech- II

Department of Science and Humanities


PROBLEMS ON LAPLACE TRANSFORMS
Problems on Linearity property

1. Find 𝐿 2 + 5𝑡 3 + 4𝑒 −3𝑡 + 10𝑒 𝑡 + sin 2𝑡

Let 𝑓 𝑡 = 2 + 5𝑡 3 + 4𝑒 −3𝑡 + 10𝑒 𝑡 + sin 2𝑡

L[𝑓 𝑡 ] = 𝐿[2 + 5𝑡 3 + 4𝑒 −3𝑡 + 10𝑒 𝑡 + sin 2𝑡]

L[𝑓 𝑡 ] = 𝐿[2] + 5𝐿[𝑡 3 ] + 4𝐿[𝑒 −3𝑡 ] + 10𝐿[𝑒 𝑡 ] + 𝐿[sin 2𝑡]

2 6 1 1 2
𝐿𝑓 𝑡 = +5 +4 + 10 +
𝑠 𝑠4 𝑠+3 𝑠−1 𝑠 2 +4
Problems on Linearity property…

2. sin 2𝑡 cos 3𝑡
Let 𝑓 𝑡 = sin 2𝑡 cos 3𝑡

𝐿𝑓 𝑡 = 𝐿 sin 2𝑡 cos 3𝑡
1 1 5 1
= 𝐿 sin 5𝑡 − sin 𝑡 = −
2 2 𝑠 2 +25 𝑠 2 +1
1 3 1 9 7
3. 𝐿 sin 𝑡 sin 3𝑡 sin 5𝑡 = − − +
4 𝑠 2 +9 𝑠 2 +1 𝑠 2 +81 𝑠 2 +49

1
4. 𝐿 cos 2 4𝑡 = 1 + cos 8𝑡
2
1 1 𝑠
= + 2
2 𝑠 𝑠 +64
Problems on Linearity property…

t 
2
5/ 4
5. Find the Laplace transform of 5/ 4
t

 
2
5/ 4
Let f (t )  t 5/ 4
t  t 5/ 2  t 5/ 2  2

L  f (t )   L t 5/ 2   L t 5/ 2   L  2

5   5 
   1     1
L  f (t )    7/ 2    3/ 2  
2 2 2
s s s
Problems on Linearity property…

Consider
5  5 5 5 3  5 3  3  15  1  15 1  1  15
   1         1        1     
2  2 2 2 2  2 2 2 4 2  4 2 2 8

 3   1 
    1     1
 5   3
    1       
2   2    1   2  2 4 
 
 2   2 ( 3 / 2) 3  2 3 ( 1 / 2) 3

15 4 2
L  f (t )   7/ 2   3/ 2  
Therefore 8s 3s s
Problems on Frequency shift property

1. L  e  at cos wt 
 

In this case f (t )  cos wt

s
F (s)  2
s  w2
( s  a)
and F ( s  a ) 
( s  a ) 2  w2

 at ( s  a)
L[e cos( wt )] 
( s  a ) 2  ( w) 2
Illustration of Frequency shift property

1. 
L e at t n   n!
( s  a ) n 1


2. L e at cosh bt   sa
( s  a) 2  b 2
3.

L e at sinh bt   b
( s  a) 2  b 2
4.

L e cos bt 
at sa

( s  a) 2  b 2
5.

L e at sin bt   b
( s  a) 2  b 2
Laplace transform of derivatives…

1. Find the Laplace transform of 𝑦 ′′ − 10𝑦 ′ + 9𝑦 = 5𝑡

𝐿 𝑦 ′′ − 10𝐿 𝑦 ′ + 9𝐿 𝑦 = 𝐿[5𝑡]

2 ′
5
𝑠 𝑌 𝑠 − 𝑠𝑦 0 − 𝑦 0 − 10 𝑠𝑌 𝑠 − 𝑦 0 + 9𝑌 𝑠 = 2
𝑠
2. Find the Laplace transform of 𝑥 ′′ − 3𝑥 ′ + 2𝑥 = 𝑒 −4𝑡

𝐿 𝑥 ′′ − 3𝐿 𝑥 ′ + 2𝐿 𝑥 = 𝐿[𝑒 −4𝑡 ]

1
𝑠2𝑋 𝑠 − 𝑠𝑥 0 − 𝑥′ 0 − 3 𝑠𝑋 𝑠 − 𝑥 0 + 2𝑋(𝑠) =
𝑠+4
Problem on Transform of integral of a function
  4t t 
Find L e  t sin 3tdt 
 0 

Lt sin 3t  
6s
( s 2  9) 2

t  6
L   t sin 3tdt   2
0  ( s  9) 2

  4t t  6
L e  t sin 3tdt  
 0  s  4
2
9 
2
THANK YOU

Department of Science and Humanities


B-Tech- II

Department of Science and Humanities


THANK YOU

Department of Science and Humanities


B. Tech – II

Department of Science and Humanities


WHAT DO YOU OBSERVE FROM GIVEN GRAPH ?
PERIODIC FUNCTION

EXAMPLE
PERIOD OF PERIODIC FUNCTION
HOW DO WE TAKE LAPLACE TRANSFOR FOR
PERIODIC FUNCTION
THEOREM
PROOF
Proof continued
Thanks all
B. Tech – II
CLASS 8
reason for development
WHY NAME HEAVISIDE ?
UNIT STEP FUNCTION
SHIFTED UNIT STEP FUNCTION
.
.
‘.
LAPLACE TRANSFORM UNIT STEP AND
SHIFTED UNIT STEP FUNCTION
Note that u(t) is also denoted as h(t) and u(t-a) as ua(t) or h(t-a)
Standard results
.
• .
..
• .
.
• .
.

Thanks all
B. Tech – II

Department of Science and Humanities


CLASS-9

SECOND SHIFT PROPERTY


STATEMENT
EXAMPLE
observe
If we use the direct method of solving by
definition Laplace transform .. The previous
problem would be ….
Representation of time shifting property

Effects of unit step function


(A) Given function (B) Switching off and on (C) Shift
Thanks all
B. Tech – II

Department of Science and Humanities


Introduction to Unit Impulse function

• An airplane making a “hard” landing

• A mechanical system being hit by a hammer blow,

• A ship being hit by a single high wave

• A tennis ball being hit by a racket

• These are the phenomena of an impulsive nature where actions of


forces are applied over short intervals of time.

• We can model such phenomena by “Dirac’s delta function,” and solve


them very effectively by the Laplace transform
Description of Unit Impulse function

To model such situations, we consider the function


1
, 𝑖𝑓 𝑎 ≤ 𝑡 ≤ 𝑎 + 𝜀
𝛿𝜀 𝑡 − 𝑎 = 𝜀
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

This function represents, a force of magnitude 1/𝜀 acting from


𝑡 = 𝑎 to 𝑡 = 𝑎 + 𝜀 where 𝜀 is positive and small.

In mechanics, the integral of a force acting over a time interval


𝑎 ≤ 𝑡 ≤ 𝑎 + 𝜀 is called the impulse of the force. Similarly for
electromotive forces E(t) acting on circuits.
Definition of Unit Impulse function

The impulse of 𝛿𝜀 (𝑡 − 𝑎) in (1) is


∞ 𝑎+𝜀 1
𝐼𝜀 = 0
𝛿𝜀 𝑡 − 𝑎 𝑑𝑡 = 𝑎
𝑑𝑡 =1 ------(2)
𝜀

• To find out what will happen if 𝜀 becomes smaller and smaller,

• Take the limit of 𝛿𝜀 as ε → 0(ε > 0)


 (t  a)
• This limit is denoted by that is,
𝛿 𝑡 − 𝑎 = lim 𝛿𝜀 (𝑡 − 𝑎)
 (t  a) 𝜀→0
• is called the Dirac delta function or unit impulse function.
Representation of Unit Impulse function

The function
  (t  a)
Behavior of 𝛿𝜀 as ε → 0
Characterization of Unit Impulse function

•  (t  ais) not a function in the ordinary sense as used in calculus.


• It is a so-called generalized function(also called as distributions).

• By the definition

 if t  a
 (t  a)  
and 0 otherwise

  (t  a) dt  1
0
Laplace Transform of Unit Impulse function
1
we have 𝛿𝜀 𝑡 − 𝑎 = 𝑢 𝑡 − 𝑎 − 𝑢 𝑡 − (𝑎 + 𝜀 )
𝜀

1
𝐿 𝛿𝜀 t − 𝑎 = 𝐿 𝑢 𝑡 − 𝑎 − 𝑢 𝑡 − (𝑎 + 𝜀 )
𝜀

1 𝑒 −𝑎𝑠 𝑒 −(𝑎+𝜀)𝑠 𝑒 −𝑎𝑠 (1 − 𝑒 −𝜀𝑠 )


= − =
𝜀 𝑠 𝑠 𝜀𝑠

𝐿 𝛿 𝑡−𝑎 = 𝐿 𝑙𝑖𝑚𝛿𝜀 t − a = 𝑙𝑖𝑚𝐿[𝛿𝜀 t − a ]


𝜀→0 𝜀→0

1 − 𝑒 −𝜀𝑠 𝑠𝑒 −𝜀𝑠
𝐿 𝛿 𝑡−𝑎 = 𝑒 −𝑎𝑠 𝑙𝑖𝑚 = 𝑒 −𝑎𝑠 𝑙𝑖𝑚 = 𝑒 −𝑎𝑠
𝜀→0 𝜀𝑠 𝜀→0 𝑠
Property of Unit Impulse function

If the function f is integrable and continuous at a then



0
𝑓 𝑡 𝛿 𝑡 − 𝑎 𝑑𝑡 = 𝑓(𝑎)

Proof: 0
𝑓 𝑡 𝛿𝜀 𝑡 − 𝑎 𝑑𝑡
∞ 1
= 0
𝑓 𝑡 𝑢 𝑡 − 𝑎 − 𝑢 𝑡 − 𝑎 − 𝜀 𝑑𝑡
𝜀

1 ∞ 1
= 𝑓 𝑡 𝑢 𝑡 − 𝑎 − 𝑢 𝑡 − 𝑎 − 𝜀 𝑑𝑡
𝜀 0 𝜀

1 ∞ 1 ∞
= 𝑓 𝑡 𝑢 𝑡 − 𝑎 𝑑𝑡 − 𝑓 𝑡 𝑢(𝑡 − 𝑎 − 𝜀) 𝑑𝑡
𝜀 0 𝜀 0
Property of Unit Impulse function...
1 ∞ ∞ 1 ∞ ∞
= 𝑎
𝑓 𝑡 𝑑𝑡 − 𝑎+𝜀
𝑓 𝑎 𝑑𝑡 = 𝐹 𝑡 0 −𝐹 𝑡 𝑎+𝜀
𝜀 𝜀

1
= [𝐹 ∞ − 𝐹 𝑎 − 𝐹 ∞ − 𝐹 𝑎 + 𝜀 ]
𝜀

1
= [𝐹 𝑎+𝜀 −F a ]
𝜀

∞ ∞
𝑓 𝑡 𝛿 𝑡 − 𝑎 𝑑𝑡 = 𝑙𝑖𝑚 𝑓(𝑡)𝛿𝜀 𝑡 − 𝑎 𝑑𝑡
0 𝜀→0 0

1
= 𝑙𝑖𝑚 [𝐹 𝑎 + 𝜀 − F a ] [by L’Hospital’s rule]
𝜀→0 𝜀

0
𝑓 𝑡 𝛿 𝑡 − 𝑎 𝑑𝑡 = 𝑙𝑖𝑚𝐹 ′ 𝑎 + 𝜀 = 𝑙𝑖𝑚𝑓 𝑎 + 𝜀 = 𝑓(𝑎)
𝜀→0 𝜀→0
Problems on Unit Impulse function
NOTE  
L f (t ) (t  a)   e  st f (t ) (t  a)dt   g (t ) (t  a)dt g (a)  e  sa f (a)
0 0

Find the Laplace transform of

1. Lsin 2t (t  2)  L f (t ) (t  2)  e2 s f (2)  e2 s sin 4

2. Lt n (t  a)  L f (t ) (t  a)  e sa f (a)  e sa a n

 2 (t  3)  3 (t  2)   2 (t  3)   3 (t  2)  2e
3 s
3e 2 s
3. L    L   L   
 t   t   t  3 2
thanks

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