Applications with the Sumudu Transform

Fethi Bin Muhammed Belgacem

Faculty of Information Technology & Faculty of General Studies
Arab Open University, Kuwait.
E-mails: fbmbelgacem@arabou.org
fbmbelgacem@gawab.com & fbmbelgacem@yahoo.com
12/ 1
st
/2004
Abstract
The Sumudu Transform fundamental properties were presented in a
previous paper by Belgacem et al.[6]. The Sumudu Transform turns out to
be a theoretical dual to the Laplace Transform, in a sense that will be made
precise further in this presentation. Aside from the fact that the Sumudu
Transform rivals its Laplace dual in common Dierential Equations
problem solving, it is the more natural choice in solving problems with scale
and units preserving requirements.Among the applications that we present
below are integral production-depreciation, and indenite population
dynamics problems.
AMS Classication: 44A10, 44A15, 44A35, 45A05.
Key words: Indenite Periodic Parabolic Equations, Laplace Transform,
Sumudu Transform.
1. Introduction
In [6], some fundamental properties of the Sumudu Transform were estab-
lished. It turns out that the Sumudu Transform has very special and useful
properties and can help with intricate applications in sciences and engineer-
ing. We have presented some of these in [6]. In the foreword we present
further fundamental properties of this Transform, expand on ideas already
presented, and investigate new applications.
1
The Sumudu Transform was shown to be the theoretical dual of the
Laplace Transform, and hence rivals it in problem solving. While the Laplace
Transform is dened for by,
F (s) = (f (t)) =

0
e
st
f (t) dt, Re (s) > 0, (1.1)
the Sumudu Transform is dened over the set of functions,
A = {f (t) / M,
1
,
2
> 0, |f (t)| < Me
|t|

j
, if t (1)
j
[0, )},
by,
G(u) = S[f (t)] =

0
f (ut) e
t
dt, u (
1
,
2
) . (1.3)
The Sumudu and Laplace Transforms exhibit a Duality relation that may be
expressed either as
(i) G
_
1
u
_
= uF (u)
(ii) F
_
1
s
_
= sG(s) .
(1.4)
In particular, this duality is best illustrated by the fact that the Sumudu
and Laplace Transforms interchange the images of sin t and cos t. It turns
out that
S[sin (t)] = (cos (t)) =
u
1 +u
2
, and S[cos (t)] = (sin (t)) =
1
1 +u
2
.
(1.5)
Note that this is consistent with the dierentiation and integration formulas
for the Sumudu Transform:
S[f

(t)] =
S[f (t)] f (0)
u
, and S
_
_
t
_
0
f () d
_
_
= uS[f (t)] . (1)
Being a periodic function with period T = 2, Eq. (1.5) is also consistent
with the following result:
Theorem 1.1 Let f (t) , be a Tperiodic function in A. Then the Sumudu
Transform of f (t) is given by,
S[f (t)] =
T/u
0
e
t
f (ut) dt
1 e

T
u
. (1.7)
Proof: The Laplace Transform of the periodic function f (t) is given by:
2
(f (t)) =
T
0
e
st
f (t) dt
1 e
sT
.
We note that,
T
0
e
st
f (t) dt = u
T/u
0
e
t
f (ut) dt,
and that in particular,
1 e

T
u
=
T/u
0
e
t
dt.
Therefore by the duality relation in (1.4), we have
G(u) =
1
u
[(f (t))]
s=1/u
=
T
0
e

t
u
f (t) dt
u
_
1 e

T
u
_ =
T/u
0
e
t
f (ut) dt
1 e

T
u
.
For instance, applied to sin (t) , the theorem predicts that
S(sin (t)) =
2/u
0
e
t
sin (ut) dt
1 e

2
u
. (1.8)
Now, since after integrating by parts twice, we get
2/u
0
e
t
sin (ut) dt =
u
_
1 e

2
u
_
1 +u
2
, (1.9)
the rst part of (1.5) is obtained from (1.8) and(1.9) .
2. The Sumudu Transform and the Euler Constant
The Sumudu Transform of the power function t
x
is closely connected with
the function Gamma . For x > 1, we have:
S[t
x
] =

0
(ut)
x
e
t
dt = u
x
0

t
x
e
t
dt = u
x
(x + 1) . (2.1)
Moreover, the derivative of the Gamma function is given by,
d
dx
(x + 1) =

0
ln (t) t
x
e
t
dt, (2.2)
with the Euler constant,
=

(1) . (2.3)
3
Next, we note that the function ln (t) has a Sumudu Transform given by
G(u) =

0
ln (ut) e
t
dt = ln (u)

0
e
t
dt +

0
ln (t) e
t
dt = ln (u) . (2.4)
In particular, we observe that
= G(1) = S[ln (1/t)]
u=1
. (2.5)
Theorem 2.2: For t > 0, the Sumudu Transform of the function ln (t + 1) is
given by,
S[ln (t + 1)] = ln (u) e
1/u
_
+
1/u
0
ln (t) e
t
dt
_
, for u > 0. (2.6)
Proof: From denition (1.3), and for t > 0, the Sumudu Transform of
ln (t + 1) is given by
S[ln (t + 1)] =

0
ln (ut + 1) e
t
dt, with u > 0.
Taking z =
1
u
+t, we get,
S[ln (t + 1)] =

1/u
ln (uz) e
(1/u)z
dz
= e
1/u
_

0
ln (uz) e
z
dz
1/u
0
ln (uz) e
z
dz
_
= e
1/u
_
ln (u) ln (u)
_
1 e
1/u
_

1/u
0
ln (z) e
z
dz
_
.
Rearranging terms in the previous equation yields (2.6) and completes the
proof.
We observe that for u = 1, we have,
S[ln (t + 1)]
u=1
= e
_
+
1
0
ln (z) e
z
dz
_
. (2.7)
We also note that by virtue of the Sumudu Final Value Theorem (see [8]),
lim
u
S(ln (t + 1)) = lim
t
ln (t + 1) = , (2.8)
and hence, as u tends to innity, S(ln (t + 1)) approaches S(ln (t)) = ln (u)
, since the integral on the RHS of (2.6)vanishes.
Now, we may rewrite Eq. (2.6) as follows:
1/u
0
ln (t) e
t
dt = +e
1/u
ln (u) S[ln (t + 1)] , u > 0. (2.9)
4
Clearly, as u tends to 0
+
the LHS converges to . The RHS too does
converge to , since by virtue of the Sumudu Initial Value Theorem (see
[8]), we have
lim
u0
+
S(ln (t + 1)) = lim
t0
+
ln (t + 1) = 0, (2.10)
and since by lHopitals Rule :
lim
u0
+
e
1/u
ln (u) = lim
v
e
v
ln (v) = 0. (2.11)
3.The Discrete Sumudu Transform
The Sumudu Transform was shown to have some nice preserving proper-
ties (see [8]), and hence may be used to solve problems without resorting to
the frequency domain. In particular, the Sumudu Transform preserves linear
functions, and hence does not change units. This point is illustrated further
in the following result.
Theorem 3.1 The Sumudu Transform amplies the coecients of the power
series function
f (t) =

n=0
a
n
t
n
, (3.1)
by sending it to the power series function,
G(u) =

n=0
n!a
n
u
n
. (3.2)
Proof. Let f (t) be in A. If f (t) =

n=0
a
n
t
n
in some interval I R, then by
Taylors expansion theorem
f (t) =

k=0
f
(n)
(0)
n!
t
n
.
5
Therefore by denition (1.3) ,
S[f (t)] =

k=0
f
(n)
(0)
n!
(ut)
n
e
t
dt
=

k=0
f
(n)
(0)
n!
u
n
0

t
n
e
t
dt
=

k=0
f
(n)
(0)
n!
u
n
(n + 1)
=

k=0
f
(n)
(0) u
n
.
This completes the proof which suggests that S[f (t)] will converge in an
interval containing u = 0, provided the following conditions are satised
(i) f
(n)
(0) 0 as n ,
(ii) lim
n

f
(n+1)
(0)
f
(n)
(0)
u

< 1.
(3.3)
In which case, the convergence radius of S[f (t)] is given by,
r = lim
n

f
(n)
(0)
f
(n+1)
(0)

. (3.4)
The previous theorem suggest that the Sumudu Transform may be used
as a signal processing or a detection tool especially in situations where the
original signal has a rapidly decreasing power tail. However, one ought to use
care with the discrete transform, especially if the power series is not highly
decaying. To illustrate this concern, consider the function f (t) dened by,
f (t) =
_
ln (t + 1) if t [0, 1] ,
0, otherwise.
Computed directly from the denition, the Sumudu Transform of f (t) is
given by,
S[f (t)] =
1
0
ln (ut + 1) e
t
dt = e
1/u
1/u
1+1/u
ln (uz) e
z
dz. (3.2)
Therefore, we get
S[f (t)] = ln (u)
_
1 e
1

+e
1/u
1/u
1+1/u
ln (z) e
z
dz. (3.3)
6
On the other hand, since for t [0, 1] ,
ln (t + 1) =

n=1
(1)
n1
t
n
n
, (3.4)
we can rewrite f (t) as,
f (t) = [H (t) H (t 1)]

n=1
(1)
n1
t
n
n
, for t [0, ). (3.5)
Therefore, by the Second Shift Theorem in [8], the discrete Sumudu Trans-
form of f (t) yields,
G(u) =
_
1 e
1/u

n=1
(1)
n1
(n 1)!u
n
. (3.6)
Clearly, the innite series in (3.6) diverges except for u = 0,and hence cannot
be reconciled with (3.3) .
4. Indenite TPeriodic Parabolic Convective Diusion Problems
The problem of determining the dynamics of the continuous motion of
a particle subject to an indenite potential, continues to be a puzzle with
many pieces in place, but with many more still unplaced. Belgacem [2] & [3]
and Belgacem-Cosner [4] considered the steady state version of the Dirichlet
T-periodic parabolic eigenvalue problem with indenite weight m :

t


2

x
2
+

x
[b (x) ] = m(x) in (s
1
, s
2
) [0, T], (4.1)
with
(x, 0) =
0
(x) , (4.2)
and such that for all t [0, T] either
BC1 : (s
1
, t) = (s
2
, t) = 0, (4.3)
or
BC2 :
x
(s
1
, t) b (s
1
, t) (s
1
, t) =
x
(s
2
, t) b (s
2
, t) (s
2
, t) = 0. (4.4)
7
There is no loss of generality in choosing [0, 1] for the interval [s
1
, s
2
] . From
the Stochastic or Lagrangian view point, Equation (5.1) describes the prob-
ability density of the motion of one particle in the unit interval when the
endpoints s
1
= 0 and s
2
= 1 may be both absorbing or reecting.
Such a frame work was recently treated in Belgacem-Karaballi [5] and
Smaoui-Belgacem [9]. The existence of the principal eigenvalue depends on
the sign of P =
T
0
max

(m(x, t)) dt.

Provided P > 0, in [5] the authors show that Equation (5.1) subject to Equa-
tion (5.2) and either BC1 or BC2 has a principal eigenvalue
i
(i = 1 for BC1, i = 2 for BC2) having
probability density functions
i
(
1
for BC1,
2
for BC2) connected to the
parameters a, b and m through the following variational principle:

i
_
T
0
_
1
0
m
2
=
_
T
0
_
1
0
a (
ix
)
2
+
1
2
_
T
0
_
1
0
b
x

2
i
S
i
(4.5)
where
S
i
=
1
2
_
T
0
_
b (1)
2
i
(1, t) b (0)
2
i
(0, t)

. (4.6)
Clearly, the boundary term S
1
0 (since
1
(0, t) =
1
(1, t) 0) , but S
2
=
0 in general.
Now applying the Sumudu Transform to equation (5.1) with G(x, u) =
S[(x, t)] , we get
B(x, u) = S(b (x, t)) and M (x, u) = S(m(x, t))
G
0
u


x
_
a
G
x
BG
_
= MG (4.7)
where, for u = 0,
MuG +
0
G =

x
_
auG
G
x
BuG
_
. (4.8)
multiplying throughout by G, we obtain
MuG
2
+ (
0
G) G =

x
_
uG
G
x
BuG
_
G.
Integrating with x in [0, 1] ,we get
u
_
1
0
MG
2
+
_
1
0
(
0
G) G = u
__
1
0
a (G
x
)
2
+
1
2
_
1
0
B
x
G
2
S
i
(G, 0, 1)
_
(4.9)
8
where
S (G, 0, 1) =
1
2
_
BG
2

1
0
=
1
2
_
B(1, u) G
2
(1, u) B(0, u) G
2
(0, u)

(4.10)
Note that the interpretation of u here is time and G = G(x, u) is then a
function of space and time. The variational principle (4.9) holds for every
value u = 0. Therefore
_
1
0
(
0
G) G 0. (4.11)
5. Indenite Convective Diusion Problems
In the abscence of reaction terms, the displacement of a particle moving
under the inuence of a diusion a (x, t) and a drift b (x, t) in an interval
[s
1
, s
2
] can be modeled by the Langevin Equation:
dx = dx (t) = dw(t) +bdt, (5.1)
where w(t) is the standard Brownian Motion process, and where in the
L
2
sense for > 0, we have (see Belgacem [1]),
(dw(t))
2+
= 0, (dw(t))
2
= dt, dtdw(t) = dw(t) dt = 0. (5.2)
Furthermore, the mean displacement exhibited by the particle due to diu-
sion is given by dw(t) , so that the relation between and the diusion
coecient a then is established to be:
a =

2
2
. (5.3)
The conditional probability density (x, t) of the Langevin particle sat-
ises the Fokker- Planck Equation:

t
=

x
_

x
(a) b
_
. (5.4)
In the presence of a reaction R(x, t) , Equation (5.4) becomes:
L() =

t


x
_

x
(a) b
_
= R(x, t) . (5.5)
9
We are interested in reactions that are functionally proportional to the prob-
ability density , and we consider equations of the form,
L() = m, (5.6)
where m(x, t) is a sign changing potential.
The multidimensional analog of (5.6) describes the motion of a popula-
tion with density (x, t) having initial density
0
(x) in a bounded region
,undergoing a diusion a, and a drift b and being exposed to a growth
source m. As such equation (5.6) is a generic prototype of a wide class of
problems grouped under the label: Indenite Convective Diusion Equations
(ICDEs) . The indenitenes of problem (5.6) comes from the sign change
of the growth source function m in . A positive sign of m indicates the
favourability of the source at the prescribed location, while a negative sign
indicates its lethality. Phenomenologically the quantity represents the en-
ergy expanded by the population needed for survival, a cost of living so to
speak. It is an indicator of how good are the environmental conditions for
the population in . The tness of the environment is obviously best when
= 0 and decreases as gets larger.
The emerging theory treating such problems take root in the work of
Manes-Micheletti [8] , Belgacem [3] and many of their references. In partic-
ular, the Cosner-Conjecture was formulated (see Belgacem [3]). The time-
independent version of the Cosner conjecture states that: a drift b (x) in
the positive direction of the gradient (m
x
(x)) of the growth source m(x)
is always benecial to the long term survival of the population decribed.
The most recent developments towards understanding how this conjecture
relates to Naviers Stokes Equations can be found in Belgacem-Smaoui [7].
Belgacem-Karaballi [5] contains the latest set up to elucidate the one dimen-
sional case.
REFERENCES
1. Belgacem, F. B. M. Diusion and Drift Models for Population Dispersal
from Stochastics and Continum Views, IJAM,Vol.5,No.1.(2001)85
106.
2. Belgacem, F. B. M. Boundary Value Problem with indenite Weight
and Applications, International Journal of Problems of Nonlinear Analy-
sis in Engineering Systems,Vol,10. No.2 (1999)51-58.
10
3. Belgacem, F. Elliptic boundary value problems with indenite weights:
variational formulations of the principal eigenvalue and applications,Pitman
Research Notes in Mathematics Series, No.368,Addison Wesley Long-
man,(1997).
4. Belgacem F. B. Cosner C; The eects of dispersal along environmental
gradients on the dynamics of populations in heterogeneous environ-
ments: Canadian Applied Math. Quaterly Journal Vol.3,Number4,
(1995)379-397.
5. Belgacem, F. B. M., Karaballi, A.A. The motion of a Particle in a
Finite Interval Subject to an Indenite Potential and Stochastic Cosner
Conjecture. Dynamics of Continuous Discrete and Impulsive Systems,
Series B: Application & Algorithms 9 (2002)139-151.
6. Belgacem, F. B. M., Karaballi, A.A, Kalla, L.S. Analytical Investiga-
tions of the Sumudu Transform, and Applications to Integral Produc-
tion Equations.
7. Belgacem, F., Smaoui, N. Interaction of Parabolic Conective Diusion
Equations and Navier-Stokes Equations Connected with Population
Dispersal. Communications on Applied Nonlinear Analysis 8, Number
3, (2001)47-67.
8. Manes, A., Micheletti A. M. Un estension della teoria variazionale clas-
sica degli autovalori per operatori ellittiei del secondo ordine.Bollettino
U.M.I. Vol.7(1973)285-301.
9. Smaoui, N., Belgacem, F. Connection Between the Connective Diu-
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Mathematics and Stochastic Analysis, 15:1, (2002)57-75.
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