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Laplace Transform
Introduction
In many problems, a function is transformed to another function through a
relation of the type:
integral transform sends a given function into another function . This transformation of
into provides a method to tackle a problem more readily. In some cases, it affords
solutions to otherwise difficult problems. In view of this, the integral transforms find numerous
applications in engineering problems. Laplace transform is a particular case of integral transform
It is important to note here that there is some sort of analogy with what we had learnt during the
study of logarithms in school. That is, to multiply two numbers, we first calculate their
logarithms, add them and then use the table of antilogarithm to get back the original product. In a
similar way, we first transform the problem that was posed as a function of to a problem in
, make some calculations and then use the table of inverse Laplace transform to get the
solution of the actual problem.
In this chapter, we shall see same properties of Laplace transform and its applications in solving
differential equations.
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.)
Remark 10.2.3
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Laplace transform of the function Then is called the inverse Laplace transform of
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Examples
EXAMPLE 10.2.5
1. Find where
Solution:
Thus,
In the remaining part of this chapter, whenever the improper integral is calculated, we
will not explicitly write the limiting process. However, the students are advised to
provide the details.
3.
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5.
7.
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9.
10.
11. Similarly, one can show that
Solution: Note that is not a bounded function near (why!). We will still show that
13.
Recall that for calculating the integral one needs to consider the double
integral
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15. It turns out that
16.
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We now put the above discussed examples in tabular form as they constantly appear in
applications of Laplace transform to differential equations.
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1. Let . Then
2.
3. If and , then
The above lemma is immediate from the definition of Laplace transform and the linearity of the
definite integral.
EXAMPLE 10.3.2
Solution: Thus
2. Similarly,
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4.
Proof.
EXERCISE 10.3.4
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Figure 10.2:
2. Find the Laplace transform of the function given by the graphs in Figure 10.2.
3. If , find .
The next theorem relates the Laplace transform of the function with that of .
differentiable function with the derivative, being continuous. Suppose that there exist
Proof.
So, by definition,
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. Then
EXAMPLE 10.3.8
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Proof.
Suppose we know the Laplace transform of a and we wish to find the Laplace transform of
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EXAMPLE 10.3.11
1. Find
Therefore,
Thus we get
Equivalently,
Proof. By definition,
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We don't go into the details of the proof of the change in the order of integration. We assume that
the order of the integrations can be changed and therefore
Thus,
EXAMPLE 10.3.13
1. Find
2. Find
Solution: By Lemma 10.3.12
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Proof.
EXAMPLE 10.3.15
1. Find
2. Find
Hence,
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Let be a rational function of . We give a few examples to explain the methods for
EXAMPLE 10.3.16
Solution: Thus,
Solution: Thus,
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Solution: Here,
Thus,
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EXAMPLE 10.3.18
Then and
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Thus,
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Limiting Theorems
The following two theorems give us the behaviour of the function when and when
.
EXAMPLE 10.4.2
Thus,
2. If find
Solution: Theorem 10.4.1 implies
On similar lines, one has the following theorem. But this theorem is valid only when is
bounded as approaches infinity.
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Proof.
DEFINITION 10.4.5 (Convolution of Functions) Let and be two smooth functions. The
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Check that
1.
2. If then
Remark 10.4.7 Let for all Then we know that Thus, the
Convolution Theorem 10.4.6 reduces to the Integral
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Hence,
(10.5.1)
with and
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Which gives
Hence,
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where
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Solution: Taking Laplace transform of both sides and using Theorem 10.3.5, we get
So,
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Remark 10.6.2
This new function is zero everywhere except at the origin. At origin, this function tends
to infinity. In other words, the graph of the function appears as a line of infinite height at
the origin. This new function, , is called the UNIT-IMPULSE FUNCTION (or Dirac's
delta function).
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