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Integral Transformation Note-2

The document provides a detailed overview of the Laplace transform, including its definition, properties, and theorems such as linearity, shifting, and multiplication by polynomials. It includes examples of finding the Laplace transforms of various functions and discusses theorems related to integration and differentiation in the context of Laplace transforms. Additionally, it covers the application of these transforms to solve differential equations and other mathematical problems.

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0% found this document useful (0 votes)
6 views10 pages

Integral Transformation Note-2

The document provides a detailed overview of the Laplace transform, including its definition, properties, and theorems such as linearity, shifting, and multiplication by polynomials. It includes examples of finding the Laplace transforms of various functions and discusses theorems related to integration and differentiation in the context of Laplace transforms. Additionally, it covers the application of these transforms to solve differential equations and other mathematical problems.

Uploaded by

sb240605
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

13

Laplace aonsfoom
s Definition
uppose ) is a xeal valued function defined over
the inteval (-o,0). The Laplace
Tnonforn oP
f(t), denoted by FS) on f(G)
PO) on
or Ljfef» is
defined by
F(S) =L{Pt fE) dt
Laplace Tromsfopms of Stamdard Functions
S>o
-St 70
LÞ) = edt = Poved)
Tn+)
L(n) = t"stdt Let o St = þ
’ s dt = dp

Pntl-dp
P

r(n+) (Beoved)
it m is
posifive imteger.
(3) S-a
ip s a

eateSt dt -(S-a) t
Je
-(S-a)t 0
S- a

Paxoved)
Lcos at , i) Lýsin atý
-St _iot -(s+ia) t
e e dE

)
S+ ia

S- ia
>LSos at - isinat= s+ a
a
L~cos -
at ýL Ë s i n atý - s\ar (Prgved
LjSinh aty- a

Lgsinh atj -Lýt(et-e


=

S -a S+a

s-ar
Ljcosh at - Lt(eat eat)f
(Praved)
Linear Peopexty
Suppose HS) amd ,(S) are Laplace tramfonm
of f() ond fat) ouapectively. Then

whoxe CC2 my comtants


15

E Fixst Shifting Theoxem o


IR L3FE)J =F(G) , then Ljetp)t - FG-a)
L$etpce)} - -St
Fatp()dt
-s-a)t
Pt) dt
ut, ohece u= S- a
e
Pt)dt
F (u)
Fs-a) (Paeoved)
* L$epce = F(sta)
Exgmples
1. Find L(eat), L(eos at), L(e sinat)

L4")=nH) F)
=
by Ist shifting Poperty
L(at)- F(s-a)
r(n+1)
(s-aT (Am)
) L(c0s at) Sta F(S)
S

S- b
L(et cos a) - F(s- b) (s-b) + ar Am)
u L(sin a) Sta FS)
L(et sin bt) = F(S- b)
(S-b)"+ a (Am
2. Find L$e
r(5t1)
S 5+|
r(G) 5)
- F(S)

Le)- F(s-3)
5| (Arn)
(s-3)
3. Fimd L}et(3 inh 2t - 5 cosh 2t)
2 2
re L(sina 2+) - 9)
L(cosh 2t) F, s)
=
S
=
:L}3esmh 2t - 5etcosh2t
3Ljetsinh 2tk - 5 LËecosh 2tf
3 F,(s+ i) - 5 F, (st)
S
3.
(s+I) -4 (S+i)-4
| - 5s
S+as-3 (Ara)
4. Pscove that

Let(cos 4t + 3sim 4+)f -s4s


t +20
a Second Shifting Theopem
P L}PE) = F(S) and 9t) - ¥(t-a) , t> a

hen
L¿8C+)} = eF(s)
as
oP, L}PE-a) HE- a) F(S)
Pxoof

Liae)f - Jestge)dE
-St
e . o dt t
CA
estpPlt -a) dt
Jes(pta) Lok, t-a =b
’ dt = d
Sa
e eSPp(p) dh
eFs) (Boved)
Fxomples
5, Find Laplace teamfoxm o t ) , ohere
gC) = Scos (t -2) , 1 t2r.
3

ie t <

Am HecQ ft) = (0st a =

-as
|L}8«j = e L
2TS
3 S
= e

Prove that L8E)} 2(1-e)

whece At) = SSsin at

Chonge of Scale Toroperdty


1 LSPE) : FS) , then Ljfat)f - F(
Proof
-St
LSP(at)} = epat)dt at = þ
a

= F ) (Pacoved)
B Laplace Jnomsfopm of Derivatiyes
|If L3(E)} = F(S) then

L - s'FG)- Po) -s?po) -


-sfh-2)
o) -gho)
where p ) = J'pc)
Proof
LFe)} - -st de
dt
dt

O0

es) t) dt
- Po) tSF(S)
L[PC] =sF$)- Po)
Let 9(t) = P'(t)
L[gct)] = s GS) - go)
> L[P"e)= sL{P} - Fo)
s[sF)- fo)]- o)
=$ FS) - sfo) - P'O)

Similot
L[P"Ct)]- `F(S)- sPo) - sfo) -f'o)
Multiplication by pocoeos of t
1P L/P(t)=FS), them
. F(s) n= l,2,3, --
dsh
Poroof
F(S) == stp(t) dt
dFS)
ds
=
JleStp]dt
|- tetp(t) dt

> (-)dFS)
ds
- e t r } dt

’ The theonem is tua fom n=1.


Let, the theoem is toue for
FS)

’ (- dsm F(G) = estmpE) dt


F(S) =- s)ePe} dt

FS) = t
(m+)
F (S) =

is toue for
lhis pKOVe• that the theo em
ohen it is tocue fox n=m
> Hence it is toue for ny positive integer
(Pocoved)
Exgrapleo
7. Evaluate
Lsinlat)- at cos (at)f
&ra Lsinat)- at cos at)f
= Ljsin (at) - a Lt cos(at)f
S+ar a(-)sa)
s+a-Rs
s+ar (s+o)
a (a- s) 243
a
S+ar
(Am
(S+a"

1s (g- 3) 18s
(s+g)3 (s+)
E Laplace Trons form of Integoa
| L$PCE} - F(S), then
LËfHu)du - tF).
pt

Psoofi t
|Let, gt) = fu)du
8 Co) = o
amd g'Ct) = dt

.: L{3e5 - sLi)} - 8%)

FS) (Psaved)
2)

R Division by t_ß
I L$FE)} =F(s) ,then
, o0

Prooofi
St p(t) dt
F(S) = J est
Lntegating this w.n.t. s Pnom S to 0, we get
JF) ds = Jds
=

est p(e) dt
S

As s omd t independent vaia bl es, hence


mdex of integzation in the apeated integxal
am
|Cam be intechamged
SFG) ds=
dtet ple) ds
f(t) dt e-Stds
est p(t) dt
t
t

C
e -= Lfe(Psaved)
Exomples
8. Find the Laplace tronform of d

Arn Let, lz):


fe)= -e > t ) l e 2t
t

Li-et} L0- (e)


S+2

|L{P)} = J()ds
0

og(i2)|
- [4og 1 - kog (ir2)|
t
As L -=FS)
log (I+ ) (ara)
-2%
dx

o. Find L S'Sin*dx
Arp cot(s).
[Link] Lapace tramfonm of
cost n et cost , m)eat t
9
(n-)!
Are s+2 (s-)+ 22
s(s+4) (s-) (s-)"+9f

(S+ay'

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