Advanced Mathematical Methods – Notes (Anna
University M.E 2025 Regulation)
UNIT I – Laplace Transform Techniques
Introduction
Laplace transform is a powerful method for solving ordinary and partial differential equations. It
converts differential equations in the time domain into algebraic equations in the Laplace domain,
which are easier to solve. After solving, inverse Laplace transforms are applied to obtain the final
solution.
Definition
The Laplace transform of a function f(t) is defined as: F(s) = ∫■^∞ e^(-st) f(t) dt, where s is a
complex variable.
Existence Theorem
If f(t) is piecewise continuous for t ≥ 0 and of exponential order (i.e., |f(t)| ≤ M e^(at)), then the
Laplace transform exists for Re(s) > a.
Properties
1. Linearity: L{af(t) + bg(t)} = aF(s) + bG(s) 2. Derivatives: L{f'(t)} = sF(s) - f(0) 3. Shifting: L{e^(at)
f(t)} = F(s-a) 4. Convolution: L{f*g} = F(s)G(s)
Standard Laplace Transforms
- L{1} = 1/s - L{t^n} = n! / s^(n+1) - L{e^(at)} = 1/(s-a) - L{sin(at)} = a/(s^2+a^2) - L{cos(at)} =
s/(s^2+a^2)
Inverse Laplace
To recover f(t), use inverse Laplace via partial fractions, convolution, or standard tables. Example:
L■¹{(2s+5)/(s^2+4s+3)} solved using partial fractions.
Applications to PDEs
Example 1: Heat Equation u_t = α² u_xx, 0 < x < L, u(0,t)=u(L,t)=0, u(x,0)=sin(πx/L) Solution: u(x,t)
= e^(-α² (π/L)² t) sin(πx/L) Example 2: Wave Equation u_tt = c² u_xx, u(x,0)=0, u_t(x,0)=sin(πx)
Solution: u(x,t) = (1/(cπ)) sin(cπt) sin(πx)
Solved Problem (Convolution)
Find L■¹{1/(s²(s+1))} = L■¹{1/s²} * L■¹{1/(s+1)} = (t) * (e^(-t)) = ∫■^t τ e^(-(t-τ)) dτ = 1 - (t+1)e^(-t)
Model Questions
1. Solve u_t = k u_xx with u(0,t)=u(L,t)=0, u(x,0)=x(L-x) using Laplace transform. 2. Find Laplace
transform of f(t) = t e^(2t) sin(3t). 3. Prove the convolution theorem. 4. Find inverse Laplace of s /
((s²+1)(s+2)).
Summary
- Laplace transform simplifies solving ODEs/PDEs with initial conditions. - Converts differential
equations → algebraic equations. - Inverse Laplace required for final solution. - Very useful in
engineering applications (heat, wave, diffusion problems).