Mathematics–II

(7HC16)
By

Dr. Santhosh Nallapu

Assistant professor of Mathematics
Department of Science and Humanities
Sreenidhi Institute of Science and Technology
Yamnampet, Ghatkesar.

3/23/2020 1
We discuss the following in today’s Lecture

 Introduction to Laplace transform

 Definition of the Laplace transform
 The inverse Laplace transform
 Table of Laplace transforms
 Properties: Linearity
 Properties: First Shifting Properties
 Some examples
2
Introduction to Laplace transform

A differential equation involving an unknown function f ( t )

and its derivatives is said to be initial-valued if the values f ( t )
and its derivatives are given for t = 0. these initial values are
used to evaluate the integration constants that appear in the
solution to the differential equation.

The Laplace transform is employed to solve certain initial-

valued differential equations. The method uses algebra rather
than the calculus and incorporates the values of the integration
constants from the beginning.
The Laplace transform

Given a function f ( t ) defined for values of the variable t > 0 then the Laplace transform of f ( t ), denoted
by:
L  f (t )
is defined to be: 
L  f (t )   e  st f (t )dt
t 0

Where s is a variable whose values are chosen so as to ensure that the semi-infinite integral converges.
The Laplace transform
The inverse Laplace transform

The Laplace transform is an expression involving variable s and can be denoted as such by F (s). That
is:

F ( s )  L  f (t )

It is said that f (t) and F (s) form a transform pair.

This means that if F (s) is the Laplace transform of f (t) then f (t) is the inverse Laplace transform of F
(s).

That is:
f (t )  L1 F ( s )
What are Laplace transforms?

F ( s )  L{ f (t )}   f (t )e  st dt
0
  j
1
2 j  j
1
f (t )  L {F ( s)}  F ( s)e st ds

 t is real, s is complex!
 Inverse requires complex analysis to solve
 Note “transform”: f(t)  F(s), where t is integrated and s is variable
 Conversely F(s)  f(t), t is variable and s is integrated
 Assumes f(t) = 0 for all t < 0
The Laplace transform

For example the Laplace transform of f ( t ) = 1 for t ≥ 0 is:


L  f (t )   e  st f (t ) dt
t 0

 
t 0
e  st 1dt


e   st
 
  s  t 0
 (0  ( 1 / s ))
1
 provided s > 0
s
  Hard Way – do the integral
let f (t )  e at
 
1
e e
 st  ( s a )t
F (s)  at
e dt  dt  if s  a
0 0
sa
let f (t )  sin  at 
 
 e  st
 a
0  s2  a2  
 st
F (s)  e sin( at ) dt   s sin at  a cos at 
 0 s 2
 a 2

if s  0
let f (t )  cos  at 

s
 cos  at  dt 
 st
F (s)  e if s  0
0
s a
2 2

Integrate by parts  udv  uv   vdu

let f (t )  t n
  n
 p dp
e e
 st p
F (s)  t dt 
n
  , on putting st  p
0 0  s  s

1 n!

p
 e p n
dp  , if n  1 and s  0
s n 1 0
s n 1

let f (t )  sinh at
 
 e at  e  at 
e e
 st  st
F (s)  sinh atdt    dt
0 0  2 
1 
 
a
2 
  e
 ( s a )t
dt   e  ( s  a )t
dt   2 , if s  a
0 0  s  a 2

let f (t )  cosh at
 
 e at  e  at 
e e
 st  st
F (s)  cosh atdt    dt
0 0  2 
1 
 
s
 
 ( s a )t  ( s  a )t
 e dt  e dt   , if s  a
2 0 0  s a
2 2
 Properties: Linearity
L{c1 f1 (t )  c2 f 2 (t )}  c1 F1 ( s )  c2 F2 ( s )
Proof : L{c1 f1 (t )  c2 f 2 (t )} 


 [c
 st
1 f1 (t ) c2 f 2 (t )]e dt 
0
 
c1  f1 (t )e  st dt  c2  f 2 (t )e  st dt 
0 0

c1 F1 ( s )  c2 F2 ( s )
 Properties: First Shifting Properties
L{e f (t )}  F ( s  a )
at

Proof : L{e at f (t )}  e at e  st f (t )dt

 e  ( s  a ) t f (t ) dt
 F (s  a)
Example 1 : Find the Laplace transform of f (t )  5e 2t  3sin(4t )
Example 2 : Find the Laplace transform of
(i) f (t )  sin(2t )sin(3t ) (ii) f (t )  cos 2 (2t ) (iii) f (t )  sin 3 (2t )
Example 3 : Find the Laplace transform of
(i) f (t )  e3t  2cos5t  3sin 5t  (ii) f (t )  e2t cos 2 (t )
Recapitulation:

 The Laplace transform

 The inverse Laplace transform
 Table of Laplace transforms
 Properties: Linearity
 Properties: First Shifting Properties
 Some examples

17
 THANK YOU

3/23/2020
Feed Back to santhoshn@sreenidhi.edu.in