: Nita H. Shah, Monika K. Naik
: Integral Transforms and Applications
: Walter de Gruyter GmbH& Co.KG
: 9783110792928
: De Gruyter Series on the Applications of Mathematics in Engineering and Information SciencesISSN
: 1
: CHF 150.90
:
: Sonstiges
: English
: 282
: Wasserzeichen
: PC/MAC/eReader/Tablet
: ePUB

This work presents the guiding principles of Integral Transforms needed for many applications when solving engineering and science problems. As a modern approach to Laplace Transform, Fourier series and Z-Transforms it is a valuable reference for professionals and students alike.



Prof. Dr. Nita H. Shah, Department of Mathematics, School of Sciences, Gujarat University, Ahmedabad, Gujarat-380009, India.

1 Laplace transforms


1.1 Introduction


The Laplace transform, named after its inventor Pierre-Simon Laplace, is an integral transform. Laplace transform converts a function of a real variable (often time) to a function of a complex variable (complex frequency).

Laplace transforms are useful to solve linear ordinary differential equations and analyze frequency response and stability analysis. Process control feedback loops and their response properties and stability can thus be conveniently analyzed in the Laplace domain.

Also, depending on the boundary conditions of your problem, it can be judicious to use a Laplace transform to solve the diffusion equation, heat transfer equation, and Navier–Stokes. So, Laplace transforms will show up in many core engineering curricula, for example, mass transport, heat transport, fluid transport, and process controls. For the basic concepts of Laplace transform and its applications, one can refer to [26,8,9,13,14].

1.2 Definition of Laplace transforms


As we have explained in Introduction, the integral transform of functionft in the intervala≤x≤b is given by,

(1.1)ℓft=∫abKt,sftdt=∘ˆs,

where−∞≤a<b≤∞

Letft be a function defined fort≥00≤t≤∞ and kernelKt,s=e−st and then eq. (1.1) will be called Laplace transform under certain conditions to be explained later.

Thus, the Laplace transform of functionft which is defined fort≥0 (is real variable), is formally defined as follows:

Lft=∫0∞e−stftdt=Fs, Res>0

wheres is the transform variable, which is a complex number.

Figure 1.1: The Laplace transforms as a mapping.

Therefore, the Laplace transform converts time domain functions and operations into frequency domainft→Fs t∈R, s∈CasshowninFigure1.1.

1.3 Laplace transform of some elementary functions using definition


Example 1.1


Find the Laplace transformft=1 fort≥0.

Solution


We know thatLft=∫0∞e−stftdt

Here,ft=1:

∴ Lft=1=∫0∞e−st1dt
⇒L1= e−st−st=0t=∞
⇒L1=1−slimt→∞e−st−1

⇒L1=1−s0−1=1s=Fs Thus,L1=1s, s>0.

Example 1.2


Find the Laplace transform off(t)=eat fort≥0, where “a” is a constant.

Solution


We know thatLft=∫0∞e−stftdt

Heref(t)=eat

∴Lft=eat=∫0∞e−steatdt
⇒ Leat= ∫0∞e−s−at dt
⇒ Leat= e−s−at−s−at=0t=∞
⇒Leat=1−s−alimt→∞e−s−at−1
⇒Leat=1−s−a0−1=1s−a=Fs

Thus,Leat=1s−a, s>a.

Note: Similarly,Le−at=1s+a, s>−a.

Example 1.3


Find the Laplace transform offt=sinat, where “a” is a real constant.

Solution


We know that

sinat=eiat−e−iat2i

Now,ft=sinat andLft= ∫0∞e−stft dt

∴Lft=sinat=∫0∞e−stsinatdt
⇒ Lsinat= ∫0∞e−st eiat−e−iat2i dt
=12i∫0∞e−steiat−e−ste−iatdt=12i∫0∞e−s−iat−e−s+iatdt=12ie−s−iat−s−ia+e−s+iats+iat=0t=∞=12i1s−ia−1s+ia=12is+ia−s+ias−ias+ia=as2−ia2∵i2=−1=as2+a2

Thus,Lsinat=as2+a2.

Example 1.4


Find the Laplace transform offt=cosat, where “a” is a real constant.

Solution


We know that

cosat=eiat+e−iat2

Now,ft=cosat and Lft=∫0∞e−stft dt ,

∴Lft=cosat=∫0∞e−stcosatdt
Lft=cosat=∫0∞e−stcosatdt⇒Lcosat=∫0∞e−steiat+e−iat2dt=12∫0∞e−steiat+e−ste−iatdt=12∫0∞e−s−iat+e−s+iatdt=12e−s−iat−s−ia−e−s+iats+iat=0t=∞=121s−ia+1s+ia=12s−ia+s+ias−ias+ia=ss2−ia2i2=−1=ss2+a2

Thus,Lcosat=ss2+a2.

1.3.1 Linearity of Laplace transforms


Functionsf1t andf2t have Laplace transformsF1s andF2s, respectively.

Also, ifc1 andc2 are any constants, then,

Lc1f1t+c2f2t=c1L[f1t+c2Lf2t]=c1F1s+c2F2s

Proof. We know that

{Lft= ∫0∞e−stft dt=Fs
∴Lf1t=∫0∞e−stf1tdt=F1s
Lf2t= ∫0∞e−stf2t) dt=F2s

Now,

Lc1f1t+c2f2t=∫0∞e−stc1f1t+c2f2tdt=∫0∞e−stc1f1t+e−stc2f2tdt=∫0∞e−stc1f1t+e−stc2f2tdt=c1∫0∞e−stf1tdt+c2∫0∞e−stf2tdt=c1L[f1t+c2Lf2t]=c1F1s+c2F2s

Example 1.5

Find the Laplace transform offt=sinhat, where “a” is a real constant.

Solution

We know that

sinhat=eat−e−at2

Now,

Lsinhat= Leat−e−at2=12Leat−Le−at=12 1s−a−1s+a=12 s+a−s+as−as+a= as2−a2

(by linearity property)

Thus,Lsinhat=as2−a2

Example 1.6

Find the Laplace transform offt=coshat, where “a” is a real constant.

Solution

We know that

coshat=eat+e−at2

Now,

Lcoshat= Leat+e−at2
=12Leat+Le−at =12 1s−a+1s+a=12 s+a+s−as−as+a=ss2−a2

(by linearity property)

Thus,Lcoshat=ss2−a2.

Note

  1. The gamma function is defined by the improper integral∫0∞e−xxn−1 dx=|n‾ for n>0

  2. Ifn is a positive integer, then|n+1‾=n!

  3. |n+1‾=n|n‾

  4. ...