ProjectMath-1 Math
ProjectMath-1 Math
ProjectMath-1 Math
SEM : VI
UID :20023121013
ROLL NO :2009
COURSE ID :62117
BANKURA UNIVERSITY
CONTENT
1.INTRODUCTION - - - - - - - - - - - - - - - - - - - - - 2
2.L APLACE TRANSFORM - - - - - - -- - - - - - - - - - 3-11
3.I NVERSE LAPLACE TRANSFORM - - - - - - - - - - 11-18
4.C ONVOLUTION - - - - - - - - - - - - - - - - - - - - - - 19-21
5.C ONCLUSION & REFERENCES - - - - - - - - - - - - 22
1
2. Laplace Transform:-
2.1 Definition :-
Let f (t) be a function defined for t ⩾ 0. Then the Laplace transform of
f (t) is denoted by L {f (t) } on f́ (s ) and defined as
∞
L {f (t)}=f́ ( s)=∫ ❑ e
−st
f (t)dt
0
3
2.3.1 To find Laplace transform of f (t)=1
By definition of laplace transform, we have
[ ]
∞ ∞
e− st 1
L {1 }=∫ ❑ e (1)dt=
−st
= , S >0
0
−s 0 s
( ) dxS
n
x
¿∫ ❑e
−x
0 s
∞
1
n+1 ∫
¿ ❑e− x x n dx
s 0
∞
1
¿
s 0 n+1 ∫❑ e−x x(n+1)−1 dx
Γ (n+1)
¿ n +1 if n>−1 and s> 0
s
¿
n!
L { t n }= n+1
if n> 0 , S> 0
S
a= constant.
By definition,
∞
L {e } ¿∫ ❑e
at −st at
e dt
0
[ ]
−(s−a)t ∞
e 1
¿ ¿ 4 = , s>0
−( s−a) 0 ( s−a)
1
L { e−at } ¿
s+a
4
∞
¿∫ ❑ e
−st
L {sin at } sin atdt
0
1
¿ ¿ [0−1(0−a)]
s +a 2
2
¿ ¿
S
¿ 2 2
, S >0
s +a
{ }
at −at
e −e
L {sinh ( at ) } ¿L
2
¿ ¿
1 1
[ −
2 S−a 3+a
1
]
¿ 5 ¿
Example:-
6
Find L(sin 2 t cos 3 t)
1
⇒ L(sin 2 t cos 3 t)= L {sin 5 t−sin t }
2
1
¿ [ L{sin 5 t }−1 {sin t }]
2
¿
1 5
2 2[− 2
2 s + 5 s +1
1
, S> 0
2
]
2 s −10
¿
( S +1 ) ( S2 +25 )
2
2 ( S +5 )
2
¿
( S2 +1 ) ( S2 +25 )
∞ ∞
L [ e f (t ) ] =∫ ❑ e [e f (t ) ] dt =∫ ❑e
at −st at −(s−a)t
f (t )dt
0 0
¿ f́ ( p ) where p=s−a
¿
1 s
= f
a a ()
¿
¿
−d
If f (t) is a function of class A and if L {f (t)}=f́ (s) then L {tf (t)}= dS f́ (s) and
L {t f (t) }=¿.
n
Example:-
Find Laplace of t sin t 2
⇒ L { t sin t } ¿ L
2
{2t (1−cos 2t )}= 12 L {t }− 12 L {t cos 2 t }= 12 ⋅ s1 − 12 {−dds ⋅ s +s 2 }¿= 21s − 12 ( ss +−44 ) ¿= 2s (3( ss++44) ) ¿
2 2 2 2
2
2 2 2 2
2
2
¿ ¿
∞
L (
sin at
t ) ¿∫ ❑
S
2
a
s +a
2
dS
¿ ¿
π s
¿ −tan −1 =cot −1
2 a ()
s
a ()
However by definition,
∞
L ( t )
sin at
=∫ ❑e−st
0
( )
sin at
t
dt
∞
∴∫ ❑ e
0
−st
( sinaat ) dt=cot ( as ) −1
[ ]
t
L ∫ ❑ f (u)du = 1s f́ ( s) where Lf (t)=f́ (s)
0
d cos √ t
⇒ let sin √ t=f (t) then f (t)= (sin √t)=
'
dt 2 √t
But L f (t)=S f́ ( s)−f (0) where f́ (s )=L(sin √ t)
'
¿ √ π e−1 / 4 s
3 /2
2s
( )
−1
cos √ t √ π e 4 s −0 as f ( 0 )=sin 0=0
∴L =s ⋅
2 √t 3
2s2
( )√
−1
cos √t π 4s
on, L
√t
=
s
e
f (t)=t sin t
1
Now L(sin t )= s +1 = f́ ( s) , s> 0
2
definition,
{ } { }
n
Γ (n+ 1) 1 t
L
−1
n+1
=t
n
on L
−1
n +1
=
Γ (n+1)
n>-1 , s>0
s s
1
3.2.3. To find inverse Laplace transform of S
n+1 , n being a positive integer
n!
Since L {t }= s , s>0 so by definition,
n
n+1
{ } { }
n
−1 n! n −1 1 t
L n+1
=t or L n+1
= , s >0
s s n!
1 1
3.2.4. To find inverse Laplace transform of since L {e }= s−a , s>a so
at
, s >a
11 s−a
by definition,
L
−1
{S−a
1
}=e , s> a at
1
3.2.5. To find inverse Laplace transform of 2
s −a
2, s> ¿ a∨¿.
a
Since L {sinh at }= s −a 2 2
, s>¿ a∨¿ so by definition
L−1
{ 2
a
s −a
2 } 1
=sinh at or L−1 2 2 =
s −a
sinh at
a {
, S>|a |
}
s
3.2.6. To find inverse Laplace transform of 2
s −a
2
, s> ¿ a∨¿
s
Since L {cosh at }= s −a 2 2
, s >¿ a∨¿ so by definition
L−1
{ 2
s
s −a
2 }
=cosh at , s ∨a∨¿
⟩
1
3.2.7. To find inverse Laplace transform of 2
s +a
2 , s>0
a
Since L {sin at }= s + a 2 2
, s >0 so by definition
L
−1
{ }
2
a
s +a2
=sin at or L
−1
2
1
s +a 2
=
sin at
a { }
, s> 0
s
3.2.8. To find inverse Laplace transform of s + a2
2 ,
s
s>0 Since L {cos at }= 2
2
, s>0 so by definition
s +a
L−1
{ } s
2
s +a
2
=cos at , s >0
{ ( )}
∞
∴L f
t
a
¿ ∫❑ f
0
( at ) e−st t
dt let =u
a
{ ( )}
∞
t
¿∫ ❑ f ( u ) e
−sau
⇒L f a du ∴ dt =a du
a 0
¿ ¿
Taking inverse Laplace transformation on both sides we get,
f ( at )=L −1
[af (as)]
−1 1 t
i . e., L {f (as)}= f
a a ()
similarly we can prove L
−1
{ ( )}
f
s
a
=af (ta)
Example:
If L−1
{ 2
1
s +64
=
}
sin 8 t
8
, find L−1 2
1
s +4
, a >0
{ }
⇒ Given L
−1
{ 1
2
s +64
=
8 }
sin 8 t
L
−1
{c 1 f́ 1 ( s)+c 2 f́ 2 (s )} ¿ c1 L
−1
{f́ 1 (s)}+ c2 L−1 {f 2 (s)}
¿ ¿
Proof :-
By definition, we have L {f (t ) }=∫ ∞
0 f (t) e
13
−s t
dt = f́ ( s)
−1
⇒ L {f ( s)}=f (t)
L
−1
{f´ ( s ) }=f (t )
∞ ∞
∴ f́ ( s−b)=∫ ❑ f (t )e dt ¿∫ ❑ {t {e bt f (t)} e− st dt
−(s−b )t −1
0 0
¿ ¿
Proof :-
By definition, we have f́ (s )=L{f (t )}=∫ ∞ −st
0 e f (t ) at
−1
⇒ L { f́ ( s) }=f (t)
∞ ∞
∴e −as
f́ ( s)=e −as
∫ ❑ f (t)e −st
dt=∫ ❑ f (t) e−s (t +a ) dt
0 0
∞
¿∫ ❑f ( t+ a−a ) e−s (t +a ) dt let t +a=u , dt=du
0
∞
¿∫ ❑ f (u−a)e
−su
du
a
∞
¿=∫ ❑f (t−a)e
−st
dt
a
∞ ∞
¿∫ ❑(0) e −st
dt+∫ ❑ f (t−a)e−st dt
0 a
[
∞
f (t−a) ; t> a
¿ ∫ ❑ g ( t ) e−st dt ; g ( t )=
0 0 ; t< a
¿ L {g(t )}
¿
15
i) L −1
{ }
d f́ (s)
ds
=−tf (t)
{ }
2
d f́ (s)
ii) L −1
ds
2
=¿
Proof :-
i) By definition, we have f́ (s )=L{f (t )}=∫ ∞
0 f (t )e
−st
dt
∞ ∞
d f́ (s) d
¿ ∫ ❑ f (t )e dt=∫ ❑ f (t)(−t)e dt
− st −st
∴
ds ds 0 0
¿ ¿−L {tf (t ) }
L−1 { }
d f́ (s)
ds
=−tf (t )
i.e., L −1
{ } d f́ ( s)
ds
=−t L−1 { f́ (s )}
i.e., L −1
{ f́ (s )}=
t
L { }
−1 −1 d f́ ( s)
ds
ii) Differentiating both sides of above equation w.r.t. s we get,
2 ∞ ∞
d f́ (s) d
¿− ∫ ❑[tf ( t)] e−st dt =−∫ ❑(−t )[tf (t)]e−st dt
ds
3
ds 0 0
¿ ¿
{ }
2
d f́ ( s)
L−1 =¿
d s2
( ) dt
∞ ∞
e−ut
¿ ¿∫ ❑ f (t)
0 −t s
∞
f ( t) −s t
¿ ¿∫ ❑ e dt
0 t
¿ ¿
{∫ }
∞
−1 f (t )
L ❑ f́ ( u ) du =
s t
∞
∴ L { f (t ) } ¿∫ ❑ f (t )e
' ' −st
dt
0
¿ ¿ 0−f (0)+ SL{f (t)}
¿ ¿
3.3.8. Division by S :-
{ }
t
f́ ( s)
−1
If L { f́ ( s ) }=f (t) then L −1
=∫ ❑ f (u) du
s 0
Proof :-
let g(t )=∫ f (u) du
t
0
{ }
t
f́ ( s )
L−1 =g(t)=∫ ❑ f (u) du
s 0
4. Convolution :-
4.1. Definition :-
let F (t) and G(t) be two functions of18class A then the convolution of them
is denoted and defined as
t t
F∗G=∫ ❑ F (u)G(t−u) du on F∗G=∫ ❑ F (t −u)G(u) du
0 0
The relation F∗G, is also known as falting or resultant of F (t) and G(t).
4.2. Properties of convolution :-
i) F∗G=G∗F i.e., the commutative low for convolution holds good
ii) F∗(G+ H)=F∗G+ F∗H and (F+ G)∗H=F∗H +G∗H i.e., the distributive law for
convolutions holds good.
iii) F∗(G∗H )=( F∗G)∗H i.e., the associative law for convolutions holds good.
4.3. The convolution Theorem :-
If f (t) and g(t ) are two function and if L {f (s )}=f (t ) and L { ǵ( s)}=g (t) then
−1 −1
t t
L {f´ ( s ) ǵ ( s ) }=f ( t )∗g (t )=∫ ❑ f ( u ) g ( t−u ) du=∫ ❑ f ( t−u ) g ( u ) dt
−1
0 0
Proof :-
By definition, we have
∞
f́ (s)=L {f (t)}=∫ ❑ f (t )e
− st
dt and
0
∞
{ }{∫ }
∞ ∞
∞ ∞
¿ ∫ ❑∫ ❑ e
−s ( u+ v )
f ( u ) g ( v ) dudv let u+ v=t so , dv =dt
0 0
{∫ }
∞ t
¿∫ ❑ dt e
−st
¿ ❑du f (u) g (t−u)
0 0
¿ ¿ L {f (t)∗g (t)}
20
Example :-
Use convolution theorem to find L −1
¿
¿
Now using convolution theorem, we get
t
L {f´ ( s ) ǵ ( s ) }=∫ ❑ f ( u ) g(t−u) du
−1
0
¿
21
19
19
5.CONCLUSION:-
The knowledge of Laplace transform has in recent years
become an essential part of mathematical background required of
engineers and scientists .This is because the transform method an
easy and effective means for the solution of many problems arising
in engineering. The method of Laplace transformation is proving to
be the most effective and easy way of solving differential equations
and hence it is replacing other methods of solution of the
differential equation. The most frequent function encompassed in
electronics engineering is continuous function and most of the
functions are in the time domain and we need to convert them in
the frequency domain. This operation is performed excellently by
the Laplace transform and hence it’s application is further enlarged
using it in the solution of the continuous functions.
REFERENCE :-
(I)Advanced Differential Equations by Dr.M.D.Raisinghania.
(II) Introduction to Differential Equations by Kalipada Maity.
22
ACKNOWLEDGEMENT
I would like to warmly acknowledge and express my deep
sense of gratitude and indebtedness to my guide prof. Samiran
Karmakar,department of Mathematics, Bankura. Sammilani
College, Bankura,for his keen guidance and preparation of this
project. My heartfelt thanks to all my friends for their invaluable
co-operation and constant inspiration during my project work.
Your’s sincerely
Sanchita Mahata
23