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تحليلات محمد كريم زهير
تحليلات محمد كريم زهير
تحليلات محمد كريم زهير
1. Overview
2. Definition
3. How to Calculate Laplace Transform?
4. Table of Laplace transform
5. Properties
A. Linearity property
B. First translation or shifting property
C. Second translation or shifting property
D. Change of scale property
E. Laplace transforms of derivatives
F. Laplace transforms of integrals
G. Multiplication by 𝑡 𝑛
H. Division by t
I. Periodic functions.
J. Behavior of f(s) as s→ ∞
K. Initial-value theorem
L. Final-value theorem
M. Generalization of initial-value theorem
N. Generalization of final-value theorem
6. Inverse Laplace Transform
7. DEFINITION OF INVERSE LAPLACE TRANSFORM
8. TABLE OF SOME INVERSE LAPLACE TRANSFORMS
9. METHODS OF FINDING INVERSE LAPLACE TRANSFORMS
a. Partial fractions method
b. Series methods
c. Method of differential equations
d. Differentiation with respect to a parameter
e. Miscellaneous methods using the above theorems
f. Use of Tables
g. The Complex Inversion formula
10. Property of inverse Laplace transform
i. Linearity property
ii. First translation or shifting property
iii. Second translation or shifting property
iv. change of scale property
v. inverse Laplace transforms of derivatives
vi. Inverse Laplace transforms of integrals
vii. Multiplication by sn
viii. Division by s
ix. The Convolution property
11. Application of Laplace Transform
12. Application of Laplace Transform in Signal Processing
13. Application of Laplace Transform in Control Systems
14. Characterization Linear Time-Invariant Systems
15. Differential Equations
16. Examples
17. Conclusion
18. Reference
Overview
Definition
Laplace transform makes the equations simpler to handle. When a higher order
differential equation is given, Laplace transform is applied to it which converts
the equation into an algebraic equation, thus making it easier to handle. Then
we calculate the roots by simplification of this algebraic equation. Now inverse
Laplace transform of simpler expression is found which solves the given higher
order differential equation.
𝑓(𝑡) 𝐹 (𝑠) = ℒ(𝑓 (𝑡))
ℒ
ℒ −1 (𝐹(𝑠 )) = 𝑓(𝑡 )
1 𝑖𝑓 𝑡 ≥ 0
𝑢(𝑡 ) = {
0 𝑖𝑓 𝑡 < 0
∞ 1 ∞ 1
Sol: F(s) = ∫0 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = − 𝑒 −𝑠𝑡 ] 0 =
𝑠 𝑠
Table of Laplace transform
Properties of Laplace transform
1- Linearity property
Theorem 1-1
If C1 and C2 are any constants while F1 (t) and F2 (t) are functions with Laplace
transform f1(s) and f2(s) respectively, then
Example
2! 𝑠 1
= 4 ( 3) − 3 ( 2 )+ 5( )
𝑠 𝑠 +4 𝑠+1
8 3𝑠 5
ℒ{4𝑡 2 − 3 𝑐𝑜𝑠(2𝑡) + 5𝑒 −𝑡 } = − +
𝑠3 𝑠2 + 4 𝑠 + 1
Theorem 1-2
ℒ {𝑒 𝑛𝑡 𝐹 (𝑡)} = 𝑓 (𝑠 − 𝑎)
Example:
𝑠
Since ℒ {cos 2𝑡} = 𝑤𝑒 ℎ𝑎𝑣𝑒
𝑠 2 +4
𝑠+1 𝑠+1
ℒ {𝑒 −𝑡 cos 2𝑡 } = =
(𝑠 + 1)2 + 4 2𝑠 + 𝑠 2 + 5
3- Second translation or shifting property
Theorem 1-3
𝐹 (𝑡 − 𝑎 ) 𝑡 > 𝑎
// if ℒ {𝐹 (𝑡)} = 𝑓 (𝑠) and G(t) = { 𝑡ℎ𝑒𝑛
0 𝑡<𝑎
Example
3! 6
𝑆𝑖𝑛𝑐𝑒 ℒ {𝑡 3 } = = 𝑡ℎ𝑒 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛
𝑠4 𝑠4
( )3
𝐺 (𝑡) = { 𝑡 − 2 𝑡 > 2
0 𝑡<2
2𝑠
−
𝑖𝑠 6𝑒 𝑠4
Theorem 1-4
1 𝑠
ℒ {𝐹 (𝑎𝑡)} = 𝑓( )
𝑎 𝑎
Example:
1
since ℒ {sin 𝑡} =
𝑠 2 +1
1 1 3
ℒ {sin 3𝑡 } = =
3 (𝑠/3)2 + 1 𝑠 2 + 9
5- Laplace transform of derivatives
Theorem 1-5
Example:
𝑠
if F(t) = cos 3t, then ℒ {𝐹 (𝑡)} =
𝑠 2 +9
𝑠 −9
ℒ {𝐹′ (𝑡)} = ℒ {−3 sin 3𝑡} = 𝑠 ( 2 )−1= 2
𝑠 +9 𝑠 +9
Theorem 1-6.
lim 𝐹 (𝑡) = 𝐹 (0)𝑒𝑥𝑖𝑠𝑡𝑠 (𝑏𝑢𝑡 𝑖𝑠 𝑛𝑜𝑡 𝑒𝑞𝑢𝑎𝑙 𝑡𝑜 𝐹 (0)𝑤ℎ𝑖𝑐ℎ 𝑚𝑎𝑦 𝑜𝑟 𝑚𝑎𝑦 𝑛𝑜𝑡 𝑒𝑥𝑖𝑠𝑡), 𝑡ℎ𝑒𝑛
𝑡→0
Theorem 1-7.
Where F(a+) – F(a-) is sometimes called the jump at the discontinuity t=a for
If F(t) and F'(t) are continuous for N ≥ 𝑡 ≥ 0 𝑎𝑛𝑑 𝑜𝑓 𝑒𝑥𝑝𝑜𝑛𝑒𝑛𝑡𝑖𝑎𝑙 𝑜𝑟𝑑𝑒𝑟 𝑓𝑜𝑟 𝑡 > 𝑁
If F(t) and F'(t) have discontinuities, appropriate modification of (9) can be made as in
theorems 1-7 and 1-8
Theorem 1-9
if ℒ {𝐹 (𝑡)} = 𝑓 (𝑠)
Theorem 1-10
𝑡 𝑓(𝑠)
𝑖𝑓 ℒ {𝐹 (𝑡)} = 𝑓(𝑠) 𝑡ℎ𝑒𝑛 ℒ {∫0 𝐹 (𝑢)𝑑𝑢 } =
𝑠
𝑬𝒙𝒂𝒎𝒑𝒍𝒆
1
𝑠𝑖𝑛𝑐𝑒 ℒ{sin 𝑡} = 𝑤𝑒 ℎ𝑎𝑣𝑒
𝑠 2 +1
1 1 3
ℒ {sin 3𝑡 } = =
3 𝑠 2 𝑠2 + 9
( ) +1
3
7-Multiplication by 𝒕𝒏
Theorem 1-11
𝑛
𝑑𝑛
ℒ {𝑡 𝐹 (𝑡)} = (−1 )𝑛 𝑛 𝑓 (𝑠) = (−1)𝑛 𝑓 𝑛 (𝑠)
𝑑𝑠
Example
1
𝑆𝑖𝑛𝑐𝑒 ℒ {𝑒 2𝑡 } = 𝑤𝑒 ℎ𝑎𝑣𝑒
𝑠−2
𝑑 1 1
ℒ {𝑡𝑒 2𝑡 } = − ( )=
𝑑𝑠 𝑠 − 2 (𝑠 − 2)2
𝑑2 1 2
ℒ {𝑡 2 𝑒 2𝑡 } = ( ) =
𝑑𝑠 2 𝑠 − 2 (𝑠 − 2)3
8-Division by t
Theorem 1-12
Example
1 sin 𝑡
𝑆𝑖𝑛𝑐𝑒 ℒ {sin 𝑡} = 𝑎𝑛𝑑 lim =1 𝑤𝑒 ℎ𝑎𝑣𝑒
𝑠2 + 1 𝑡→0 𝑡
𝑠𝑖𝑛 𝑡 ∞ 𝑑𝑢 1
ℒ{ }=∫ 2 = tan−1 ( )
𝑡 𝑠 𝑢 +1 𝑠
9-Periodic functions.
Theorem 1-13
Let F(t) have period T > 0 so that F (t + T) = F(t) [see Fig. 1-2].
𝑓° 𝑒 − " 𝐹(𝑡) 𝑑𝑡
𝑇
∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡
ℒ {𝐹 (𝑡)} =
1 − 𝑒 −𝑆𝑇
Then
10-Behavior of f(s) as s→ ∞
Theorem 1-14
lim 𝑓(𝑠) = 0
𝑠→∞
Theorem 1-15
Theorem 1-16.
If lim 𝐹 (𝑡)/𝐺(𝑡) = 1, then we say that for values of t near t=0 (small t), F(t) is
𝑡→0
𝑓(𝑠)
Similarly if lim = 1 then we say that for large values of s, f(s) is
𝑠→∞ 𝐺(𝑠)
Theorem 1-17
𝑓(𝑡) 𝑓(𝑠)
If lim = 1, we write F(t) ~ G(t) as t→ ∞ similarly if lim = 1,
𝑡→∞ 𝐺(𝑡) 𝑠→0 𝐺(𝑠)
theorem 1-17
i.e. if ℒ {(F(t)} = f(s), then F(t) is called an inverse Laplace transform of f(s) and we
write symbolically F(t) = ℒ-1 {f(s)} where ℒ-1 is called the inverse Laplace
transformation operator.
Example.
1
Since ℒ {e-3t} = we can write
𝑠+3
1
ℒ-1 { } = e-3t
𝑠+3
Since the Laplace transform of. a null function 𝒩(t) is zero [see Chapter 1, Page
9), it is clear that if ℒ {F(t)} = f(s) then also ℒ {F(t) + 𝒩(t)} = f(s). From this it follows
that we can have two different functions with the same Laplace transform.
Example.
0 𝑡=1
The two different funetions F1(t) = e-3t and F2(t) = { −3𝑡 have the
𝑒 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
same Laplace transform, i.e. 1/(s+3).
If we allow null functions, we see that the inverse Laplace transform is not
unique. It is unique, however, if we disallow null functions [which do not in
Theorem 2-1. Lerch's theorem. If we restrict ourselves to functions F(t) which
are sectionally continuous in every finite interval 0 ≤ t ≤ N and of
exponential order for t>N, then the inverse Laplace transform of f(s), i.e. ℒ −1
{f(s)} = F(t) , is unique. We shall always assume such uniqueness unless
otherwise stated.
1 t
2 82
1 𝑡𝑛
3 8𝑛+1
n = 0,1,2,…
𝑛!
1 𝑒 𝑎𝑡
4 8−𝑎
1 𝑠𝑖𝑛 𝑎𝑡
5 82+𝑎
2
𝑎
8 cos at
6 82+𝑎2
1 𝑠𝑖𝑛ℎ 𝑎𝑡
7 82−𝑎
2
𝑎
8 cosh at
8 82−𝑎
2
METHODS OF FINDING INVERSE LAPLACE TRANSFORMS
Any rational function P(8)/Q(s) where P(s) and Q(s) are polynomials, with the
degree of P(s) less than that of Q(s), can be written as the sum of rational
functions [called partial fractions| having the form
𝐴 𝐴𝑠+𝐵
,
(𝑎𝑠+𝑏)𝑟 (𝑎𝑠 2 + 𝑏𝑠+𝑐)𝑟
28 −5 𝐴 𝐵 𝐶 𝐷
Example = + + +
(38 −4)(28 +1)3 38 −4 (28 +1)3 (28 +1)2 (28 +1)
2𝟖 𝟐 − 28 +𝟐 𝐴𝑠+𝐵 𝐶8 +𝐷 𝐸
Example (82 + 28 +4)2 (8−5)
= + +
(82 + 28 +4)2 2
8 +28 +4 8−5
𝐸𝑥𝑎𝑚𝑝𝑙𝑒
3𝑠 + 7
𝑓𝑖𝑛𝑑
82 − 2𝑠 − 3
3𝑠 + 7 3𝑠 + 7 𝐴 𝐵
= = +
82 − 2𝑠 − 3 (8 − 3)(8 + 1) 8 − 3 𝑠 + 1
+𝐵 = 3and𝐴 − 3𝐵 = 7; then𝐴 = 4, 𝐵 = −1
38 + 7 4 1
= −
(8 − 3)(8 + 1) 8 − 3 8 + 1
= 4𝑒 3𝑡 − 𝑒 −𝑡
2. Series methods
𝑎𝑣 𝑎1 𝑎2 𝑎3
f(s) = + 2+ 3+ +…
𝑠 8 8 84
𝑎2 𝑡 2 𝑎3 𝑡 3
f(t) = 𝑎0 + 𝑎1 𝑡 + + +…
2! 3!
Example
1
−
𝑒 𝑠
: Find ℒ −1 { }
𝑠
1 1 1 1 1
𝑒 −1/𝑠 = {1 − + − + ⋯}
8 8 8 2!82 31𝑠 3
1 1 1 1
= − 2+ − +⋯
𝑠 𝑠 2! 𝑠 3 3! 𝑠 4
1 −1/𝑠 𝑡2 𝑡3
ℒ{ 𝑒 }= 1−𝑡+ − +⋯
𝑠 (2!)2 (3!)2
𝑡2 𝑡3
= 1−𝑡+ − +⋯
12 22 12 22 32
1 2 1 4 1 6
(2𝑡 2 ) (2𝑡 2 ) (2𝑡 2 )
= 1− + − +⋯
22 22 42 22 42 62
= 𝐽0 (2√𝑡)
3. Method of differential equations
Example
𝟒𝟖𝒚′′ + 𝟐𝒚′ − 𝒚 = 𝟎
𝒅 𝟐
Now 𝒚′′ = 𝓛{𝒕𝟐 𝒀}so that 𝒔𝒚′′ = 𝓛{ [𝒕 𝒀]} = 𝓛{𝒕𝟐 𝒀′ + 𝟐𝒕𝒀}.Also,𝒚′ = 𝓛{−𝒕𝒀}.Thus
𝒅𝒕
Example
𝑠
Find ℒ −1 { }
(𝑠 2 +𝑎2 )2
𝑑 1 −2𝑠 8 1𝑑 1
We have { 2 } = .Thus = − ( )
𝑑𝑠 𝑠 + 𝑎2 (𝑠 2 + 𝑎2 )2 (𝑠 2 + 𝑎2 )2 2 𝑑𝑠 𝑠 2 + 𝑎2
5. Miscellaneous methods using the above theorems
6. Use of Tables
This formula, which supplies a powerful direct method for finding inverse
Laplace transforms, uses complex variable theory.
1- Linearity property
ℒ −1{𝑐1𝑓1(𝑠) + 𝑐2𝑓2 (𝑠)} = 𝑐1ℒ −1{𝑓1 (𝑠)} + 𝑐2ℒ 1 {𝑓2(𝑠)} = 𝑐1𝐹1(𝑡) + 𝑐2𝐹2 (𝑡)
Example
4 3𝑠 5
ℒ −1 { − 2 + 2 }
8 − 2 𝑠 + 16 𝑠 + 4
1 𝑠 1
= 4𝛼 −1 { } − 3ℒ −1 { 2 } + 5ℒ −1 { 2 }
𝑠−2 𝑠 + 16 𝑠 +4
5
= 4𝑒 2𝑡 − 3cos 4𝑡 + sin 2𝑡
2
2- First translation or shifting property
Example
1 1
sinceℒ −1{ } = sin 2𝑡,we have
82 + 4 2
1 1 1 𝑡
ℒ −1{ } = ℒ −1
{ } = 𝑒 ⋅ sin 2𝑡
𝑠 2 − 2𝑠 + 5 (𝑠 − 1)2 + 4 2
1
ℒ − 1{ } = sin 𝑡,
𝑠2 + 1
−1
𝑒 −𝜋𝑠/3 sin (𝑡 − 𝜋/3) if𝑡 > 𝜋/3
ℒ { 2 }={
𝑠 +1 0 if𝑡 < 𝜋/3
Example
𝑠
ℒ −1 { } = cos 4𝑡 , 𝑤𝑒 ℎ𝑎𝑣𝑒
𝑠 2 + 16
2𝑠 1 4𝑡 1
ℒ −1{ } = cos = cos 2𝑡
(2𝑠)2 + 16 2 2 2
5- inverse Laplace transforms of derivatives
−1 (𝑛) −1
𝑑𝑛
ℒ {𝑓 (𝑠)} = ℒ { 𝑛 𝑓(𝑠)} = (−1)𝑛 𝑡 𝑛 𝐹(𝑡)
𝑑𝑠
Example
1 𝑑 1 −2𝑠
since ℒ −1 { } = sin 𝑡and ( ) = ,we have
𝑠2 + 1 𝑑𝑠 𝑠 2 + 1 (𝑠 2 + 1)2
−2𝑠
ℒ −1 { 2 } = − tsin 𝑡
(𝑠 + 1)2
𝑠 1
ℒ −1 { 2 } = tsin 𝑡
(𝑠 + 1)2 2
Example
1 1 1
: 𝑠𝑖𝑛𝑐𝑒 ℒ −1 { } = ℒ −1 { − } = 1 − 𝑒 −𝑡 , 𝑤𝑒ℎ𝑎𝑣𝑒
𝑠(𝑠+1) 𝑠 𝑠+1
∞
−1
1 1 −1
1 1 − 𝑒 −𝑡
ℒ {∫ ( − ) 𝑑𝑢} = 𝛼 {ln (1 + )} =
𝑠 𝑢 𝑢 + 1 𝑠 𝑡
7- Multiplication by sn
If F(0) ≠ 0, then
Example
1
𝑠𝑖𝑛𝑐𝑒 ℒ −1 { } = sin 𝑡andsin 0 = 0,then
𝑠2 +1
𝑠 𝑑
ℒ −1 { } = (sin 𝑡) = cos 𝑡
𝑠2 + 1 𝑑𝑡
Generalizations toℒ 1 {𝒔𝑛 𝒇(𝒔)}, 𝒏 = 𝟐, 𝟑, … ,are possible.
8- Division by s
If ℒ 1 {𝑓(𝑠)} = 𝐹(𝑡),then
𝑓(𝑠) 𝑡
−1
ℒ { } = ∫ 1 𝐹(𝑢)𝑑𝑢
𝑠 0
Thus, division by s (or multiplication by 11s) has the effect of integrating F(t)
from 0 to t.
1 1
ℒ −1 { 2 } = sin 2𝑡 , 𝑤𝑒 ℎ𝑎𝑣𝑒
𝑠 +4 2
𝑡
1 1 1
ℒ −1 { } = ∫ sin 2𝑢𝑑𝑢 = (1 − cos 2𝑡)
𝑠(𝑠 2 + 4) 0 2 4
ℒ −1 {𝑓(𝑠)/𝑠 𝑛 }, 𝑛 = 2,3, …,
9- The Convolution property
We call F * G the convolution or faltung of F and G, and the theorem is called the
convolution theorem or property.
Example
1 1
sinceℒ −1 { } = 𝑒 𝑡 andℒ −1 { } = 𝑒 2𝑡 ,we have
𝑠−1 𝑠−2
𝑡
1
ℒ −1 { } = ∫ 𝑒 𝑢 𝑒 2(𝑡−𝑢) 𝑑𝑢 = 𝑒 2𝑡 − 𝑒 𝑡
(𝑠 − 1)(𝑠 − 2) 0
For a casual system ROC associated with the system, the function is
the right half plane. A system is anti-casual if its impulse response
h(t) =0 for t > 0. If ROC of the system functions H(s) includes the jω
axis then the L.T.I. the system is called a stable system. If a casual
system with rational system functions H(s) have negative real parts
for all of its poles then the system is stable.
Differential Equations
1
{82 𝑦 − 𝑠(0) − 1} + 2{𝑠𝑦 − 0} + 5𝑦 =
𝑠 2 + 2𝑠 + 2
1
(𝑠 2 + 2𝑠 + 5)𝑦 − 1 =
𝑠 2 + 2𝑠 + 2
1 1
𝑦= +
𝑠 2 + 2𝑠 + 5 (𝑠 2 + 2𝑠 + 2)(𝑠 2 + 2𝑠 + 5)
82 + 2𝑠 + 3
= 2
(𝑠 + 2𝑠 + 2)(𝑠 2 + 2𝑠 + 5)
−1
𝑠 2 + 2𝑠 + 3 1 −𝑡
𝑌=ℒ { 2 } = 𝑒 (sin 𝑡 + sin 2𝑡)
(𝑠 + 2𝑠 + 2)(𝑠 2 + 2𝑠 + 5) 3
Example
2
(𝑠 3 − 3𝑠 2 + 3𝑠 − 1)𝑦 − 𝑠 2 + 3𝑠 − 1 =
(𝑠 − 1)3
𝑠 2 − 3𝑠 + 1 2
𝑦= +
(𝑠 − 1)3 (𝑠 − 1)6
𝑠 2 − 2𝑠 + 1 − 𝑠 2
= +
(𝑠 − 1)3 (𝑠 − 1)6
(𝑠 − 1)2 − (𝑠 − 1) − 1 2
= 3
+
(𝑠 − 1) (𝑠 − 1)6
1 1 1 2
= − − +
𝑠 − 1 (𝑠 − 1)2 (𝑠 − 1)3 (𝑠 − 1)6
𝑡
𝑡 2𝑒 𝑡 𝑡 5 𝑒 𝑡
𝑡
𝑌 = 𝑒 − 𝑡𝑒 − +
2 60
Example
ℒ {𝑌 ′′ } + 9𝒮 {𝑌} = ℒ {cos 2𝑡 }
𝑠
𝑠 2𝑦 − 𝑠𝑌 (0) − 𝑌 ′ (0) + 9𝑦 =
𝑠2 + 4
(𝑠 2 + 9)𝑦 − 𝑠 − 𝑐 = 𝑠/(𝑠 2 + 4)
𝑠+𝑐 𝑠
𝑦= +
𝑠 2 + 9 (𝑠 2 + 9)(𝑠 2 + 4)
𝑠 𝑐 𝑠 𝑠
= + + −
𝑠 2 + 9 𝑠 2 + 9 5(𝑠 2 + 4) 5(𝑠 2 + 9)
4 𝑠 𝑐 𝑠
= ( 2 )+ 2 +
5 𝑠 +9 𝑠 + 9 5(𝑠 2 + 4)
4 𝑐 1
𝑌= cos 3𝑡 + sin 3𝑡 + cos 2𝑡
5 3 5
C=12/5
4 4 1
𝑌 = cos 3𝑡 + sin 3𝑡 + cos 2𝑡
5 5 5
Example :
𝜕𝜑 𝜕𝜑
= , 0<x<∞ , t≥ 0
𝜕𝑥 2 𝜕𝑥
1. ϕ (x, 0) = f(x), t = 0
𝜕𝜑
2. = = 0, ϕ (x, t) = 0 x=0
𝜕𝑥
Also
∞
𝜕𝜑 −𝑠𝑥 2 (
𝜕𝜑
∫ 𝑒 𝑑𝑥 = 𝑠 Φ 𝑠, 𝑡 ) − 𝑠𝜑 (0) − (0)
0 𝜕𝑥 2 𝜕𝑥
𝜕𝜑
− 𝑠 2Φ = 0
𝜕𝑡
2𝑡
The solution to this equation is Φ = A𝑒 𝑠
1 ∞ ∞ 2 𝑡−𝑠𝜆+𝑠𝑥
= ∫ 𝑓(𝜆)𝑑𝜆 ∫0 𝑒 𝑠
2𝜋𝑗 −∞
𝑑𝑠
(𝑥−𝜆) 2 (𝑥−𝜆)2
S2t-s(x-λ) ={𝑠√𝑡 − } −
2√𝑡 4𝑡
Also write
(𝑥−𝜆)
s√𝑡 − =𝑢
2 √𝑡
Then
1 ∞ (𝑥−𝜆)2 ∞ 2 𝑑𝑢
Φ(x,t)= ∫ 𝑓 (𝜆)𝑒𝑥𝑝 − [ ] 𝑑𝜆 ∫0 𝑒 −𝑢
2𝜋𝑗 −∞ 4𝑡 √𝑡
Final Solution is
(𝑥−𝜆) 2
1 ∞ − 4𝑡
Φ(x,t)= ∫ 𝑓 (𝜆 )𝑒 𝑑𝜆
2√𝜋𝑡 −∞
Conclusion
Reference