BIT Sindri, Dhanbad

Mathematics III
Instructor: Dr. Ghanshyam Prasad

Module I: Laplace Transformation

Laplace Transformation and its Properties,
Periodic function,
Unit step function, and
Impulse function.
Inverse Laplace transformation
Convolution Theorem
Application of Laplace transform in solving certain initial value problem and
Simultaneous differential equations.

The Laplace transform is named after French Mathematician and Astronomer Pierre-
Simon Marquis De Laplace or Pierre De Laplace (1749-1827). He made important
contributions to probability theory, special functions, developed foundations of potential
theory and celestial mechanics in astronomy. While a professor in Paris, he taught Napolean
Bonapart for a year. He used a similar transform in his work on probability theory. Laplace
wrote extensively about the use of generating functions in Essai philosophique sur les
probabilités (1814), and the integral form of the Laplace transform evolved naturally as a
result.
Laplace's use of generating functions was similar to what is now known as the z-
transform, and he gave little attention to the continuous variable case which was discussed
by Niels Henrik Abel. The theory was further developed in the 19th and early 20th centuries
by Mathias Lerch, Oliver Heaviside and Thomas Bromwich.
In recent years mathematical background of Laplace transform is essential for engineers
and scientists. The subject originated from the Operational methods applied English Electrical
Engineer Oliver Heaviside (1850-1925).The current widespread use of the transform (mainly
in engineering) came about during and soon after World War II, replacing the earlier Heaviside
operational calculus. The advantages of the Laplace transform had been emphasized
by Gustav Doetsch, to whom the name Laplace Transform is apparently due. Unfortunately,
Heaviside’s treatment was unsystematic and lacked rigour, which was established on sound
mathematical footing by Bromwich and Carson during 1916-17. It was found that the
Heaviside operational calculus is best introduced by means of a particular type of Improper
definite integrals called Laplace Transforms.
 Basically, a Laplace Transform converts a function from time domain into a function
in frequency domain. It useful to convert complex differential equations to relatively
simple polynomial equations or algebraic equations and convolution into multiplication.
Therefore, we use the Laplace transform for solving initial as well as boundary value
problems.
Also, it is used to simplify calculations in system modelling, where large differential
equations occur. It has been often used by Electrical and Electronics engineers to quickly solve
differential equations occurring in analysis of electronic circuits. Hence Laplace transform
plays a crucial role in solving Digital Signal Processing (DSP) Problems. Laplace transforms
are critical for process control, it helps analyse the variables which when altered produces
desired manipulation in result. In order to get the true form of radioactive decay, a Laplace
transform is important. It helps studying analytic part of Nuclear physics. Thus, Laplace
transform plays a significant role in science and technology.

Definition:

Let 𝑓(𝑡) be a function of 𝑡 defined for all positive values of 𝑡 i.e., 𝑡 > 0
Then the Laplace transform of 𝑓(𝑡), denoted by 𝐿{𝑓(𝑡)} is defined by

𝐿{𝑓(𝑡)} = 𝑒 𝑓(𝑡) 𝑑𝑡 = 𝑓 (𝑠) 𝑜𝑟 𝐹(𝑠)

Provided the integral exists

Also 𝑓(𝑡) = 𝐿 𝑓 (𝑠) and 𝑓(𝑡) is the inverse Laplace transform of 𝑓 (𝑠)

Here
𝐿 is the Laplace transform operator
𝐿 is the Inverse Laplace transform operator
If we write the definition in the form

𝑓 (𝑠) = 𝑘(𝑠, 𝑡) 𝑓(𝑡) 𝑑𝑡

Then 𝑘(𝑠, 𝑡) is the kernel of transform and in case of Laplace transform 𝑘(𝑠, 𝑡) = 𝑒
 Before going to rigorously study Laplace transforms let’s see how a simultaneous
differential equation is solved quite simply as compared to earlier analytical method.

Ex. Use Laplace Transform to solve simultaneous differential equation:

𝑑𝑥 𝑑𝑦
+ 𝑦 = sin 𝑡 , + 𝑥 = cos 𝑡
𝑑𝑡 𝑑𝑡
Given that 𝑥 = 2, 𝑦 = 0 at 𝑡 = 0

Solution: Here, we have

𝑑𝑥 𝑑𝑦
+ 𝑦 = sin 𝑡 (1), + 𝑥 = cos 𝑡 (2)
𝑑𝑡 𝑑𝑡
Taking Laplace transform
1 1
𝑠𝑥̅ − 𝑥(0) + 𝑦 = ⇒ 𝑠𝑥̅ + 𝑦 = +2 (3)
𝑠 +1 𝑠 +1
And
𝑠 𝑠
𝑠𝑦 − 𝑦(0) + 𝑥̅ = ⇒ 𝑥̅ + 𝑠𝑦 = (4)
𝑠 +1 𝑠 +1
Solving (3) and (4) for 𝑥̅ and 𝑦, we get
2𝑠 1 2
𝑥̅ = 𝑎𝑛𝑑 𝑦 = +
𝑠 −1 1+𝑠 1−𝑠
1 1 1 1 1
𝑥̅ = + (5) 𝑎𝑛𝑑 𝑦 = + − (6)
𝑠+1 𝑠−1 1+𝑠 𝑠+1 𝑠−1
Taking Inverse Laplace transform on both sides of (5) and (6), we get
𝑥 =𝑒 +𝑒
𝑦 = sin 𝑡 + 𝑒 − 𝑒

Now we shall discuss definition, properties and applications of Laplace Transform in

detail and see how the above solutions evolves.

Note: For the basics of Laplace Transform one may follow the books
1. Erwin Kreyszig, Advanced Engineering Mathematics
2. B S Grewal, Higher Engineering Mathematics
3. H K Das, Higher Engineering Mathematics